Adjust aspect ratio to 16:9, improve equation numbering, begin consolidating crps slides
This commit is contained in:
69
index.qmd
69
index.qmd
@@ -12,6 +12,8 @@ format:
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revealjs:
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embed-resources: false
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footer: ""
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width: 1280
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height: 720
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logo: assets/logos_combined.png
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theme: [default, sydney.scss, custom.scss]
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smaller: true
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@@ -19,6 +21,17 @@ format:
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slide-number: true
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self-contained-math: true
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crossrefs-hover: true
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pagetitle: "De-Fence"
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html-math-method: mathjax
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include-in-header:
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- text: |
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<script>
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window.MathJax = {
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tex: {
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tags: 'ams'
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}
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};
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</script>
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execute:
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daemon: false
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highlight-style: github
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@@ -342,31 +355,57 @@ Strictly proper for *median* predictions
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::::
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## Popular Aggregation Algorithms
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## Popular Algorithms and the Risk
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<br/>
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:::: {.columns}
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::: {.column width="58%"}
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### Popular Aggregation Algorithms
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<br/>
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#### The naive combination
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$$
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w_{t,k}^{\text{Naive}} = \frac{1}{K}
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$${#eq-wtk_naive}
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\begin{equation}
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w_{t,k}^{\text{Naive}} = \frac{1}{K}\label{eq:naive_combination}
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\end{equation}
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#### The exponentially weighted average forecaster (EWA)
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\begin{equation}
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\begin{aligned}
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w_{t,k}^{\text{EWA}} & = \frac{e^{\eta R_{t,k}} }{\sum_{k = 1}^K e^{\eta R_{t,k}}}\\
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& =
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\frac{e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k} }{\sum_{k = 1}^K e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k}}
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\end{aligned}\label{eq:exp_combination}
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\end{equation}
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Du kannst dann auch easy darauf verweisen: \ref{eq:exp_combination}.
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:::
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::: {.column width="2%"}
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:::
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::: {.column width="38%"}
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### Optimality
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In stochastic settings, the cumulative Risk should be analyzed `r Citet(my_bib, "wintenberger2017optimal")`:
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\begin{align}
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w_{t,k}^{\text{EWA}} & = \frac{e^{\eta R_{t,k}} }{\sum_{k = 1}^K e^{\eta R_{t,k}}}
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=
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\frac{e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k} }{\sum_{k = 1}^K e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k} }
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\label{eq_ewa_general}
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&\underbrace{\widetilde{\mathcal{R}}_t = \sum_{i=1}^t \mathbb{E}[\ell(\widetilde{X}_{i},Y_i)|\mathcal{F}_{i-1}]}_{\text{Cumulative Risk of Forecaster}} \\
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&\underbrace{\widehat{\mathcal{R}}_{t,k} = \sum_{i=1}^t \mathbb{E}[\ell(\widehat{X}_{i,k},Y_i)|\mathcal{F}_{i-1}]}_{\text{Cumulative Risk of Experts}}
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\label{eq_def_cumrisk}
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\end{align}
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#### The polynomial weighted aggregation (PWA)
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:::
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\begin{align}
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w_{t,k}^{\text{PWA}} & = \frac{ 2(R_{t,k})^{q-1}_{+} }{ \|(R_t)_{+}\|^{q-2}_q}
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\label{eq_pwa_general}
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\end{align}
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with $q\geq 2$ and $x_{+}$ the (vector) of positive parts of $x$.
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::::
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## Optimality
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