Predicting a binary sequence almost as well as the optimal biased coin
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TL;DR
It is shown that for the case of the logarithmic loss, the derived algorithm is equivalent to the Bayes algorithm with Jeffreys prior, that was studied by Xie and Barron under probabilistic assumptions.
Abstract
Article Free Access Share on Predicting a binary sequence almost as well as the optimal biased coin Author: Yoav Freund AT&T Laboratories AT&T LaboratoriesView Profile Authors Info & Claims COLT '96: Proceedings of the ninth annual conference on Computational learning theoryJanuary 1996 Pages 89–98https://doi.org/10.1145/238061.238072Online:01 January 1996Publication History 32citation359DownloadsMetricsTotal Citations32Total Downloads359Last 12 Months20Last 6 weeks2 Get Citation AlertsNew Citation Alert added!This alert has been successfully added and will be sent to:You will be notified whenever a record that you have chosen has been cited.To manage your alert preferences, click on the button below.Manage my AlertsNew Citation Alert!Please log in to your account Save to BinderSave to BinderCreate a New BinderNameCancelCreateExport CitationPublisher SiteeReaderPDF
