Year: 2022
Type: preprint
Abstract: We provide a new method for online learning, specifically prediction with expert advice, in a changing environment. In a non-changing environment the Squint algorithm has been designed to always function at least as well as other known algorithms and in specific cases it functions much better. However, when using a conventional black-box algorithm to make Squint suitable for a changing environment, it loses its beneficial properties. Hence, we provide a new algorithm, Squint-CE, which is suitable for a changing environment and preserves the properties of Squint.
Source: arXiv (Cornell University)
Authors: Neuteboom, Thom, van Erven, Tim
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W4296155016