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PDF-2OnlineLearning:HalvingAlgorithmandExponentialWeights2ExponentialWeigh

PDF-2OnlineLearning:HalvingAlgorithmandExponentialWeights2ExponentialWeigh

z LTmini2NTXt1lfityt z LiTExponentialWeightsorWeightedMajorityAlgorithmMaintainanunnormalizeddistributionoverNgivenbytheweightswiteLit1andpredictptPNi1witfit PNi1wit

{z }LTmini2[N]TXt=1l(fi;t;yt)| {z }Li;T:ExponentialWeights(orWeightedMajority)Algorithm:Maintainan(unnormalized)distributionover[N]givenbytheweightswi;t=eLi;t1andpredictpt=PNi=1wi;tfi;t PNi=1wi;t:

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2OnlineLearning:HalvingAlgorithmandExponentialWeights2ExponentialWeigh: Transcript

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