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Competitive Regret : ウィキペディア英語版
Competitive Regret

In decision theory, the competitive regret is the relative regret compared to an oracle with limited or unlimited power in the process of distribution estimation.
==Competitive Regret to the Oracle with Full Power==

Consider estimating a discrete probability distribution p on a discrete set \mathcal based on data X, the regret of an estimator q is defined as
: \max_ is the set of all possible probability distribution, and
: r_n(q,p) = \mathbb (D(p || q(X))).
where D(p || q) is the Kullback–Leibler divergence between p and q.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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