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Feb, 2019
关于利用专家建议进行预测的组合策略的渐近最优性
On the asymptotic optimality of the comb strategy for prediction with expert advice
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Erhan Bayraktar, Ibrahim Ekren, Yili Zhang
TL;DR
研究通过专家意见在对抗环境中进行预测问题时， 单独使用几何停止规则会导致过于保守的策略， 因此使用 comb 策略（在4个专家情况下为最优）来提高择优性能。
Abstract
For the problem of
prediction
with
expert advice
in the
adversarial setting
with geometric stopping, we compute the exact leading order ex
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