Not with gambling. In each and every activity where money is involved, there'll be risk. The better part is how we handle the risks and prefer to take part in the risk.
Since you said not only in gambling, then I'd like to add that there is also risk in our daily life and not all times in our life involved money. What about by simply walking on the streets? There is also a risks there of being hit by a car or something. I won't say that it is a better part on how we handle the risk but what is better is if there is no risk at all that we will handle. The thing is it it may seem impossible too.
When we get into an investment, there'll be learning how to handle the market situations unlike the profit and loss experienced. With money in a business, the learning about the business will take place, and slowly we'll get better as we avoid the mistakes. With gambling, we learn, we improve, but we don't have the assurance of being successful through it, as luck plays a major part. In this accordance, risking in gambling can be done with your own money. When you don't have any more, don't go for borrowing and gambling.
Learning is a must but not all are willing and then some just rush. Mistakes can be hard to avoid at first but if one is dedicated, they can only get better. You said luck matters in gambling, so how can we improve on it then? But we can learn, in a way that we can now avoid it for knowing some hard facts. If we want success, we can refer onto something but we can only treat gambling for entertainment purposes.