139 citations · 273 across the 16 of their papers we have counts for
4 papers · 1 filter
Risk Dynamics in Trade Networks
Rafael M. Frongillo, Mark D. Reid
We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome. We quantify this risk using the conc…
Generalized Mixability via Entropic Duality
Mark D. Reid, Rafael M. Frongillo, Robert C. Williamson +1
Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice. We show that a key property of mixability gen…
Generalised Mixability, Constant Regret, and Bayesian Updating
Mark D. Reid, Rafael M. Frongillo, Robert C. Williamson
Mixability of a loss is known to characterise when constant regret bounds are achievable in games of prediction with expert advice through the use of Vovk's aggregating algorithm.…
A Hybrid Loss for Multiclass and Structured Prediction
Qinfeng Shi, Mark Reid, Tiberio Caetano +2
We propose a novel hybrid loss for multiclass and structured prediction problems that is a convex combination of a log loss for Conditional Random Fields (CRFs) and a multiclass hi…