BriefGPT.xyz
Feb, 2020
两个专家的最佳即时遗憾
Optimal anytime regret with two experts
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Nicholas J. A. Harvey, Christopher Liaw, Edwin Perkins, Sikander Randhawa
TL;DR
研究专家建议的预测问题，设计了迄今为止首个最小化后悔的最小极大算法，通过随机微积分的思想并考虑一个连续问题的模拟来解决。
Abstract
The multiplicative weights method is an algorithm for the problem of
prediction
with
expert advice
. It achieves the
minimax
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