A Statistical Boosting via Improper Game Playing

In this section we first give a game-theoretic perspective of our method when applied to the statistical setting (Subsection A.1). A formal description is provided in Algorithm 4. Algorithm 4 Boosting with OCO It is described in this section. Player A's goal is to minimize the payoff, while player B's goal is to maximize it. There are several ways to circumvent it. If players A and B play according to Algorithm 5, then player B's average strategy's depend on the sequence of q's, they are also random variables, as well as p.