| Presentation | 1996/10/31 An On-line Prediction Algorithm Combining the Several Prediction Strategies Ichiro TAJIKA, Eiji TAKIMOTO, Akira MARUOKA, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Cesa-Bianchi et al, proposed an on-line prediction model, in which an algorithm predicts a binary value by combining the predictions of several prediction strategies. The loss of the algorithm is measured by the expected number of mistakes made on the bit sequence, and the goal of the algorithm is to minimize the difference between the loss it makes and the loss made by the best strategy on this sequence. In this paper, the model is extended to incorporate the notion of investment. In particular, the strategies and the algorithm are required to bet money in each prediction and the losses are measured by the total amount, of money lost. An optimal prediction algorithm depending on the strategies and an almost optimal one not depending on the strategies are given under the condition that all the strategies bet the same amount of money in a prediction. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | on-line prediction model / prediction strategy / minimax strategy / weighted majority algorithm |
| Paper # | COMP96-33 |
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| Conference Information | |
| Committee | COMP |
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| Conference Date | 1996/10/31(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
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| Paper Information | |
| Registration To | Theoretical Foundations of Computing (COMP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | An On-line Prediction Algorithm Combining the Several Prediction Strategies |
| Sub Title (in English) | |
| Keyword(1) | on-line prediction model |
| Keyword(2) | prediction strategy |
| Keyword(3) | minimax strategy |
| Keyword(4) | weighted majority algorithm |
| 1st Author's Name | Ichiro TAJIKA |
| 1st Author's Affiliation | Graduate School of Information Sciences, Tohoku University() |
| 2nd Author's Name | Eiji TAKIMOTO |
| 2nd Author's Affiliation | Graduate School of Information Sciences, Tohoku University |
| 3rd Author's Name | Akira MARUOKA |
| 3rd Author's Affiliation | Graduate School of Information Sciences, Tohoku University |
| Date | 1996/10/31 |
| Paper # | COMP96-33 |
| Volume (vol) | vol.96 |
| Number (no) | 343 |
| Page | pp.pp.- |
| #Pages | 10 |
| Date of Issue | |