Prediction with Expert Advice

Version 1.0.0.0 (166 KB) by Fedor
Online competitive prediction with finite number of experts.
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Updated 4 Jul 2010

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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.

Cite As

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

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0