2007/08/10 by Vladimir Vovk, Vovk, Vladimir · 1 citation
Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning and Algorithms #Reinforcement Learning in Robotics
paper · pdf · doi:10.48550/arxiv.0708.1503
openalex publication_date 2007/08/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.