Computer Science – Learning
Scientific paper
2010-06-02
Computer Science
Learning
22 pages; draft version
Scientific paper
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the NormalHedge bound, which mainly depends on the effective number of experts and also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the defensive forecasting method and introduce an application of defensive forecasting to multivalued supermartingales.
Chernov Alexey
Vovk Vladimir
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