Advice-Efficient Prediction with Expert Advice

04/12/2013

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by   Yevgeny Seldin, et al.

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Advice-efficient prediction with expert advice (in analogy to label-efficient prediction) is a variant of prediction with expert advice game, where on each round of the game we are allowed to ask for advice of a limited number M out of N experts. This setting is especially interesting when asking for advice of every expert on every round is expensive. We present an algorithm for advice-efficient prediction with expert advice that achieves O(√(N/MT N)) regret on T rounds of the game.