On minimaxity of follow the leader strategy in the stochastic setting

DOI10.1016/J.TCS.2017.12.030zbMATH Open1398.68444OpenAlexW2776242761MaRDI QIDQ1663642FDOQ1663642

Wojciech Kotłowski

Publication date: 22 August 2018

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2017.12.030

zbMATH Keywords

riskexponential familiesonline learningminimax algorithmregretprediction with expert advicepseudo-regretstochastic datafollow the leader

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20) Minimax procedures in statistical decision theory (62C20) Rationality and learning in game theory (91A26)

Cites Work

• A decision-theoretic generalization of on-line learning and an application to boosting
• Title not available (Why is that?)
• Prediction, Learning, and Games
• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• Title not available (Why is that?)
• The weighted majority algorithm
• Efficient algorithms for online decision problems
• How to use expert advice
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• A game of prediction with expert advice
• Title not available (Why is that?)
• On Minimaxity of Follow the Leader Strategy in the Stochastic Setting

Cited In (2)

• Relaxing the i.i.d. assumption: adaptively minimax optimal regret via root-entropic regularization
• Learning Theory

Uses Software

• AdaBoost.MH

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