The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses

DOI10.1007/978-3-642-04414-4_8MaRDI QIDQ3648741zbMATH OpenOpenAlexFDO

Authors Vladimir V. V'yugin

Publication date 1 December 2009

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

Full work available at URL https://doi.org/10.1007/978-3-642-04414-4_8

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computational learning theory (68Q32)

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Cites work

• scientific article; zbMATH DE number 3128728 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• Algorithmic Learning Theory
• Algorithmic Learning Theory
• Efficient algorithms for online decision problems.
• Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
• Improved second-order bounds for prediction with expert advice
• Prediction, Learning, and Games
• The weighted majority algorithm

Cited in

(6)

• Learning Volatility of Discrete Time Series Using Prediction with Expert Advice
• Adaptive online prediction by following the perturbed leader
• On minimaxity of follow the leader strategy in the stochastic setting
• Algorithmic Learning Theory
• Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
• Online learning in case of unbounded losses using follow the perturbed leader algorithm

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