Prediction of locally stationary data using expert advice

DOI10.1134/s0032946024010058zbMATH Open1545.68108MaRDI QIDQ6585742

R. D. Zukhba, V. G. Trunov, Vladimir V. V'yugin

Publication date: 12 August 2024

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

supervised learningregretaggregation algorithmpredictive algorithmsadaptive online forecasting algorithmsfixed share methodlifelong machine learningmixing past posteriors methodpredictions with expert advice

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• A game of prediction with expert advice
• Tracking the best expert
• Prediction with Expert Evaluators’ Advice
• 10.1162/153244303321897654
• Competitive On-line Statistics
• Prediction, Learning, and Games

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