Prediction With Expert Advice For The Brier Game

Abstract

We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these data sets, especially in the case of the more extensive tennis data.

DOI: 10.1145/1390156.1390295
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@article{Vovk2008PredictionWE, title={Prediction With Expert Advice For The Brier Game}, author={Vladimir Vovk and Fedor Zhdanov}, journal={Journal of Machine Learning Research}, year={2008}, volume={10}, pages={2445-2471} }