IEEE - Institute of Electrical and Electronics Engineers, Inc. - On prediction of individual sequences relative to a set of experts

Proceedings 1998 IEEE International Symposium on Information Theory

Author(s): Cesa-Bianchi, N. ; Lugosi, G.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1998
Conference Location: Cambridge, MA, USA, USA
Conference Date: 16 August 1998
ISBN (Paper): 0-7803-5000-6
DOI: 10.1109/ISIT.1998.708939
Regular:

We investigate sequential randomized prediction of an arbitrary binary sequence. The goal of the predictor is to minimize Hamming loss relative to the loss of the best "expert" in a fixed set of... View More

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