Mixable
A game {⚠ $(\Omega,\Gamma,\lambda)$
} in competitive on-line prediction is {⚠ $\eta$
}-mixable, where {⚠ $\eta > 0$
} if there exists a substitution function for it. Or if {⚠ $\forall \gamma_1,\gamma_2 \in \Gamma, \alpha \in [0,1], \exists \delta \in \Gamma$
} such as {⚠ $\forall \omega \in \Omega:$
}
{⚠ $\exp(-\eta\lambda(\omega,\delta)) \ge \alpha\exp(-\eta\lambda(\omega,\gamma_1)) + (1-\alpha)\exp(-\eta\lambda(\omega,\gamma_2))$
}.
In this case the loss function is also called mixable.