Prediction with expert advice for the Brier game

Details Prediction with expert advice for the Brier game Prediction with expert advice for the Brier game

2007-10-02

arxiv.org/abs/0710.0485v2

Journal of Machine Learning Research 10 (2009), 2413 - 2440

Computer Science

Learning

34 pages, 22 figures, 2 tables. The conference version (8 pages) is published in the ICML 2008 Proceedings

Scientific paper

We show that the Brier game of prediction is mixable and find the optimal
learning rate and substitution function for it. The resulting prediction
algorithm is applied to predict results of football and tennis matches. The
theoretical performance guarantee turns out to be rather tight on these data
sets, especially in the case of the more extensive tennis data.

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