





























In this paper, we consider a deterministic online linear regression model where we allow the responses to be multivariate. To address this problem, we introduce MultiVAW, a method that extends the well-known Vovk-Azoury-Warmuth algorithm to the multivariate setting, and show that it also enjoys logarithmic regret in time. We apply our results to the online hierarchical forecasting problem and recover an algorithm from this literature as a special case, allowing us to relax the hypotheses usually made for its analysis.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。