Statistics Papers

Document Type

Conference Paper

Date of this Version

3-2000

Publication Source

Conference on Information Sciences and Systems, Princeton University

Abstract

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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Date Posted: 27 November 2017