The Competitive Complexity Ratio

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Statistics Papers
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Statistics and Probability
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Stine, Robert A
Foster, Dean P
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The competitive complexity ratio is the worst case ratio of the regret of a data-driven model to that obtained by a model which benefits from side information. The side information bounds the sizes of unknown parameters. The ratio requires the use of a variation on parametric complexity, which we call the unconditional parametric complexity. We show that the optimal competitive complexity ratio is bounded and contrast this result with comparable results in statistics.

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2000-03-01
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Statistics Papers
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2023-05-17T15:27:22.000
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