Towards Optimal Algorithms for Prediction with Expert Advice

SODA '16: Symposium on Discrete Algorithms Arlington Virginia January, 2016, pp. 528-547, 2016.

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Abstract:

We study the classical problem of prediction with expert advice in the adversarial setting with a geometric stopping time. In 1965, Cover gave the optimal algorithm for the case of 2 experts. In this paper, we design the optimal algorithm, adversary and regret for the case of 3 experts. Further, we show that the optimal algorithm for 2 an...More

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