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

2007.

Research output: Working paper

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@techreport{600f5345d95243ed9dcdfcd266a0d13e,
title = "Prediction with expert advice for the Brier game",
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.",
keywords = "cs.LG",
author = "Vladimir Vovk and Fedor Zhdanov",
note = "34 pages, 22 figures, 2 tables. The conference version (8 pages) is published in the ICML 2008 Proceedings.",
year = "2007",
month = oct,
day = "2",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Prediction with expert advice for the Brier game

AU - Vovk, Vladimir

AU - Zhdanov, Fedor

N1 - 34 pages, 22 figures, 2 tables. The conference version (8 pages) is published in the ICML 2008 Proceedings.

PY - 2007/10/2

Y1 - 2007/10/2

N2 - 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.

AB - 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.

KW - cs.LG

M3 - Working paper

BT - Prediction with expert advice for the Brier game

ER -