Multitask learning with expert advice
Abernethy, Jacob, Bartlett, Peter L., & Rakhlin, Alexander (2007) Multitask learning with expert advice. Learning Theory, 4539, pp. 484-498.
We consider the problem of prediction with expert advice in the setting where a forecaster is presented with several online prediction tasks. Instead of competing against the best expert separately on each task, we assume the tasks are related, and thus we expect that a few experts will perform well on the entire set of tasks. That is, our forecaster would like, on each task, to compete against the best expert chosen from a small set of experts. While we describe the “ideal” algorithm and its performance bound, we show that the computation required for this algorithm is as hard as computation of a matrix permanent. We present an efficient algorithm based on mixing priors, and prove a bound that is nearly as good for the sequential task presentation case. We also consider a harder case where the task may change arbitrarily from round to round, and we develop an efficient approximate randomized algorithm based on Markov chain Monte Carlo techniques.
Impact and interest:
Citation countsare sourced monthly fromand citation databases.
These databases contain citations from different subsets of available publications and different time periods and thus the citation count from each is usually different. Some works are not in either database and no count is displayed. Scopus includes citations from articles published in 1996 onwards, and Web of Science® generally from 1980 onwards.
Citations counts from theindexing service can be viewed at the linked Google Scholar™ search.
|Item Type:||Journal Article|
|Additional Information:||20th Annual Conference on Learning Theory, COLT 2007, San Diego, CA, USA; June 13-15, 2007. Proceedings|
|Keywords:||problem of prediction, algorithm|
|Subjects:||Australian and New Zealand Standard Research Classification > INFORMATION AND COMPUTING SCIENCES (080000) > ARTIFICIAL INTELLIGENCE AND IMAGE PROCESSING (080100)|
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
Past > Schools > Mathematical Sciences
|Copyright Owner:||Copyright 2007 Springer|
|Deposited On:||18 Aug 2011 11:57|
|Last Modified:||01 Mar 2012 00:34|
Repository Staff Only: item control page