Date of this Version
Conference on Information Sciences and Systems, Princeton University
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.
Stine, R. A., & Foster, D. P. (2000). The Competitive Complexity Ratio. Conference on Information Sciences and Systems, Princeton University, Retrieved from https://repository.upenn.edu/statistics_papers/120
Date Posted: 27 November 2017