Prediction with Advice of Unknown Number of Experts

Alexey Chernov, Vladimir Vovk
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:125-133, 2010.

Abstract

In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that de- pend on the effective instead of nominal num- ber of experts. In contrast to the Normal- Hedge bound, which mainly depends on the effective number of experts but also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the de- fensive forecasting method and introduce an application of defensive forecasting to multi- valued supermartingales.

Cite this Paper

BibTeX
@InProceedings{pmlr-vR8-chernov10a, title = {Prediction with Advice of Unknown Number of Experts}, author = {Chernov, Alexey and Vovk, Vladimir}, booktitle = {Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence}, pages = {125--133}, year = {2010}, editor = {Grünwald, Peter and Spirtes, Peter}, volume = {R8}, series = {Proceedings of Machine Learning Research}, month = {08--11 Jul}, publisher = {PMLR}, pdf = {https://raw.githubusercontent.com/mlresearch/r8/main/assets/chernov10a/chernov10a.pdf}, url = {https://proceedings.mlr.press/r8/chernov10a.html}, abstract = {In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that de- pend on the effective instead of nominal num- ber of experts. In contrast to the Normal- Hedge bound, which mainly depends on the effective number of experts but also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the de- fensive forecasting method and introduce an application of defensive forecasting to multi- valued supermartingales.}, note = {Reissued by PMLR on 04 October 2026.} }
Endnote
%0 Conference Paper %T Prediction with Advice of Unknown Number of Experts %A Alexey Chernov %A Vladimir Vovk %B Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence %C Proceedings of Machine Learning Research %D 2010 %E Peter Grünwald %E Peter Spirtes %F pmlr-vR8-chernov10a %I PMLR %P 125--133 %U https://proceedings.mlr.press/r8/chernov10a.html %V R8 %X In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that de- pend on the effective instead of nominal num- ber of experts. In contrast to the Normal- Hedge bound, which mainly depends on the effective number of experts but also weakly depends on the nominal one, we obtain a bound that does not contain the nominal number of experts at all. We use the de- fensive forecasting method and introduce an application of defensive forecasting to multi- valued supermartingales. %Z Reissued by PMLR on 04 October 2026.
APA
Chernov, A. & Vovk, V.. (2010). Prediction with Advice of Unknown Number of Experts. Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, in Proceedings of Machine Learning Research R8:125-133 Available from https://proceedings.mlr.press/r8/chernov10a.html. Reissued by PMLR on 04 October 2026.

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