The unique globally optimal non-COMB strategy for five experts

Consider prediction with n=5n=5 experts and the adversarial strategies represented by binary vectors. The non-COMB strategy is

(1,0,1,0,0).(1,0,1,0,0).

Non-COMB uniqueness conjecture. The non-COMB strategy (1,0,1,0,0)(1,0,1,0,0) is the only globally asymptotically optimal strategy for n=5n=5 experts. The claim is supported by strong numerical evidence and is left for future work.

Sources & referencesView supporting material

Primary source

Jeff Calder, Nadejda Drenska and Drisana Mosaphir, “Numerical solution of a PDE arising from prediction with expert advice”, arXiv:2406.05754 (2025).

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