CS 598 : Theoretical Machine Learning
نویسنده
چکیده
In the previous class, we had looked at the RMW algorithm. In this setting, the actions/decisions are referred to as experts. Assume that we have N experts. On any given day t, we choose an expert to use from among the N experts (like choosing a function h ∈ H). The adversary/world returns a loss vector lt = (lt 1, · · · lt N ). If the expert it is chosen on day t, then the performance after T days is 1 T ∑T t=1 l t it . Whereas, the performance of the best expert is minj∈[N ] 1 T ∑T t=1 l t j . We had proved the following theorem in the previous class:
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