On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi

Alexey Chernov

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arXiv · 1011.5668

On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi

Alexey Chernov

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Abstract

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 by sqrt{n ln(N)} (uniformly in n), where N is the number of experts and n is the number of steps.

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Alexey Chernov. 2010-11-25. On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi. https://arxiv.org/abs/1011.5668

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