Prediction with Expert Advice for the Brier Game

author: Fedor Zhdanov, Computer Learning Research Centre, Royal Holloway, University of London
published: Aug. 4, 2008, recorded: July 2008, views: 2973

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Description

We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical performance guarantee turns out to be rather tight on these data sets, especially in the case of the more extensive tennis data.

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