On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi
arXiv:1011.5668
Abstract
The note presents a modified proof of a loss bound for the exponentially weighted average forecaster with time-varying potential. The regret term of the algorithm is upper-bounded by sqrt{n ln(N)} (uniformly in n), where N is the number of experts and n is the number of steps.
3 pages; excerpt from arXiv:1005.1918, simplified and rewritten using the notation of the monograph by Cesa-Bianchi and Lugosi