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Prediction with Expert Advice: Anytime Regret with Many Experts Matches the Fixed-Time Constant

arXiv:2609.27206v1 Announce Type: new Abstract: Prediction with expert advice is a fundamental problem in online learning. When the time horizon $T$ is known in advance, the minimax cumulative regret over $n$ experts is asymptotically $\sqrt{\frac{T \ln n}{2}}$. This is achieved by the Multiplicati…

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  1. 2026-09-24 04:00 · arXiv stat.ML
    Prediction with Expert Advice: Anytime Regret with Many Experts Matches the Fixed-Time Constant

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