10,278 research outputs found
Prediction with expert advice for the Brier game
We show that the Brier game of prediction is mixable and find the optimal
learning rate and substitution function for it. The resulting prediction
algorithm is applied to predict results of football and tennis matches. The
theoretical performance guarantee turns out to be rather tight on these data
sets, especially in the case of the more extensive tennis data.Comment: 34 pages, 22 figures, 2 tables. The conference version (8 pages) is
published in the ICML 2008 Proceeding
Cascading Randomized Weighted Majority: A New Online Ensemble Learning Algorithm
With the increasing volume of data in the world, the best approach for
learning from this data is to exploit an online learning algorithm. Online
ensemble methods are online algorithms which take advantage of an ensemble of
classifiers to predict labels of data. Prediction with expert advice is a
well-studied problem in the online ensemble learning literature. The Weighted
Majority algorithm and the randomized weighted majority (RWM) are the most
well-known solutions to this problem, aiming to converge to the best expert.
Since among some expert, the best one does not necessarily have the minimum
error in all regions of data space, defining specific regions and converging to
the best expert in each of these regions will lead to a better result. In this
paper, we aim to resolve this defect of RWM algorithms by proposing a novel
online ensemble algorithm to the problem of prediction with expert advice. We
propose a cascading version of RWM to achieve not only better experimental
results but also a better error bound for sufficiently large datasets.Comment: 15 pages, 3 figure
Active Learning with Expert Advice
Conventional learning with expert advice methods assumes a learner is always
receiving the outcome (e.g., class labels) of every incoming training instance
at the end of each trial. In real applications, acquiring the outcome from
oracle can be costly or time consuming. In this paper, we address a new problem
of active learning with expert advice, where the outcome of an instance is
disclosed only when it is requested by the online learner. Our goal is to learn
an accurate prediction model by asking the oracle the number of questions as
small as possible. To address this challenge, we propose a framework of active
forecasters for online active learning with expert advice, which attempts to
extend two regular forecasters, i.e., Exponentially Weighted Average Forecaster
and Greedy Forecaster, to tackle the task of active learning with expert
advice. We prove that the proposed algorithms satisfy the Hannan consistency
under some proper assumptions, and validate the efficacy of our technique by an
extensive set of experiments.Comment: Appears in Proceedings of the Twenty-Ninth Conference on Uncertainty
in Artificial Intelligence (UAI2013
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