Bianchi, Nicolo Cesa; Lugosi, Gábor - Department of Economics and Business, Universitat … - 1998
few mistakes as the best ``expert'' in a fixed, possibly infinite, set of experts. We point out a surprising connection … between this prediction problem and empirical process theory. First, in the special case of static (memoryless) experts, we … general upper and lower bounds on the minimax relative loss in terms of the geometry of the class of experts. As main examples …