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Some comments on "A parameter-free hedging algorithm" by Chaudhuri, Freund, and Hsu PDF Print E-mail
Written by Volodya Vovk   
Saturday, 07 November 2009 11:04

Some comments on "A parameter-free hedging algorithm" by Chaudhuri, Freund, and Hsu

A parameter-free hedging algorithm by Chaudhuri, Freund, Hsu.

This paper makes an important contribution to Freund and Schapire's decision-theoretic framework for on-line prediction: a new algorithm (Normal-Hedge) and a loss bound for it that works well when the "effective" number of actions is much smaller than the nominal number of actions. Click here for details.

Comments (3)
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Last Updated on Friday, 27 November 2009 07:43