LGJan 11, 2025
Online Algorithm for Aggregating Experts' Predictions with Unbounded Quadratic Loss
arXiv:2501.06505v11 citationsh-index: 17Russ Math Surv
Originality Synthesis-oriented
AI Analysis
This addresses a theoretical limitation in online learning for prediction aggregation, but it is incremental as it builds on existing exponential reweighing methods.
The paper tackles the problem of online aggregation of expert predictions with quadratic loss by proposing an algorithm that does not require prior knowledge of loss bounds, using exponential reweighing of expert losses.
We consider the problem of online aggregation of expert predictions with the quadratic loss function. We propose an algorithm for aggregating expert predictions which does not require a prior knowledge of the upper bound on the losses. The algorithm is based on the exponential reweighing of expert losses.