200 citations · 308 across the 11 of their papers we have counts for
4 papers · 1 filter
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…
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…
Linear Probability Forecasting
Fedor Zhdanov, Yuri Kalnishkan
Multi-class classification is one of the most important tasks in machine learning. In this paper we consider two online multi-class classification problems: classification by a lin…