Prediction with expert advice for a finite number of experts: A practical introduction

作者：

Highlights：

•

摘要

In this paper, prediction with expert advice is surveyed focusing on Vovk’s Aggregating Algorithm. The established theory as well as extensions developed in the recent decade are considered. The paper is aimed at practitioners and covers important application scenarios.

论文关键词：Online learning,Prediction,Model selection

论文评审过程：Received 24 September 2021, Revised 4 January 2022, Accepted 24 January 2022, Available online 25 January 2022, Version of Record 1 February 2022.

论文官网地址：https://doi.org/10.1016/j.patcog.2022.108557