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- 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. 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. (en)
- La méthode des poids multiplicatifs ou multiplicative weight update method en anglais, est une méthode algorithmique. C'est un méta-algorithme probabiliste qui apparaît dans de nombreux domaines sous diverses formes et divers noms, par exemple l'algorithme (en) en théorie des jeux et l'algorithme Adaboost en apprentissage automatique. Elle est utilisée dans de nombreux domaines de l'informatique théorique, comme la géométrie algorithmique, les algorithmes en ligne, la dérandomisation et l'optimisation linéaire. (fr)
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- 24619 (xsd:nonNegativeInteger)
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- Some variables remain undefined and unexplained such as q_0,q_1 and beta (en)
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- La méthode des poids multiplicatifs ou multiplicative weight update method en anglais, est une méthode algorithmique. C'est un méta-algorithme probabiliste qui apparaît dans de nombreux domaines sous diverses formes et divers noms, par exemple l'algorithme (en) en théorie des jeux et l'algorithme Adaboost en apprentissage automatique. Elle est utilisée dans de nombreux domaines de l'informatique théorique, comme la géométrie algorithmique, les algorithmes en ligne, la dérandomisation et l'optimisation linéaire. (fr)
- 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. It was discovered repeatedly in very diverse fields such as machine learning (AdaBoost, Winnow, Hedge), optimization (solving linear programs), theoretical computer science (dev (en)
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- Méthode des poids multiplicatifs (fr)
- Multiplicative weight update method (en)
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