Work

Prediction with expert advice for the Brier game

Year: 2008

Type: conference-paper

Abstract: We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these data sets, especially in the case of the more extensive tennis data.

Source: International Conference on Machine Learning

DOI: 10.1145/1390156.1390295

Authors: Vladimir Vovk, Fedor Zhdanov

Institution: University of London

Language: English

Topic: Advanced Bandit Algorithms Research

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: Engineering and Physical Sciences Research Council

OpenAlex ID: W1490501255

FWCI: 8.445

Cites: 19

Cited by: 52

Related to: 10