0


用Brier游戏的专家建议进行预测

Prediction with Expert Advice for the Brier Game
课程网址: http://videolectures.net/icml08_zhdanov_pea/  
主讲教师: Fedor Zhdanov
开课单位: 伦敦大学学院
开课时间: 2008-08-04
课程语种: 英语
中文简介:
我们证明了Brier预测游戏是可混合的,并为其找到最佳学习率和替代函数。所得到的预测算法用于预测足球和网球比赛的结果。理论上的表现保证在这些数据集上相当紧张,特别是在更广泛的网球数据的情况下。
课程简介: 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.
关 键 词: 预测游戏; 最佳学习率; 替代函数
课程来源: 视频讲座网
最后编审: 2020-10-22:chenxin
阅读次数: 84