17 citations · 19 across the 8 of their papers we have counts for
5 papers · 1 filter
On prediction from expert advice with more than five experts
Jeff Calder, Nadejda Drenska
We prove that no single rank ordered adversary strategy is globally optimal for the prediction with expert advice problem with six or more experts, in both the geometric stopping a…
The finite-horizon five-expert prediction problem
Jeff Calder, Nadejda Drenska
We give an explicit solution to the five expert prediction with expert advice partial differential equation (PDE) in the finite-time horizon setting. The solution formula establish…
An explicit solution of the five-expert prediction PDE and the exact optimality set of COMB
Jeff Calder, Nadejda Drenska
In this paper, we derive an explicit solution of the stationary prediction with expert advice PDE for five experts. The formula is given in three regions. In the first two regions,…
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…
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…