Defensive forecasting for optimal prediction with expert advice

Details Defensive forecasting for optimal prediction with expert advice Defensive forecasting for optimal prediction with expert advice

2007-08-10

arxiv.org/abs/0708.1503v1

Computer Science

Learning

14 pages

Scientific paper

The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of "second-guessing" experts, whose advice depends on the learner's prediction; this paper assumes that the dependence on the learner's prediction is continuous.

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