Numerical analysis of prediction with expert advice

Loading...

View/Download File

Mosaphir_umn_0130E_23383.pdf (772.55 KB)

Persistent link to this item

https://hdl.handle.net/11299/241604

Statistics

View Statistics

Journal Title

Journal ISSN

Volume Title

Title

Numerical analysis of prediction with expert advice

Authors

Mosaphir, Drisana

Published Date

2022-05

Publisher

Type

Thesis or Dissertation

Abstract

This work investigates the online machine learning problem of prediction with expert advice through numerical analysis of a related PDE. The problem is a repeated two-person game involving decision-making at each step informed by n experts with geometric stopping condition; the continuum limit of the consequences of this game over a large number of steps leads to an elliptic PDE. This work presents a numerical scheme that allows us to solve this PDE for general number of experts n, and gives numerical results for n < 9.

Keywords

analysis

machine learning

numerical analysis

partial differential equations

PDE

prediction

Description

University of Minnesota Ph.D. dissertation. 2022. Major: Mathematics. Advisor: Jeff Calder. 1 computer file (PDF); 58 pages.

Related to

Replaces

License

Collections

Dissertations

Series/Report Number

Funding information

Isbn identifier

Doi identifier

Previously Published Citation

Suggested citation

Mosaphir, Drisana. (2022). Numerical analysis of prediction with expert advice. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/241604.

Content distributed via the University Digital Conservancy may be subject to additional license and use restrictions applied by the depositor. By using these files, users agree to the Terms of Use. Materials in the UDC may contain content that is disturbing and/or harmful. For more information, please see our statement on harmful content in digital repositories.