The Competitive Complexity Ratio
Robert A. Stine, Dean P. Foster · ScholarlyCommons (University of Pennsylvania) · 2000
The competitive complexity ratio is the worst case ratio of the regret of a data-driven model to that obtained by a model which benefits from side information. The side information bounds the sizes of unknown parameters. The ratio requires the use of a variation on parametric complexity, which we call the unconditional parametric complexity. We show that the optimal competitive complexity ratio is bounded and contrast this result with comparable results in statistics.