Prediction with Expert Advice

Version 1.0.0.0 (166 ko) par Fedor
Online competitive prediction with finite number of experts.
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Mise à jour 4 juil. 2010

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This is the package for online competitive prediction with finite number of experts, namely Prediction with Expert Advice.

The goal of online competitive prediction is to combine predicting models (weigh) chosen by the user so that at every step the loss (say, square loss) of the algorithm is not much larger than the loss of the best model. The best model, of course, can change with time.

File examplepredict.m contains an example of use, predicting results of tennis matches using bookmakers' predictions.

Citation pour cette source

Fedor (2024). Prediction with Expert Advice (https://www.mathworks.com/matlabcentral/fileexchange/28131-prediction-with-expert-advice), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2010a
Compatible avec toutes les versions
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Version Publié le Notes de version
1.0.0.0