Title :
On the use of randomized experts in sequential strategies for loss functions with memory
Author :
Merhav, Neri ; Ordentlich, Erik ; Seroussi, Gadiel ; Weinberger, Marcelo J.
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
Abstract :
The sequential decision problem for loss functions with memory is extended to cover the infinite class of randomized finite-state reference strategies. After showing the necessity of this extension, an on-line strategy is devised for which the normalized “regret” over an arbitrary sequence of observations of length n is O([(ln n)/n]1/3)
Keywords :
decision theory; finite state machines; information theory; random functions; sequences; arbitrary observation sequence; loss functions with memory; normalized regret; on-line strategy; randomized experts; randomized finite-state reference strategies; sequential decision problem; Artificial intelligence; Laboratories;
Conference_Titel :
Information Theory, 2001. Proceedings. 2001 IEEE International Symposium on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-7123-2
DOI :
10.1109/ISIT.2001.936199
