cs.IT · 2026-08-30 · No. 100
Information Theory, 2026-08-30.
1 new papers in cs.IT. Titles, authors,
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01 — The papers
1 entries-
01
Sharp Minimax Regret for Infinite-Memory Logistic Prediction
Vaneet Aggarwal
cs.IT · cs.LG
We study online prediction for a specific finite-alphabet, exogenously driven source with infinite input memory. Independent Rademacher inputs $(U_t)$ are observed sequentially, and the next binary mark has logit $\sum_{j=1}^{t}θ_jU_{t+1-j}$, where $\abs{θ_j}\leq r_j$ and $\sum_jr_j\leq B$. Regret is expected cumulative excess log loss. Lag $j$ can affect prediction by scale $r_j$ and enters only $n_{T,j}=T-j+1$ prediction rounds, leading to...
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