9 citations · 32 across the 19 of their papers we have counts for
14 papers · 1 filter
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…
Prediction of Locally Stationary Data Using Expert Advice
Vladimir V'yugin, Vladimir Trunov
The problem of continuous machine learning is studied. Within the framework of the game-theoretic approach, when for calculating the next forecast, no assumptions about the stochas…
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…
Adaptive Hedging under Delayed Feedback
Alexander Korotin, Vladimir V'yugin, Evgeny Burnaev
The article is devoted to investigating the application of hedging strategies to online expert weight allocation under delayed feedback. As the main result, we develop the General…
Online Learning with Continuous Ranked Probability Score
Vladimir V'yugin, Vladimir Trunov
Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields of statistical science. The dissimilarity between a probab…
Online Aggregation of Unbounded Losses Using Shifting Experts with Confidence
Vladimir V'yugin, Vladimir Trunov
We develop the setting of sequential prediction based on shifting experts and on a "smooth" version of the method of specialized experts. To aggregate experts predictions, we use t…