136 citations · 816 across the 52 of their papers we have counts for
Showing 2013 · cs.LGShow all
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cs.LG2013★ 9 cited
Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families
Peter Bartlett, Peter Grunwald, Peter Harremoes +2
We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and seq…
cs.LG2013★ 93 cited
Follow the Leader If You Can, Hedge If You Must
Steven de Rooij, Tim van Erven, Peter D. Grünwald +1
Follow-the-Leader (FTL) is an intuitive sequential prediction strategy that guarantees constant regret in the stochastic setting, but has terrible performance for worst-case data.…