Results 1  10
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40
A DecisionTheoretic Generalization of onLine Learning and an Application to Boosting
, 1996
"... ..."
How to Use Expert Advice
 JOURNAL OF THE ASSOCIATION FOR COMPUTING MACHINERY
, 1997
"... We analyze algorithms that predict a binary value by combining the predictions of several prediction strategies, called experts. Our analysis is for worstcase situations, i.e., we make no assumptions about the way the sequence of bits to be predicted is generated. We measure the performance of the ..."
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Cited by 314 (65 self)
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We analyze algorithms that predict a binary value by combining the predictions of several prediction strategies, called experts. Our analysis is for worstcase situations, i.e., we make no assumptions about the way the sequence of bits to be predicted is generated. We measure the performance of the algorithm by the difference between the expected number of mistakes it makes on the bit sequence and the expected number of mistakes made by the best expert on this sequence, where the expectation is taken with respect to the randomization in the predictions. We show that the minimum achievable difference is on the order of the square root of the number of mistakes of the best expert, and we give efficient algorithms that achieve this. Our upper and lower bounds have matching leading constants in most cases. We then show howthis leads to certain kinds of pattern recognition/learning algorithms with performance bounds that improve on the best results currently known in this context. We also compare our analysis to the case in which log loss is used instead of the expected number of mistakes.
Exponentiated Gradient Versus Gradient Descent for Linear Predictors
 Information and Computation
, 1995
"... this paper, we concentrate on linear predictors . To any vector u 2 R ..."
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Cited by 247 (12 self)
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this paper, we concentrate on linear predictors . To any vector u 2 R
Tracking the best expert
 In Proceedings of the 12th International Conference on Machine Learning
, 1995
"... Abstract. We generalize the recent relative loss bounds for online algorithms where the additional loss of the algorithm on the whole sequence of examples over the loss of the best expert is bounded. The generalization allows the sequence to be partitioned into segments, and the goal is to bound th ..."
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Cited by 194 (17 self)
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Abstract. We generalize the recent relative loss bounds for online algorithms where the additional loss of the algorithm on the whole sequence of examples over the loss of the best expert is bounded. The generalization allows the sequence to be partitioned into segments, and the goal is to bound the additional loss of the algorithm over the sum of the losses of the best experts for each segment. This is to model situations in which the examples change and different experts are best for certain segments of the sequence of examples. In the single segment case, the additional loss is proportional to log n, where n is the number of experts and the constant of proportionality depends on the loss function. Our algorithms do not produce the best partition; however the loss bound shows that our predictions are close to those of the best partition. When the number of segments is k +1and the sequence is of length ℓ, we can bound the additional loss of our algorithm over the best partition by O(k log n + k log(ℓ/k)). For the case when the loss per trial is bounded by one, we obtain an algorithm whose additional loss over the loss of the best partition is independent of the length of the sequence. The additional loss becomes O(k log n + k log(L/k)), where L is the loss of the best partition with k +1segments. Our algorithms for tracking the predictions of the best expert are simple adaptations of Vovk’s original algorithm for the single best expert case. As in the original algorithms, we keep one weight per expert, and spend O(1) time per weight in each trial.
A Dynamic Disk SpinDown Technique for Mobile Computing
, 1996
"... We address the problem of deciding when to spin down the disk of a mobile computer in order to extend battery life. Since one of the most critical resources in mobile computing environments is battery life, good energy conservation methods can dramatically increase the utility of mobile systems. We ..."
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Cited by 155 (7 self)
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We address the problem of deciding when to spin down the disk of a mobile computer in order to extend battery life. Since one of the most critical resources in mobile computing environments is battery life, good energy conservation methods can dramatically increase the utility of mobile systems. We use a simple and efficient algorithm based on machine learning techniques that has excellent performance in practice. Our experimental results are based on traces collected from HP C2474s disks. Using this data, the algorithm outperforms several algorithms that are theoretically optimal in under various worstcase assumptions, as well as the best fixed timeout strategy. In particular, the algorithm reduces the power consumption of the disk to about half (depending on the disk's properties) of the energy consumed by a one minute fixed timeout. Since the algorithm adapts to usage patterns, it uses as little as 88% of the energy consumed by the best fixed timeout computed in retrospect. 1 In...
Regret in the Online Decision Problem
, 1999
"... At each point in time a decision maker must choose a decision. The payoff in a period from the decision chosen depends on the decision as well as the state of the world that obtains at that time. The difficulty is that the decision must be made in advance of any knowledge, even probabilistic, about ..."
