Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families

Peter L. Bartlett, Peter Grünwald, Peter Harremoës, Fares Hedayati, Wojciech Kotlowski. Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families. In Shai Shalev-Shwartz, Ingo Steinwart, editors, COLT 2013 - The 26th Annual Conference on Learning Theory, June 12-14, 2013, Princeton University, NJ, USA. Volume 30 of JMLR Proceedings, pages 639-661, JMLR.org, 2013. [doi]

Abstract

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