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Authors :
Manfred K. Warmuth
David P. Helmbold
Nicolò Cesa-Bianchi
Yoav Freund
Source :
EuroCOLT
Publication Year :
1996
Publisher :
Springer Science and Business Media LLC, 1996.

Abstract

We study the problem of deterministically predicting boolean values by combining the boolean predictions of several experts. Previous on-line algorithms for this problem predict with the weighted majority of the experts'' predictions. These algorithms give each expert an exponential weight beta^m where beta is a constant in [0,1) and m is the number of mistakes made by the expert in the past. We show that it is better to use sums of binomials as weights. In particular, we present a deterministic algorithm using binomial weights that has a better worst case mistake bound than the best deterministic algorithm using exponential weights. The binomial weights naturally arise from a version space argument. We also show how both exponential and binomial weighting schemes can be used to make prediction algorithms robust against noise.

Details

ISSN :
08856125
Volume :
25
Database :
OpenAIRE
Journal :
Machine Learning
Accession number :
edsair.doi...........92542aae2820813bea11ab167d21326c
Full Text :
https://doi.org/10.1023/a:1018348209754