On minimaxity of follow the leader strategy in the stochastic setting

DOI10.1016/J.TCS.2017.12.030zbMath1398.68444OpenAlexW2776242761MaRDI QIDQ1663642

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

exponential familiesstochastic dataminimax algorithmonline learningriskprediction with expert adviceregretpseudo-regretfollow the leader

Mathematics Subject Classification ID

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

Related Items (1)

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

Uses Software

• AdaBoost.MH

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• A game of prediction with expert advice
• The weighted majority algorithm
• A decision-theoretic generalization of on-line learning and an application to boosting
• Efficient algorithms for online decision problems
• On Minimaxity of Follow the Leader Strategy in the Stochastic Setting
• How to use expert advice
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• Prediction, Learning, and Games

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