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Found 6 papers, 0 papers with code
A New Approach to Drifting Games, Based on Asymptotically Optimal Potentials
We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings.
A PDE-Based Analysis of the Symmetric Two-Armed Bernoulli Bandit
This work addresses a version of the two-armed Bernoulli bandit problem where the sum of the means of the arms is one (the symmetric two-armed Bernoulli bandit).
A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History-Dependent Experts
Compared to other recent applications of partial differential equations to prediction, ours has a new element: there are two timescales, since the recent history changes at every step whereas regret accumulates more slowly.
New Potential-Based Bounds for the Geometric-Stopping Version of Prediction with Expert Advice
To obtain explicit bounds, we construct potentials for the geometric version from potentials used for the fixed horizon version of the problem.
New Potential-Based Bounds for Prediction with Expert Advice
This work addresses the classic machine learning problem of online prediction with expert advice.
Prediction with Expert Advice: a PDE Perspective
Focusing on an appropriate continuum limit and using methods from optimal control, we characterize the value of the game as the viscosity solution of a certain nonlinear partial differential equation.
