Randomized weighted majority algorithm information
The randomized weighted majority algorithm is an algorithm in machine learning theory for aggregating expert predictions to a series of decision problems.[1]
It is a simple and effective method based on weighted voting which improves on the mistake bound of the deterministic weighted majority algorithm. In fact, in the limit, its prediction rate can be arbitrarily close to that of the best-predicting expert.
^Littlestone, N.; Warmuth, M. (1994). "The Weighted Majority Algorithm". Information and Computation. 108 (2): 212–261. doi:10.1006/inco.1994.1009.
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Tomomi; Matsui, Yasuko (2000). "A Survey of Algorithms for Calculating Power Indices of WeightedMajority Games" (PDF). Journal of the Operations Research...