Online algorithm for aggregating experts' predictions with unbounded quadratic loss
- Authors: Korotin A.A.1, V'yugin V.V.1, Burnaev E.V.1
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Affiliations:
- Skolkovo Institute of Science and Technology
- Issue: Vol 75, No 5 (2020)
- Pages: 197-198
- Section: Articles
- URL: https://journals.rcsi.science/0042-1316/article/view/133658
- DOI: https://doi.org/10.4213/rm9961
- ID: 133658
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Abstract
About the authors
Alexander Andreevich Korotin
Skolkovo Institute of Science and Technology
Email: a.korotin@skoltech.ru
Vladimir Vyacheslavovich V'yugin
Skolkovo Institute of Science and Technology
Email: vyugin@iitp.ru
Doctor of physico-mathematical sciences, Professor
Evgenii Vladimirovich Burnaev
Skolkovo Institute of Science and Technology
Email: drazil@list.ru
Candidate of physico-mathematical sciences, no status
References
- N. Cesa-Bianchi, G. Lugosi, Prediction, learning, and games, Cambridge Univ. Press, Cambridge, 2006, xii+394 pp.
- S. De Rooij, T. van Erven, P. D. Grünwald, W. M. Koolen, J. Mach. Learn. Res., 15 (2014), 1281–1316
- E. Hazan, Found. Trends Optim., 2:3-4 (2016), 157–325
- A. Korotin, V. V'yugin, E. Burnaev, Integral mixability: a tool for efficient online aggregation of functional and probabilistic forecasts, 2020 (v1 – 2019), 22 pp.
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