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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...



This is the package for online (competitive)/batch prediction using generalized linear models under square loss. The algorithms are derived using the Aggregating Algorithm.

The algorithms have guarantees on the cumulative square loss...