The Weighted Majority Algorithm

@article{Littlestone1994TheWM,
  title={The Weighted Majority Algorithm},
  author={Nick Littlestone and Manfred K. Warmuth},
  journal={Inf. Comput.},
  year={1994},
  volume={108},
  pages={212-261}
}
We study the construction of prediction algorithms in a situation in which a learner faces a sequence of trials with a prediction to be made in each and the goal of the learner is to make few mistakes We are interested in the case that the learner has reason to believe that one of some pool of known algorithms will perform well but the learner does not know which one A simple and e ective method based on weighted voting is introduced for constructing a compound algorithm in such a circumstance… CONTINUE READING
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