A decision-theoretic generalization of on-line learning and an application to boosting. In the first part of the paper we consider the problem of dynamically apportioning resources among a set of options in a worst-case on-line framework. The model we study can be interpreted as a broad, abstract extension of the well-studied on-line prediction model to a general decision-theoretic setting. We show that the multiplicative weight-update Littlestone-Warmuth rule can be adapted to this model, yielding bounds that are slightly weaker in some cases, but applicable to a considerably more general class of learning problems. We show how the resulting learning algorithm can be applied to a variety of problems, including gambling, multiple-outcome prediction, repeated games, and prediction of points in $bfR^n$. In the second part of the paper we apply the multiplicative weight-update technique to derive a new boosting algorithm. This boosting algorithm does not require any prior knowledge about the performance of the weak learning algorithm. We also study generalizations of the new boosting algorithm to the problem of learning functions whose range, rather than being binary, is an arbitrary finite set or a bounded segment of the real line.

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  1. Calder, Jeff; Drenska, Nadejda: Asymptotically optimal strategies for online prediction with history-dependent experts (2021)
  2. Carrizosa, Emilio; Molero-Río, Cristina; Romero Morales, Dolores: Mathematical optimization in classification and regression trees (2021)
  3. Yang, Yi; Guo, Yuxuan; Chang, Xiangyu: Angle-based cost-sensitive multicategory classification (2021)
  4. Aria, Massimo; D’Ambrosio, Antonio; Iorio, Carmela; Siciliano, Roberta; Cozza, Valentina: Dynamic recursive tree-based partitioning for malignant melanoma identification in skin lesion dermoscopic images (2020)
  5. Arku, Dennis; Doku-Amponsah, Kwabena; Howard, Nathaniel K.: A Markov-modulated tree-based gradient boosting model for auto-insurance risk premium pricing (2020)
  6. Bauvin, Baptiste; Capponi, Cécile; Roy, Jean-Francis; Laviolette, François: Fast greedy (\mathcalC)-bound minimization with guarantees (2020)
  7. Boughaci, Dalila; Alkhawaldeh, Abdullah A. K.: Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance: a comparative study (2020)
  8. Cappozzo, Andrea; Greselin, Francesca; Murphy, Thomas Brendan: A robust approach to model-based classification based on trimming and constraints. Semi-supervised learning in presence of outliers and label noise (2020)
  9. Chaabane, Ikram; Guermazi, Radhouane; Hammami, Mohamed: Enhancing techniques for learning decision trees from imbalanced data (2020)
  10. Connamacher, Harold; Pancha, Nikil; Liu, Rui; Ray, Soumya: \textscRankboost(+): an improvement to \textscRankboost (2020)
  11. Fan, Jun; Xiang, Dao-Hong: Quantitative convergence analysis of kernel based large-margin unified machines (2020)
  12. Frid, Alex; Manevitz, Larry M.: Analyzing cognitive processes from complex neuro-physiologically based data: some lessons (2020)
  13. Frid, Alex; Manevitz, Larry M.; Nawa, Norberto Eiji: Classifying the valence of autobiographical memories from fMRI data (2020)
  14. Fujita, Takahiro; Hatano, Kohei; Takimoto, Eiji: Boosting over non-deterministic ZDDs (2020)
  15. Gweon, Hyukjun; Li, Shu; Mamon, Rogemar: An effective bias-corrected bagging method for the valuation of large variable annuity portfolios (2020)
  16. Huang, Hanwen; Yang, Qinglong: Large scale analysis of generalization error in learning using margin based classification methods (2020)
  17. Hung, Ying-Chao; Michailidis, George; PakHai Lok, Horace: Locating infinite discontinuities in computer experiments (2020)
  18. Lai, Yuanhao; McLeod, Ian: Ensemble quantile classifier (2020)
  19. Lavrač, Nada; Škrlj, Blaž; Robnik-Šikonja, Marko: Propositionalization and embeddings: two sides of the same coin (2020)
  20. Lázaro, Marcelino; Herrera, Francisco; Figueiras-Vidal, Aníbal R.: Ensembles of cost-diverse Bayesian neural learners for imbalanced binary classification (2020)

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