# Logistic Regression: Tight Bounds for Stochastic and Online Optimization

arXiv: https://arxiv.org/abs/1405.3843 · HTML: https://mlsanity.com/paper/1405.3843/

## Key facts

- Cited by 31 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 May 2014.

## Built on by (most cited first, 30 of 31)

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- [Online Structured Prediction with Fenchel--Young Losses and Improved Surrogate Regret for Online Multiclass Classification with Logistic Loss](https://mlsanity.com/paper/2402.08180/) (2024)
- [Randomized Exploration for Reinforcement Learning with Multinomial Logistic Function Approximation](https://mlsanity.com/paper/2405.20165/) (2024)
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- [On Misspecification in Prediction Problems and Robustness via Improper Learning](https://mlsanity.com/paper/2101.05234/) (2021)
- [Low Complexity Approximate Bayesian Logistic Regression for Sparse Online Learning](https://mlsanity.com/paper/2101.12113/) (2021)
- [Hebbian learning inspired estimation of the linear regression parameters from queries](https://mlsanity.com/paper/2311.03483/) (2023)
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- [OLC-WA: Drift Aware Tuning-Free Online Classification with Weighted Average](https://mlsanity.com/paper/2512.12785/) (2025)
- [Efficient Logistic Regression with Mixture of Sigmoids](https://mlsanity.com/paper/2604.02920/) (2026)

## Abstract (arXiv)

The logistic loss function is often advocated in machine learning and statistics as a smooth and strictly convex surrogate for the 0-1 loss. In this paper we investigate the question of whether these smoothness and convexity properties make the logistic loss preferable to other widely considered options such as the hinge loss. We show that in contrast to known asymptotic bounds, as long as the number of prediction/optimization iterations is sub exponential, the logistic loss provides no improvement over a generic non-smooth loss function such as the hinge loss. In particular we show that the convergence rate of stochastic logistic optimization is bounded from below by a polynomial in the diameter of the decision set and the number of prediction iterations, and provide a matching tight upper bound. This resolves the COLT open problem of McMahan and Streeter (2012).
