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A Natural Solution Follow the Leader (FTL) Select the expert that performs best so far,specifically, pL=arg min (p,Ln-)=argmin L-1, pE△N ie[N] where L-l∈Nis the cumulative loss vector withL-l,i≌∑ls,i T 61,1=0.49 → 21=1 83,1=0 Regr=∑p,L,)-a∑i t=1 N]1 T 2 =O(T) 61,2=0.51 2,2=0 3,2=1 FTL achieves linear regret in the worst case! Advanced Optimization(Fall 2023) Lecture 6.Prediction with Expert Advice 9 Advanced Optimization (Fall 2023) Lecture 6. Prediction with Expert Advice 9 A Natural Solution • Follow the Leader (FTL) Select the expert that performs best so far, specifically, FTL achieves linear regret in the worst case!
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