Malicious Experts Versus the Multiplicative Weights Algorithm in Online Prediction
نویسندگان
چکیده
We consider a prediction problem with two experts and forecaster. assume that one of the is honest makes correct probability μ at each round. The other malicious, who knows true outcomes round predictions in order to maximize loss Assuming forecaster adopts classical multiplicative weights algorithm, we find an upper bound (5) for value function malicious expert, also lower (19). Our results imply algorithm cannot resist corruption experts. show adaptive asymptotically optimal forecaster, hence more resistant
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2021
ISSN: ['0018-9448', '1557-9654']
DOI: https://doi.org/10.1109/tit.2020.3025866