Online Learning of Non-stationary Sequences

We consider an online learning scenario in which the learner can make predictions on the basis of a fixed set of experts. We derive upper and lower relative loss bounds for a class of universal learning algorithms involving a switching dynamics over the choice of the experts. On the basis of the p...

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Bibliographic Details
Main Authors: Monteleoni, Claire, Jaakkola, Tommi
Language:en_US
Published: 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/30584