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prediction-with-expert-advice

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papersTODAY 04:00 UTC

Explicit Solution Derived for Five-Expert Prediction PDE and COMB Optimality Set

A new preprint presents a closed-form solution to the stationary prediction-with-expert-advice partial differential equation in the case of five experts. The solution is split into three regions, with the first two given by the four-expert result plus a single integral term. The paper also characterizes the exact set on which the COMB aggregation strategy is optimal.

research/online-learning/expert-advice/theory