Backend
Strongly Adaptive Online Learning with Time-Varying Movement Costs
arXiv stat.ML0 views
arXiv:2610.32740v1 Announce Type: cross Abstract: We study strongly adaptive regret for Online Convex Optimization (OCO) with time-varying movement costs, a setting that evaluates a learner's performance over arbitrary sub-intervals. This framework captures complex sequential decision-making problems where both the environment and the cost of switching decisions fluctuate over time. We propose a novel algorithm which, for any interval $[a,b] \subseteq [T]$, achieves a data-dependent regret bound of $ \widetilde{\mathcal{O}}\left( \sqrt{(D^2+DP_{[a,b]})\sum_{t \in [a,b]}(\|g_t\|^2+\lambda_t\|g_t\|)} \right) $, where $D$ is the diameter of the decision domain, $P_{[a,b]}$ is the path length of the comparator sequence over $[a,b]$, $g_t$ is the gradient of the loss, and $\lambda_t$ is the movement-cost coefficient at round $t$. Key to our approach is a novel reduction to sleeping experts with movement costs, a previously unexplored variant that is of independent interest. As a result of this development, we further establish the first strongly-adaptive guarantees under delayed feedback. Our approach also naturally extends to OCO with time-varying memory, where we obtain strongly-adaptive guarantees which improve the best-known bounds.
Source:https://arxiv.org/abs/2610.32740PreviousContextual Decision Making: Predictive or GenerativeNextStructure and Exact Certification of Nonnegative Tensor Decompositions
Related posts
Keeping coding-agent context in a Git repository
0dev.to Git
WebAuthn errors: NotAllowedError, InvalidStateError and more
0dev.to JavaScript
Three ways to build a trading chart: Lightweight Charts, MetaTrader 5 and Highcharts Stock
0dev.to JavaScript

I Built a 3D Solar System You Can Fly Through in Your Browser
0dev.to JavaScript
11 of 11 JS cost gaps overlap: I re-ran the tables
0dev.to JavaScript
Customers paid while your Stripe webhook was down? How to find and recover every missed order
0dev.to JavaScript