Construct an asymptotically optimal prediction algorithm for the problem of regression (i.e., with as the label space) along the lines of Section 3.2 of Vovk et al. 2005 (who in their Theorem 3.1 only consider the case of classification, i.e., finite ).
- Vladimir Vovk, Alexander Gammerman and Glenn Shafer (2005). Algorithmic learning in a random world. Springer, New York.