Reviews: Multi-Objective Non-parametric Sequential Prediction

This paper presents an asymptotic analysis for nonparametric sequential prediction when there are multiple objectives. While the paper has some relevance to a certain subset of the machine learning community, I have some concerns about the paper's relevance to NIPS, and I also am unclear on some of the basic setup of the paper. I discuss these issues in the remainder of the review. Overall, I think the results in the paper are technically strong and, with the right motivation for \gamma -feasibility (see below) I would be weakly positive on the paper. Relevance: While I can see that the contents of the paper have some relevance to machine learning, I feel that this sort of paper would fit much better in a conference like COLT or ALT, given the technical level and given how much this paper can benefit from the additional space offered by those venues.