The Weighted Majority Algorithm 4: The Continuous Master WMC Has Total Absolute Loss at Most ln(w_init/w_fin)/(1−β)Research Paper
In sequential prediction, several forecasters can issue different answers for the same instance. A master algorithm must combine their advice before the true label is known. Littlestone and Warmuth's Weighted Majority framework gives worst-case guarantees for this setting: the instances and labels need not come from a probability distribution. The paper…