Prediction with Experts Advice

21.01.2021 14:00 - 14:20

Lyudmilla Grigoryeva (Universität Konstanz)

In this lecture we consider a particular example of online learning methods which gain increasing attention in machine learning applications. I will introduce the so-called online prediction with expert advice, a method which consists in constructing the online forecasting strategy for the player/learner combining the predictions from different experts. The online data processing makes this method computationally cheap and easy to implement. Moreover, the available theoretical guarantees make it a method of choice for reliable learning.

Organiser:
Fakultät für Mathematik
Location:
Online via Zoom