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Coin Betting and Online Learning | ||
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Paper by [Francesco Orabona](http://francesco.orabona.com/) and [Dávid | ||
Pál](http://francesco.orabona.com/) to be submitted to [COLT | ||
2016](http://www.learningtheory.org/colt2016/). We show how to use algorithms | ||
for repeated betting on outcomes of a coin | ||
to construct algorithms for online learning. | ||
Paper titled "From Coin Betting to Parameter-Free Online Learning" by | ||
[Francesco Orabona](http://francesco.orabona.com/) and [Dávid | ||
Pál](http://david.palenica.com/) submitted to [COLT | ||
2016](http://www.learningtheory.org/colt2016/). The paper describes how to use | ||
algorithms for repeated betting on outcomes of a coin to construct algorithms | ||
for online learning. As a coin betting algorithm one can use | ||
[Krichevsky-Trofimov | ||
estimator](https://en.wikipedia.org/wiki/Krichevsky%E2%80%93Trofimov_estimator), | ||
which is essentially optimal. |