Continuous Drifting Games

We combine the results of [13] and [8] and derive a continuous variant of a large class of drifting games. Our analysis furthers the understanding of the relationship between boosting, drifting games and Brownian motion and yields a differential equation that describes the core of the problem.

• Type: Conference
• Year: 2000
• Where: COLT
• Authors: Yoav Freund, Manfred Opper
• Keywords: Analysis Furthers, COLT 2000, Continuous Variant, Large Class, Machine Learning