Tracking a Small Set of Experts by Mixing Past Posteriors

نویسندگان

  • Olivier Bousquet
  • Manfred K. Warmuth
چکیده

In this paper, we examine on-line learning problems in which the target concept is allowed to change over time. In each trial a master algorithm receives predictions from a large set of n experts. Its goal is to predict almost as well as the best sequence of such experts chosen off-line by partitioning the training sequence into k+1 sections and then choosing the best expert for each section. We build on methods developed by Herbster and Warmuth and consider an open problem posed by Freund where the experts in the best partition are from a small pool of size m. Since k >> m the best expert shifts back and forth between the experts of the small pool. We propose algorithms that solve this open problem by mixing the past posteriors maintained by the master algorithm. We relate the number of bits needed for encoding the best partition to the loss bounds of the algorithms. Instead of paying log n for choosing the best expert in each section we first pay log ( n m ) bits in the bounds for identifying the pool of m experts and then logm bits per new section. In the bounds we also pay twice for encoding the boundaries of the sections.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Freezing and Sleeping: Tracking Experts that Learn by Evolving Past Posteriors

A problem posed by Freund is how to efficiently track a small pool of experts out of a much larger set. This problem was solved when Bousquet and Warmuth introduced their mixing past posteriors (MPP) algorithm in 2001. In Freund’s problem the experts would normally be considered black boxes. However, in this paper we re-examine Freund’s problem in case the experts have internal structure that e...

متن کامل

Online Aggregation of Unbounded Signed Losses Using Shifting Experts

For the decision theoretic online (DTOL) setting, we consider methods to construct algorithms that suffer loss not much more than of any sequence of experts distributed along a time interval (shifting experts setting). We present a modified version of the method of Mixing Past Posteriors which uses as basic algorithm AdaHedge with adaptive learning rate. Due to this, we combine the advantages o...

متن کامل

Long-Term Sequential Prediction Using Expert Advice

For the prediction with expert advice setting, we consider methods to construct forecasting algorithms that suffer loss not much more than any of experts in the pool. In contrast to the standard approach, we investigate the case of long-term interval forecasting of time series, that is, each expert issues a sequence of forecasts for a time interval ahead and the master algorithm combines these ...

متن کامل

Quaternary tracking of the Basin changes (Case Study: Ghezel Ozan)

The Ghezel Ozan basin in an area of 50000 KM2 is in the northwest of Iran. Recognition of variables like captivity and deviation of rivers, erosion and compact surfaces, the affects of old lakes by the reflected affects on 1:50000 scaled topographic maps of the region, are some of the points which is tried to find out the changes of Quaternary of the basin. Although Ghezel Ozan basin is ended t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Journal of Machine Learning Research

دوره 3  شماره 

صفحات  -

تاریخ انتشار 2001