COLT '90 Proceedings of the third annual workshop on Computational learning theory
The weighted majority algorithm
Information and Computation
Journal of the ACM (JACM)
A decision-theoretic generalization of on-line learning and an application to boosting
Journal of Computer and System Sciences - Special issue: 26th annual ACM symposium on the theory of computing & STOC'94, May 23–25, 1994, and second annual Europe an conference on computational learning theory (EuroCOLT'95), March 13–15, 1995
A game of prediction with expert advice
Journal of Computer and System Sciences - Special issue on the eighth annual workshop on computational learning theory, July 5–8, 1995
Derandomizing Stochastic Prediction Strategies
Machine Learning - Special issue: computational learning theory, COLT '97
Prediction, Learning, and Games
Prediction, Learning, and Games
Prediction with expert advice for the Brier game
Proceedings of the 25th international conference on Machine learning
Learning probabilistic prediction functions
SFCS '88 Proceedings of the 29th Annual Symposium on Foundations of Computer Science
The weak aggregating algorithm and weak mixability
Journal of Computer and System Sciences
Sequential prediction of individual sequences under general loss functions
IEEE Transactions on Information Theory
Mixability is bayes risk curvature relative to log loss
The Journal of Machine Learning Research
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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, with well-known bookmakers playing the role of experts. The theoretical performance guarantee is not excessively loose on the football data set and is rather tight on the tennis data set.