Gaussian Linear Experts
Gaussian linear experts in the protocol of online regression incorporate information about the Gaussian nature of the noise in the outcomes. Each expert predicts the following probability distribution over the outcomes :
at each step, where the variance is the same for all the experts, and is assumed to be known. The natural loss function for these experts is the logarithmic loss function .
- Fedor Zhdanov and Vladimir Vovk. Competing with Gaussian linear experts. Technical report, arXiv:0910.4683 [cs.LG], arXiv.org e-Print archive, 2009.