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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Bibliographic Details
Main Authors: Jeff Calder, Nadejda Drenska, Drisana Mosaphir
Format: Article
Language:English
Published: Cambridge University Press
Series:European Journal of Applied Mathematics
Subjects:
Online Access:https://www.cambridge.org/core/product/identifier/S0956792525000075/type/journal_article
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