Vovk, Vladimir (2007) Defensive forecasting for optimal prediction with expert advice.
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The method of defensive forecasting is applied to the problem of prediction with expert advice for binary outcomes. It turns out that defensive forecasting is not only competitive with the Aggregating Algorithm but also handles the case of "second-guessing" experts, whose advice depends on the learner's prediction; this paper assumes that the dependence on the learner's prediction is continuous.
This is a Submitted version This version's date is: 10/8/2007 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/a455c7f7-571e-ff16-0f61-626d37f6870d/1/
Deposited by Research Information System (atira) on 24-May-2012 in Royal Holloway Research Online.Last modified on 24-May-2012
14 pages