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Generalized Mixability via Entropic Duality

Published on Aug 20, 20151689 Views

Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice. We show that a key property of mixability generalizes, and the $\

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Chapter list

Generalized Mixability via Entropic Duality00:00
Prediction with Expert Advice00:12
Mixability & the Aggregating Algorithm (Vovk 1998)00:56
Entropic Duality: Convex Duality on the Simplex01:47
Φ-Mixability & the Φ-Aggregating Algorithm - 101:48
Φ-Mixability & the Φ-Aggregating Algorithm - 202:23
Dual Updating03:29
Results & Open Questions03:47