Alexander Korotin
Alexander Korotin
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Mixability of integral losses: A key to efficient online aggregation of functional and probabilistic forecasts
We study the impact of emotions on an eSports team performance. By analysing the real data collect at an eSports tournament, we find that there is a strong correlation among the performance of the team, communication between the players, and emotional sentiment of communication.
Simon Abramov
,
Alexander Korotin
,
Andrey Somov
,
Evgeny Burnaev
,
Anton Stepanov
,
Dmitry Nikolaev
,
Maria A Titova
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IEEE
Adaptive Hedging under Delayed Feedback
We develop the General Hedging algorithm for online expert weight allocation under delayed feedback. The algorithm is based on the exponential reweighing of experts’ losses. It extends classical Hedge and Fixed Share algorithms.
Alexander Korotin
,
Vladimir Vyugin
,
Evgeny Burnaev
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ScienceDirect
Mixability of integral losses: A key to efficient online aggregation of functional and probabilistic forecasts
We extend the setting of the online prediction with expert advice to function-valued forecasts. As an application of our main result, we prove that various loss functions used for probabilistic forecasting are mixable (exp-concave).
Alexander Korotin
,
Vladimir Vyugin
,
Evgeny Burnaev
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ScienceDirect
Online algorithm for aggregating experts predictions with unbounded quadratic loss
We propose an algorithm for aggregating experts’ predictions which does not require a prior knowledge of the upper bound on the losses. The algorithm is based on the exponential reweighing of experts’ losses.
Alexander Korotin
,
Vladimir Vyugin
,
Evgeny Burnaev
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