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Advice-Efficient Prediction with Expert Advice

2013-04-12 · Yevgeny Seldin, Peter Bartlett, Koby Crammer

Advice-efficient prediction with expert advice (in analogy to label-efficient prediction) is a variant of prediction with expert advice game, where on each round of the game we are allowed to ask for advice of a limited number $M$ out of $N$ experts. This setting is especially interesting when asking for advice of every expert on every round is expensive. We present an algorithm for advice-efficient prediction with expert advice that achieves $O(\sqrt{\frac{N}{M}T\ln N})$ regret on $T$ rounds of the game.

📄 PDF Abstract BibTeX arXiv:1304.3708

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