59 citations · 125 across the 14 of their papers we have counts for
4 papers · 1 filter
A New Approach to Drifting Games, Based on Asymptotically Optimal Potentials
Zhilei Wang, Robert V. Kohn
We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings. Our approach involves (a) guessing an asym…
A PDE-Based Analysis of the Symmetric Two-Armed Bernoulli Bandit
Vladimir A. Kobzar, Robert V. Kohn
This work addresses a version of the two-armed Bernoulli bandit problem where the sum of the means of the arms is one (the symmetric two-armed Bernoulli bandit). In a regime where…
New Potential-Based Bounds for the Geometric-Stopping Version of Prediction with Expert Advice
Vladimir A. Kobzar, Robert V. Kohn, Zhilei Wang
This work addresses the classic machine learning problem of online prediction with expert advice. A new potential-based framework for the fixed horizon version of this problem has…
New Potential-Based Bounds for Prediction with Expert Advice
Vladimir A. Kobzar, Robert V. Kohn, Zhilei Wang
This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using ve…