A. Blum. On-Line Algorithms in Machine Learning. Proceedings of the Workshop on On-Line Algorithms, 1996.

Blum gives a thorough introduction to online learning algorithms. In particular, it covers learning from expert advice - which is also covered in CS 8803 "Special Topics - Statistical Techniques in Robotics" held by Byron Boots in spring 2015.

Some of Blum's courses at Carnegie Mellon University may also be of interest: Blum's courses.

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