Defensive forecasting for optimal prediction with expert advice. / Vovk, Vladimir.

2007.

Research output: Working paper

Published

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Abstract

The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of "second-guessing" experts, whose advice depends on the learner's prediction; this paper assumes that the dependence on the learner's prediction is continuous.
Original languageEnglish
Publication statusPublished - 10 Aug 2007
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 934437