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- Wouter M. Koolen, Manfred K. Warmuth, Jyrki Kivinen
- COLT
- 2010

We develop an online algorithm called Component Hedge for learning structured concept classes when the loss of a structured concept sums over its components. Example classes include paths through a graph (composed of edges) and partial permutations (composed of assignments). The algorithm maintains a parameter vector with one non-negative weight per… (More)

- Steven de Rooij, Tim van Erven, Peter Grünwald, Wouter M. Koolen
- Journal of Machine Learning Research
- 2014

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. Other hedging strategies have better worst-case guarantees but may perform much worse than FTL if the data are not maximally adversarial. We introduce the FlipFlop algorithm,… (More)

For the prediction with expert advice setting, we consider methods to construct algorithms that have low adaptive regret. The adaptive regret of an algorithm on a time interval [t 1 , t 2 ] is the loss of the algorithm minus the loss of the best expert over that interval. Adaptive regret measures how well the algorithm approximates the best expert locally,… (More)

- Wouter M. Koolen, Steven de Rooij
- COLT
- 2008

We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate how the expert predictions should be weighted according to the model. We cast many existing models as HMMs and recover the best known running times in each case. We… (More)

- Wouter M. Koolen, Tim van Erven
- COLT
- 2015

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision tasks. We are not satisfied with just guaranteeing minimax regret rates, but we want our algorithms to perform significantly… (More)

We consider sequential prediction algorithms that are given the predictions from a set of models as inputs. If the nature of the data is changing over time in that different models predict well on different segments of the data, then adaptivity is typically achieved by mixing into the weights in each round a bit of the initial prior (kind of like a weak… (More)

- Harry Buhrman, Peter T. S. van der Gulik, Steven Kelk, Wouter M. Koolen, Leen Stougie
- IEEE/ACM Transactions on Computational Biology…
- 2011

The genetic code is known to have a high level of error robustness and has been shown to be very error robust compared to randomly selected codes, but to be significantly less error robust than a certain code found by a heuristic algorithm. We formulate this optimization problem as a Quadratic Assignment Problem and use this to formally verify that the code… (More)

- Wouter M. Koolen
- NIPS
- 2013

Performance guarantees for online learning algorithms typically take the form of regret bounds, which express that the cumulative loss overhead compared to the best expert in hindsight is small. In the common case of large but structured expert sets we typically wish to keep the regret especially small compared to simple experts, at the cost of modest… (More)

- Wouter M. Koolen, Tim van Erven, Peter Grünwald
- NIPS
- 2014

Most standard algorithms for prediction with expert advice depend on a parameter called the learning rate. This learning rate needs to be large enough to fit the data well, but small enough to prevent overfitting. For the exponential weights algorithm , a sequence of prior work has established theoretical guarantees for higher and higher data-dependent… (More)