Experimental Evidence for Asymptotic Non-Optimality of Comb Adversary Strategy (1912.01548v1)

Abstract: For the problem of prediction with expert advice in the adversarial setting with finite stopping time, we give strong computer evidence that the comb strategy for $k=5$ experts is not asymptotically optimal, thereby giving strong evidence against a conjecture of Gravin, Peres, and Sivan.