Prediction with Expert Advice for a Finite Number of Experts: A Practical Introduction

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Abstract

In this paper, prediction with expert advice is surveyed focusing on Vovk’s Aggregating Algorithm. The established theory as well as extensions developed in the recent decade are considered. The paper is aimed at practitioners and covers important application scenarios.
Original languageEnglish
Article number108557
JournalPattern Recognition
Volume126
Early online date1 Feb 2022
DOIs
Publication statusPublished - Jun 2022

Keywords

  • on-line learning
  • prediction with expert advice
  • machine learning

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