The Multiplicative Weights Algorithm
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چکیده
Professors Greenwald and Oyakawa 2017-04-19 In these notes, we improve on the basic expert advice algorithms previously introduced. The basis for this technique is that we give each expert a weight, which influences how much sway she has in the algorithm’s decision. An expert who is wrong will frequently have her weight reduced and will therefore have less of an impact on the algorithm’s decisions. We give three progressively more general versions of this algorithm, then we give an application to strategizing in zero-sum games.
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