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