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Discrete Prediction Games with Arbitrary Feedback and Loss (Extended Abstract)
[chapter]
2001
Lecture Notes in Computer Science
We investigate the problem of predicting a sequence when the information about the previous elements (feedback) is only partial and possibly dependent on the predicted values. This setting can be seen as a generalization of the classical multi-armed bandit problem and accommodates as a special case a natural bandwidth allocation problem. According to the approach adopted by many authors, we give up any statistical assumption on the sequence to be predicted. We evaluate the performance against
doi:10.1007/3-540-44581-1_14
fatcat:5jltob57fbegrlrp2zs3q7suaa