The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses


In this paper the sequential prediction problem with expert advice is considered for the case when the losses of experts suffered at each step can be unbounded. We present some modification of Kalai and Vempala algorithm of following the perturbed leader where weights depend on past losses of the experts. New notions of a volume and a scaled fluctuation of… (More)
DOI: 10.1007/978-3-642-04414-4_8
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