@inproceedings{CesaBianchi1993HowTU,
title={How to use expert advice},
author={N. Cesa-Bianchi and Y. Freund and D. Helmbold and D. Haussler and R. Schapire and Manfred K. Warmuth},
booktitle={STOC '93},
year={1993}
}

We analyze algorithms that predict a binary value by combining the predictions of several prediction strategies, called `experts''. Our analysis is for worst-case situations, i.e., we make no assumptions about the way the sequence of bits to be predicted is generated. We measure the performance of the algorithm by the difference between the expected number of mistakes it makes on the bit sequence and the expected number of mistakes made by the best expert on this sequence, where the expectation… CONTINUE READING