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Game Theory, Online Prediction and Boosting
 PROCEEDINGS OF THE NINTH ANNUAL CONFERENCE ON COMPUTATIONAL LEARNING THEORY
, 1996
"... We study the close connections between game theory, online prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the online prediction methods of Littlestone and Warmuth. The analysis of this algorithm yields a simple pr ..."
Abstract

Cited by 161 (14 self)
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We study the close connections between game theory, online prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the online 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 online prediction model is obtained by applying this gameplaying algorithm to an appropriate choice of game and that boosting is obtained by applying the same algorithm to the “dual” of this game.
ARTICLE NO. GA970595 Calibrated Learning and Correlated Equilibrium
, 1996
"... Suppose two players repeatedly meet each other to play a game where 1. each uses a learning rule with the property that it is a calibrated forecast of the other’s plays, and 2. each plays a myopic best response to this forecast distribution. Then, the limit points of the sequence of plays are correl ..."
Abstract
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Suppose two players repeatedly meet each other to play a game where 1. each uses a learning rule with the property that it is a calibrated forecast of the other’s plays, and 2. each plays a myopic best response to this forecast distribution. Then, the limit points of the sequence of plays are correlated equilibria. In fact, for each correlated equilibrium there is some calibrated learning rule that the players can use which results in their playing this correlated equilibrium in the limit. Thus, the statistical concept of a calibration is strongly related to the game theoretic concept of correlated equilibrium. Journal of Economic Literature Classification Numbers: C72,D83,C44. � 1997 Academic Press 1.
Game Theory, Online Prediction and Boosting
"... We study the close connections between game theory, online prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the online prediction methods of Littlestone and Warmuth. The analysis of this algorithm yields a simple pr ..."
Abstract
 Add to MetaCart
We study the close connections between game theory, online prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the online 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 online prediction model is obtained by applying this gameplaying algorithm to an appropriate choice of game and that boosting is obtained by applying the same algorithm to the “dual ” of this game. 1
Game Theory, Online Prediction and Boosting
"... We study the close connections between game theory, online prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the online prediction methods of Littlestone and Warmuth. The analysis of this algorithm yields a simple pr ..."
Abstract
 Add to MetaCart
We study the close connections between game theory, online prediction and boosting. After a brief review of game theory, we describe an algorithm for learning to play repeated games based on the online 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 online prediction model is obtained by applying this gameplaying algorithm to an appropriate choice of game and that boosting is obtained by applying the same algorithm to the “dual ” of this game. 1