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DavidPal committed Feb 12, 2016
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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.

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