Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss

• URL: http://arxiv.org/abs/2501.06505v1
• Date: Sat, 11 Jan 2025 10:52:59 GMT
• Title: Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss
• Authors: Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev,
• Abstract summary: We propose an algorithm for aggregating expert predictions which does not require a prior knowledge of the upper bound on the losses. The algorithm is based on the exponential reweighing of expert losses.
• Score: 72.32459441619388
• License:
• Abstract: We consider the problem of online aggregation of expert predictions with the quadratic loss function. We propose an algorithm for aggregating expert predictions which does not require a prior knowledge of the upper bound on the losses. The algorithm is based on the exponential reweighing of expert losses.

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