When Saint Augustine was a younger man, traveling in Carthage, he engaged in what some might call "debauchery". Gambling. Women. Coveting his neighbor's ox. You name it. During this time he famously prayed to God: "Grant me chastity and continence, but not yet." He was torn between living the perfect, Godly life, and the pleasures of the flesh. He thought, quite astutely, that it would be nice to have a few more years in debauchery, and then find salvation later in life. It's an absurd prayer to give at the time, but it's also basically what he did. He slowly absolved himself of his Earthly desires, and dedicated himself over time to religious ideals as he got older.

David Hume apparently also gambled frequently. Hume was a bit into debauchery as well, when he traveled to Paris, and he liked gambling precisely because of how it mirrored his ideas on causality. In gambling, past actions have no impact on future results, and yet people tend to see patterns like "being on a hot streak". Hume could see that these were purely psychological patterns, and wondered how inductive reasoning works at all.

Descartes was a gambler too I guess. Well, actually the only source I found for this was a gambling site, which listed him as a famous gambler, who apparently also had a wild streak in his youth. And, well, it's not as though I don't trust the good folks at onlinepokerrealmoney.co.uk to give the most trustworthy historical research, but I guess take it how you will.