Prediction with Expert Advice

Versión 1.0.0.0 (166 KB) por Fedor
Online competitive prediction with finite number of experts.
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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.

Citar como

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

Compatibilidad con la versión de MATLAB
Se creó con R2010a
Compatible con cualquier versión
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Versión Publicado Notas de la versión
1.0.0.0