Abstract
This paper resolves the problem of predicting as well as the best expert up to an additive term o(n), where n is the length of a sequence of letters from a finite alphabet. For the bounded games the paper introduces the Weak Aggregating Algorithm that allows us to obtain additive terms of the form \(C{\sqrt n}\). A modification of the Weak Aggregating Algorithm that covers unbounded games is also described.
An early version of this paper was published in November, 2003 as Technical Report CLRC-TR-03-01, Computer Learning Research Centre, Royal Holloway, University of London available at http://www.clrc.rhul.ac.uk/publications/techrep.htm
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Kalnishkan, Y., Vyugin, M.V. (2005). The Weak Aggregating Algorithm and Weak Mixability. In: Auer, P., Meir, R. (eds) Learning Theory. COLT 2005. Lecture Notes in Computer Science(), vol 3559. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11503415_13
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DOI: https://doi.org/10.1007/11503415_13
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-26556-6
Online ISBN: 978-3-540-31892-7
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