The multiplicative weights update method is an algorithmic technique most commonly used for decision making and prediction, and also widely deployed in game theory and algorithm design. The simplest use case is the problem of prediction from expert advice, in which a decision maker needs to iteratively decide on an expert whose advice to follow. The method assigns initial weights to the experts (usually identical initial weights), and updates these weights multiplicatively and iteratively according to the feedback of how well an expert performed: reducing it in case of poor performance, and increasing it otherwise.[1] It was discovered repeatedly in very diverse fields such as machine learning (AdaBoost, Winnow, Hedge), optimization (solving linear programs), theoretical computer science (devising fast algorithm for LPs and SDPs), and game theory.
^Arora, Sanjeev; Hazan, Elad; Kale, Satyen (2012). "The Multiplicative Weights Update Method: A Meta-Algorithm and Applications". Theory of Computing. 8: 121–164. doi:10.4086/toc.2012.v008a006.
and 24 Related for: Multiplicative weight update method information
The multiplicativeweightsupdatemethod is an algorithmic technique most commonly used for decision making and prediction, and also widely deployed in...
descent Multiplicativeweightupdatemethod Hedge algorithm Bregman divergence Arkadi Nemirovsky and David Yudin. Problem Complexity and Method Efficiency...
BAY-zee-ən or /ˈbeɪʒən/ BAY-zhən) is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more...
estimation method used to train neural network models. The gradient estimate is used by the optimization algorithm to compute the network parameter updates. It...
A minimum spanning tree (MST) or minimum weight spanning tree is a subset of the edges of a connected, edge-weighted undirected graph that connects all...
months than we do in the winter months the seasonality is multiplicative in nature. Multiplicative seasonality can be represented as a constant factor, not...
Fitch–Margoliash method uses a weighted least squares method for clustering based on genetic distance. Closely related sequences are given more weight in the tree...
S2CID 52827488 Arora, S.; Hazan, E.; Kale, S. (2012), "The MultiplicativeWeightsUpdateMethod: a Meta-Algorithm and Applications", Theory of Computing...
labels. Winnow algorithm: related to the perceptron, but uses a multiplicativeweight-update scheme C3 linearization: an algorithm used primarily to obtain...
research, 12(7). Arora, S., Hazan, E., & Kale, S. (2012). The multiplicativeweightsupdatemethod: a meta-algorithm and applications. Theory of Computing,...
introducing randomization. Drawing inspiration from the MultiplicativeWeightsUpdateMethod algorithm, we will probabilistically make predictions based...
learning methods and backpropagation. In such methods, during each iteration of training each of the neural networks weights receives an update proportional...
the BMI value recommendations as of 2014[update] are as follows: 18.5 to 24.9 kg/m2 may indicate optimal weight, lower than 18.5 may indicate underweight...
heavily penalizing peaky weight vectors and preferring diffuse weight vectors. Due to multiplicative interactions between weights and inputs this has the...
decomposition is unique up to multiplication by a scalar. Discriminant analysis of principal components (DAPC) is a multivariate method used to identify and describe...
updates A and B using nonlinear feedback shift registers that interact with each other. The main loop of the permutation uses modular multiplication by...
inaccurate sample estimates, however this method will down-sample these at a later stage to give more weight to the smaller non-zero signal estimates....
2007, and thirteen digits long if assigned on or after 1 January 2007. The method of assigning an ISBN is nation-specific and varies between countries, often...
variance of the weighted mean. More broadly, the bootstrap method, also known as replication weights, is applied for a range of weighted statistics.[citation...
behave like compound interest, not like simple interest, and so are multiplicative). Some mathematicians such as Benoit Mandelbrot have argued that log-Levy...
the use of pairwise message passing, such that graph nodes iteratively update their representations by exchanging information with their neighbors. Since...
Global Information