Discrete Prediction Games with Arbitrary Feedback and Loss

@inproceedings{Piccolboni2001DiscretePG,
  title={Discrete Prediction Games with Arbitrary Feedback and Loss},
  author={Antonio Piccolboni and Christian Schindelhauer},
  booktitle={COLT/EuroCOLT},
  year={2001}
}
We investigate the problem of predicting a sequence when the information about the previous elements (feedback) is only partial and possibly dependent on the predicted values. This setting can be seen as a generalization of the classical multi-armed bandit problem and accommodates as a special case a natural bandwidth allocation problem. According to the approach adopted by many authors, we give up any statistical assumption on the sequence to be predicted. We evaluate the performance against… CONTINUE READING
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