Aggregating algorithm for prediction of packs

DOI10.1007/S10994-018-5769-2MaRDI QIDQ2320552zbMATH OpenOpenAlexWikidataFDO

Authors Dmitry Adamskiy, Anthony Bellotti, Raisa Dzhamtyrova, Yuri Kalnishkan

Publication date 23 August 2019

Published in Machine Learning (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1710.08114

zbMATH Keywords

machine learningsportonline learninghouse pricesprediction with expert advice

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Online algorithms; streaming algorithms (68W27)

Abstract: This paper formulates the protocol for prediction of packs, which a special case of prediction under delayed feedback. Under this protocol, the learner must make a few predictions without seeing the outcomes and then the outcomes are revealed. We develop the theory of prediction with expert advice for packs. By applying Vovk's Aggregating Algorithm to this problem we obtain a number of algorithms with tight upper bounds. We carry out empirical experiments on housing data.

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Cites work

• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• A closer look at adaptive regret
• A game of prediction with expert advice
• Competitive On-line Statistics
• Loss functions, complexities, and the Legendre transformation.
• On delayed prediction of individual sequences
• Prediction with expert advice for the Brier game
• Prediction, Learning, and Games
• Reliable region predictions for automated valuation models
• The weighted majority algorithm

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