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Drifting games and Brownian motion. (English) Zbl 1052.68147

Summary: We combine the results of R. E. Schapire [Mach. Learning 43, 265–291 (2001; Zbl 0988.68149)] and Y. Freund [Mach. Learning 43, 293–318 (2001; Zbl 0988.68150)] 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.

MSC:

68W05 Nonnumerical algorithms

Software:

AdaBoost.MH
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References:

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