Artificial Prediction Markets - An online learning method inspired from economics that learns a model that minimizes the KL divergence to the distribution on the training examples, for classification and regression.
Publications:
- A. Barbu, N. Lay. An Introduction to Artificial Prediction Markets for Classification. Journal of Machine Learning Research, 13, 2177–2204, 2012. (pdf)
- N. Lay, A. Barbu. The Artificial Regression Market. (arxiv)
- N. Lay, A. Barbu. Supervised Aggregation of Classifiers using Artificial Prediction Markets. ICML 2010 (pdf)
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