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JMLR
2011
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12 years 11 months ago
Online Learning in Case of Unbounded Losses Using Follow the Perturbed Leader Algorithm
In this paper the sequential prediction problem with expert advice is considered for the case where losses of experts suffered at each step cannot be bounded in advance. We presen...
Vladimir V. V'yugin
ALT
2009
Springer
13 years 9 months ago
The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses
In this paper the sequential prediction problem with expert advice is considered for the case when the losses of experts suffered at each step can be unbounded. We present some mo...
Vladimir V. V'yugin