Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case performance, leading to suboptimal performance on easy instances, for example when there exists an action that is significantly better than all others.  propose a new way of setting the learning rate, which adapts to the difficulty of the learning problem: in the worst case our procedure still guarantees optimal performance, but on easy instances it achieves much smaller regret. In particular, our adaptive method achieves constant regret in a probabilistic setting, when there exists an action that on average obtains strictly smaller loss than all other actions.  also provide a simulation study comparing our approach to existing methods.
['Tim V. Erven', 'Wouter M. Koolen', 'Steven de Rooij', 'Peter Grünwald']
I am writing a research paper on a idea Adaptive Hedge
[{"from": "human", "value": "I am writing a research paper on a idea Adaptive Hedge"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Most methods for decision-theoretic online learning are based on the Hedge algorithm, which takes a parameter called the learning rate. In most previous analyses the learning rate was carefully tuned to obtain optimal worst-case performance, leading to suboptimal performance on easy instances, for example when there exists an action that is significantly better than all others.  propose a new way of setting the learning rate, which adapts to the difficulty of the learning problem: in the worst case our procedure still guarantees optimal performance, but on easy instances it achieves much smaller regret. In particular, our adaptive method achieves constant regret in a probabilistic setting, when there exists an action that on average obtains strictly smaller loss than all other actions.  also provide a simulation study comparing our approach to existing methods."}]