COLT '90 Proceedings of the third annual workshop on Computational learning theory
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
Machine Learning - Special issue on context sensitivity and concept drift
Derandomizing Stochastic Prediction Strategies
Machine Learning - Special issue: computational learning theory, COLT '97
Introduction to Reinforcement Learning
Introduction to Reinforcement Learning
Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond
Learning with Kernels: Support Vector Machines, Regularization, Optimization, and Beyond
On-line prediction with kernels and the complexity approximation principle
UAI '04 Proceedings of the 20th conference on Uncertainty in artificial intelligence
Prediction, Learning, and Games
Prediction, Learning, and Games
The weak aggregating algorithm and weak mixability
Journal of Computer and System Sciences
Supermartingales in prediction with expert advice
Theoretical Computer Science
Sequential prediction of individual sequences under general loss functions
IEEE Transactions on Information Theory
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We study prediction with expert advice in the setting where the losses are accumulated with some discounting and the impact of old losses can gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for Regression, propose a new variant of exponentially weighted average algorithm, and prove bounds on the cumulative discounted loss.