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Horizon-Independent Optimal Prediction with Log-Loss in Exponential Families
SNML Exchangeability Exponential Family Online Learning Logarithmic Loss Bayesian Strategy Jeffreys Prior Fisher Information
2013/6/17
We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized m...