10 citations · 62 across the 21 of their papers we have counts for
9 papers · 1 filter
Prediction with Advice of Unknown Number of Experts
Alexey Chernov, Vladimir Vovk
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of exp…
On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi
Alexey Chernov
The note presents a modified proof of a loss bound for the exponentially weighted average forecaster with time-varying potential. The regret term of the algorithm is upper-bounded…
Prediction with Expert Advice under Discounted Loss
Alexey Chernov, Fedor Zhdanov
We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggr…
Prediction with Advice of Unknown Number of Experts
Alexey Chernov, Vladimir Vovk
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of exp…
Supermartingales in Prediction with Expert Advice
Alexey Chernov, Yuri Kalnishkan, Fedor Zhdanov +1
We apply the method of defensive forecasting, based on the use of game-theoretic supermartingales, to prediction with expert advice. In the traditional setting of a countable numbe…
Aggregating Algorithm competing with Banach lattices
Fedor Zhdanov, Alexey Chernov, Yuri Kalnishkan
The paper deals with on-line regression settings with signals belonging to a Banach lattice. Our algorithms work in a semi-online setting where all the inputs are known in advance…