Loss functions, complexities, and the Legendre transformation.

DOI10.1016/j.tcs.2003.11.005zbMath1069.68055OpenAlexW2108069362MaRDI QIDQ1426148

Yuri Kalnishkan, Volodya Vovk, Michael V. Vyugin

Publication date: 14 March 2004

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

Full work available at URL: https://doi.org/10.1016/j.tcs.2003.11.005

zbMATH Keywords

Generalized entropyOn-line predictionPredictive complexity

Mathematics Subject Classification ID

Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

Related Items (4)

Generalised entropies and asymptotic complexities of languages ⋮ Supermartingales in prediction with expert advice ⋮ Predictive Complexity for Games with Finite Outcome Spaces ⋮ Aggregating algorithm for prediction of packs

Cites Work

• A game of prediction with expert advice
• The weighted majority algorithm
• How to use expert advice
• Sequential prediction of individual sequences under general loss functions
• Another Proof that Convex Functions are Locally Lipschitz
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