Prediction with expert advice for the Brier game. / Vovk, Vladimir; Zhdanov, Fedor.

2007.

Research output: Working paper

Published

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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 languageEnglish
Publication statusPublished - 2 Oct 2007

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This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 934743