Constant Regret, Generalized Mixability, and Mirror Descent.

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 31 (NIPS 2018), (2018): 7419-7428

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Abstract:

We consider the setting of prediction with expert advice; a learner makes predictions by aggregating those of a group of experts. Under this setting, and for the right choice of loss function and "mixing" algorithm, it is possible for the learner to achieve a constant regret regardless of the number of prediction rounds. For example, a co...More

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