Modifying Squint for Prediction with Expert Advice in a Changing Environment

09/14/2022

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by   Thom Neuteboom, et al.

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We provide a new method for online learning, specifically prediction with expert advice, in a changing environment. In a non-changing environment the Squint algorithm has been designed to always function at least as well as other known algorithms and in specific cases it functions much better. However, when using a conventional black-box algorithm to make Squint suitable for a changing environment, it loses its beneficial properties. Hence, we provide a new algorithm, Squint-CE, which is suitable for a changing environment and preserves the properties of Squint.