2 papers
cs.LG2025
Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss
Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev
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 requ…
cs.LG2025
Mixability of Integral Losses: a Key to Efficient Online Aggregation of Functional and Probabilistic Forecasts
Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev
In this paper we extend the setting of the online prediction with expert advice to function-valued forecasts. At each step of the online game several experts predict a function, an…