Prediction With Expert Advice
Prediction with expert advice is a subfield of competitive on-line prediction in which the strategies in the benchmark class are free agents. When understood in a wide sense (as in Cesa-Bianchi and Lugosi 2006), prediction with expert advice is synonymous with competitive on-line prediction.
When strategies are free agents, or experts, the protocol of a game of prediction with expert advice is
Players: Experts, Forecaster, Reality
Update cumulative loss ,
These are some open problems:
- Find the n-experts separation curve.
- Nicolo Cesa-Bianchi and Gabor Lugosi. Prediction, Learning, and Games. Cambridge: Cambridge University Press, 2006.