Exponential weight algorithm in continuous time
Exponential weight algorithm in continuous time
复制标题
连续时间指数权重算法
DOI：
10.1007/s10107-007-0111-y
复制
发表时间：
2008
影响因子：
2.7
通讯作者：
S. Sorin
中科院分区：
文献类型：
--
作者：
S. Sorin
指数重量算法已在离散时间在线问题的框架中引入总和$$ s_m = \ sum _ {\ ell = 1}^m x _ {\ ell} $$的指数功能。然后，我们推断出离散时间的结果最终，我们将这种方法与基于平均值SM/m的离散时间指数算法的另一个连续时间近似进行比较。
The exponential weight algorithm has been introduced in the framework of discrete time on-line problems. Given an observed process $$\{X_m\}_{m=1,2,\ldots}$$ the input at stage m + 1 is an exponential function of the sum $$S_m = \sum_{\ell = 1}^m X_{\ell}$$ . We define the analog algorithm for a continuous time process Xt and prove similar properties in terms of external or internal consistency. We then deduce results for discrete time from their counterpart in continuous time. Finally we compare this approach to another continuous time approximation of a discrete time exponential algorithm based on the average sum Sm/m.