Corpus ID: 10244685

Combining Expert Advice Efficiently

@article{Koolen2008CombiningEA,
  title={Combining Expert Advice Efficiently},
  author={Wouter M. Koolen and Steven de Rooij},
  journal={ArXiv},
  year={2008},
  volume={abs/0802.2015}
}
  • Wouter M. Koolen, Steven de Rooij
  • Published 2008
  • Computer Science, Mathematics
  • ArXiv
  • 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, among other things, 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 also describe two new models: the switch distribution, which was recently developed to improve Bayesian/Minimum… CONTINUE READING

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