Greedy when Sure and Conservative when Uncertain about the Opponents

Haobo Fu, Ye Tian, Hongxiang Yu, Weiming Liu, Shuang Wu, Jiechao Xiong, Ying Wen, Kai Li, Junliang Xing, Qiang Fu, Wei Yang

Abstract: We develop a new approach, named Greedy when Sure and Conservative when Uncertain (GSCU), to competing online against unknown and nonstationary opponents. GSCU improves in four aspects: 1) introduc...