most citedA PDE Approach to the Prediction of a Binary Sequence with Advice from Two History-Dependent Experts

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math.AP2020

Online Prediction With History-Dependent Experts: The General Case

Nadejda Drenska, Jeff Calder

We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequ…

math.AP2019

Prediction with Expert Advice: a PDE Perspective

Nadejda Drenska, Robert V. Kohn

This work addresses a classic problem of online prediction with expert advice. We assume an adversarial opponent, and we consider both the finite-horizon and random-stopping versio…