Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring

DOI10.1007/11894841_20zbMATH Open1168.68449OpenAlexW1600338740MaRDI QIDQ3522989FDOQ3522989

Authors: Chamy Allenberg, Peter Auer, László Györfi, György Ottucsàk 

Publication date: 4 September 2008

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/11894841_20

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Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20)

Cited In (8)

• Algorithm portfolio selection as a bandit problem with unbounded losses
• Learning Volatility of Discrete Time Series Using Prediction with Expert Advice
• The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses
• Small-Loss Bounds for Online Learning with Partial Information
• Learning Theory
• Strategies for Prediction Under Imperfect Monitoring
• Minimizing Regret With Label Efficient Prediction
• Dismemberment and design for controlling the replication variance of regret for the multi-armed bandit

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