Generalization of the Online Prediction Problem Based on Expert Advice

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Tavangarian, Fatemeh | 2020

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 53040 (02)
University: Sharif University of Technology
Department: Mathematical Sciences
Advisor(s): Foroughmand Araabi, Mohammad Hadi; Alishahi, Kasra; Hosseinzadeh Sereshki, Hamideh
Abstract:
One of the most important problems in online learning is a prediction with expert advice. In each step we make our prediction not only based on previous observation but also use expert information. In this thesis, we study the different well-known algorithms of expert advice and generalize problems when data arrival is in the two-dimensional grid. regret is a well-studied concept to evaluate online learning algorithm. online algorithm when data arrive consecutively in T time step has regret O (√(T)) . regret in two-dimensional grid with T row and P column is O(T√(P)).
2010 MSC: 68Q32 ; 68T05 ; 90C27
Keywords:
Online Learning ; Online Convex Optimization ; Expert Advice Problem ; Regret Minimization ; Forecasting