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On prediction from expert advice with more than five experts
35j7035k6593e20analysis-of-pdescomputer-science-and-game-theorymachine-learningoptimization-and-control
We prove that no single rank ordered adversary strategy is globally optimal for the prediction with expert advice problem with six or more experts, in both the geometric stopping and finite time horizon settings. The proof is based on establishing a leading order correction when one expert moves far
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