Numerical solution of a PDE arising from prediction with expert advice
This work investigates the online machine learning problem of prediction with expert advice in an adversarial setting through numerical analysis of, and experiments with, a related partial differential equation. The problem is a repeated two-person game involving decision-making at each step informe...
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| Main Authors: | Jeff Calder, Nadejda Drenska, Drisana Mosaphir |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Cambridge University Press
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| Series: | European Journal of Applied Mathematics |
| Subjects: | |
| Online Access: | https://www.cambridge.org/core/product/identifier/S0956792525000075/type/journal_article |
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