Game theory, on-line prediction and boosting

@inproceedings{Freund1996GameTO,
  title={Game theory, on-line prediction and boosting},
  author={Yoav Freund and Robert E. Schapire},
  booktitle={COLT '96},
  year={1996}
}
We study the close connections between game theory, on-line prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the on-line prediction methods of Littlestone and Warmuth. The analysis of this algorithm yields a simple proof of von Neumann’s famous minmax theorem, as well as a provable method of approximately solving a game. We then show that the on-line prediction model is obtained by applying this gameplaying… Expand
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