Machine Learning - Special issue on context sensitivity and concept drift
Derandomizing Stochastic Prediction Strategies
Machine Learning - Special issue: computational learning theory, COLT '97
Relative Loss Bounds for Multidimensional Regression Problems
Machine Learning
On Relative Loss Bounds in Generalized Linear Regression
FCT '99 Proceedings of the 12th International Symposium on Fundamentals of Computation Theory
Pattern Recognition and Machine Learning (Information Science and Statistics)
Pattern Recognition and Machine Learning (Information Science and Statistics)
Logarithmic regret algorithms for online convex optimization
Machine Learning
Forecasting skewed biased stochastic ozone days: analyses, solutions and beyond
Knowledge and Information Systems
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We apply the Aggregating Algorithm to the problem of online regression under the square loss function. We develop an algorithm competitive with the benchmark class of generalized linear models (our "experts"), which are used in a wide range of practical tasks. This problem does not appear to be analytically tractable. Therefore, we develop a prediction algorithm using the Markov chain Monte Carlo method, which is shown to be fast and reliable in many cases. We prove upper bounds on the cumulative square loss of the algorithm. We also perform experiments with our algorithm on a toy data set and two real world ozone level data sets and give suggestions about choosing its parameters.