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Cited by 112 (2 self)
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At each point in time a decision maker must choose a decision. The payoff in a period from the decision chosen depends on the decision as well as the state of the world that obtains at that time. The difficulty is that the decision must be made in advance of any knowledge, even probabilistic, about which state of the world will obtain. A range of problems from a variety of disciplines can be framed in this way. In this
A Game of Prediction with Expert Advice
 Journal of Computer and System Sciences
, 1997
"... We consider the following problem. At each point of discrete time the learner must make a prediction; he is given the predictions made by a pool of experts. Each prediction and the outcome, which is disclosed after the learner has made his prediction, determine the incurred loss. It is known that, u ..."
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Cited by 103 (7 self)
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We consider the following problem. At each point of discrete time the learner must make a prediction; he is given the predictions made by a pool of experts. Each prediction and the outcome, which is disclosed after the learner has made his prediction, determine the incurred loss. It is known that, under weak regularity, the learner can ensure that his cumulative loss never exceeds cL+ a ln n, where c and a are some constants, n is the size of the pool, and L is the cumulative loss incurred by the best expert in the pool. We find the set of those pairs (c; a) for which this is true.
Using and combining predictors that specialize
 In 29th STOC
, 1997
"... Abstract. We study online learning algorithms that predict by combining the predictions of several subordinate prediction algorithms, sometimes called “experts. ” These simple algorithms belong to the multiplicative weights family of algorithms. The performance of these algorithms degrades only loga ..."
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Cited by 92 (13 self)
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Abstract. We study online learning algorithms that predict by combining the predictions of several subordinate prediction algorithms, sometimes called “experts. ” These simple algorithms belong to the multiplicative weights family of algorithms. The performance of these algorithms degrades only logarithmically with the number of experts, making them particularly useful in applications where the number of experts is very large. However, in applications such as text categorization, it is often natural for some of the experts to abstain from making predictions on some of the instances. We show how to transform algorithms that assume that all experts are always awake to algorithms that do not require this assumption. We also show how to derive corresponding loss bounds. Our method is very general, and can be applied to a large family of online learning algorithms. We also give applications to various prediction models including decision graphs and “switching ” experts. 1
Tracking the Best Disjunction
 Machine Learning
, 1995
"... . Littlestone developed a simple deterministic online learning algorithm for learning kliteral disjunctions. This algorithm (called Winnow) keeps one weight for each of the n variables and does multiplicative updates to its weights. We develop a randomized version of Winnow and prove bounds for a ..."
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Cited by 72 (11 self)
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. Littlestone developed a simple deterministic online learning algorithm for learning kliteral disjunctions. This algorithm (called Winnow) keeps one weight for each of the n variables and does multiplicative updates to its weights. We develop a randomized version of Winnow and prove bounds for an adaptation of the algorithm for the case when the disjunction may change over time. In this case a possible target disjunction schedule T is a sequence of disjunctions (one per trial) and the shift size is the total number of literals that are added/removed from the disjunctions as one progresses through the sequence. We develop an algorithm that predicts nearly as well as the best disjunction schedule for an arbitrary sequence of examples. This algorithm that allows us to track the predictions of the best disjunction is hardly more complex than the original version. However the amortized analysis needed for obtaining worstcase mistake bounds requires new techniques. In some cases our low...
Competitive online statistics
 International Statistical Review
, 1999
"... A radically new approach to statistical modelling, which combines mathematical techniques of Bayesian statistics with the philosophy of the theory of competitive online algorithms, has arisen over the last decade in computer science (to a large degree, under the influence of Dawid’s prequential sta ..."
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Cited by 63 (10 self)
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A radically new approach to statistical modelling, which combines mathematical techniques of Bayesian statistics with the philosophy of the theory of competitive online algorithms, has arisen over the last decade in computer science (to a large degree, under the influence of Dawid’s prequential statistics). In this approach, which we call “competitive online statistics”, it is not assumed that data are generated by some stochastic mechanism; the bounds derived for the performance of competitive online statistical procedures are guaranteed to hold (and not just hold with high probability or on the average). This paper reviews some results in this area; the new material in it includes the proofs for the performance of the Aggregating Algorithm in the problem of linear regression with square loss. Keywords: Bayes’s rule, competitive online algorithms, linear regression, prequential statistics, worstcase analysis.