Multiplicative Weights Algorithm

Multiplicative weight update method

The multiplicative weights update method is an algorithmic technique used for decision making and prediction. It assigns initial weights to experts and updates them based on their performance, allowing the decision maker to iteratively decide which expert to follow. It has been discovered in many fields such as machine learning, optimization, theoretical computer science, and game theory.

1 courses cover this concept

15-451/651 Algorithms

Carnegie Mellon University

Spring 2022

This course explores the design and analysis of algorithms, algorithmic modelling techniques, and their efficiency. It aims to provide tools for designing and analyzing personal algorithms, using various analytical tools and frameworks. Some advanced topics not commonly covered in textbooks are also taught.

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