Prediction with expert advice for the Brier game

Vladimir Vovk; Fedor Zhdanov

Prediction with expert advice for the Brier game

Research output: Working paper

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Abstract

We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these datasets, especially in the case of the more extensive tennis data.

Original language	English
Publication status	Published - 2 Oct 2007

Keywords

cs.LG

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PCP: Practical Competitive Prediction
Vovk, V. (PI), Gammerman, A. (CoI), Kalnishkan, Y. (CoI), Chernov, A. (CoI) & Zhdanov, F. (CoI)
Eng & Phys Sci Res Council EPSRC
10/10/07 → 22/11/10
Project: Research

Cite this

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abstract = "We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these datasets, especially in the case of the more extensive tennis data.",

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author = "Vladimir Vovk and Fedor Zhdanov",

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M3 - Working paper

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Prediction with expert advice for the Brier game

Abstract

Keywords

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Projects

PCP: Practical Competitive Prediction

Cite this