A Decision Theoretic Generalization of On-Line Learning and an Application to Boosting

作者: R. Schapire , Y. Freund

DOI:

关键词: Repeated gameTheoretical computer scienceBounded functionMultiplicative functionRange (mathematics)Finite setComputer scienceSet (abstract data type)GeneralizationBoosting (machine learning)

摘要: In the first part of the paper we consider the problem of dynamically apportioning resources among a set of options in a worst-case on-line framework. The model we study can be interpreted as a broad, abstract extension of the well-studied on-line prediction model to a general decision-theoretic setting. We show that the multiplicative weight-update Littlestone–Warmuth rule can be adapted to this model, yielding bounds that are slightly weaker in some cases, but applicable to a considerably more general class of learning problems. We show …

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