# Black-Box Reductions for Parameter-free Online Learning in Banach Spaces

arXiv: https://arxiv.org/abs/1802.06293 · HTML: https://mlsanity.com/paper/1802.06293/

## Key facts

- Cited by 125 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 17 Feb 2018.

## Built on by (most cited first, 30 of 125)

- [Prodigy: An Expeditiously Adaptive Parameter-Free Learner](https://mlsanity.com/paper/2306.06101/) (2023)
- [DoG is SGD's Best Friend: A Parameter-Free Dynamic Step Size Schedule](https://mlsanity.com/paper/2302.12022/) (2023)
- [Adaptivity and Non-stationarity: Problem-dependent Dynamic Regret for Online Convex Optimization](https://mlsanity.com/paper/2112.14368/) (2021)
- [Impossible Tuning Made Possible: A New Expert Algorithm and Its Applications](https://mlsanity.com/paper/2102.01046/) (2021)
- [Making SGD Parameter-Free](https://mlsanity.com/paper/2205.02160/) (2022)
- [Parameter-free Mirror Descent](https://mlsanity.com/paper/2203.00444/) (2022)
- [Optimal Stochastic Non-smooth Non-convex Optimization through Online-to-Non-convex Conversion](https://mlsanity.com/paper/2302.03775/) (2023)
- [Tight Concentrations and Confidence Sequences from the Regret of Universal Portfolio](https://mlsanity.com/paper/2110.14099/) (2021)
- [Optimal Linear Decay Learning Rate Schedules and Further Refinements](https://mlsanity.com/paper/2310.07831/) (2023)
- [SGD with AdaGrad Stepsizes: Full Adaptivity with High Probability to Unknown Parameters, Unbounded Gradients and Affine Variance](https://mlsanity.com/paper/2302.08783/) (2023)
- [Parameter-Agnostic Optimization under Relaxed Smoothness](https://mlsanity.com/paper/2311.03252/) (2023)
- [Optimal Dynamic Regret in Proper Online Learning with Strongly Convex Losses and Beyond](https://mlsanity.com/paper/2201.08905/) (2022)
- [Parameter-free Regret in High Probability with Heavy Tails](https://mlsanity.com/paper/2210.14355/) (2022)
- [Parameter-free Stochastic Optimization of Variationally Coherent Functions](https://mlsanity.com/paper/2102.00236/) (2021)
- [PDE-Based Optimal Strategy for Unconstrained Online Learning](https://mlsanity.com/paper/2201.07877/) (2022)
- [MetaGrad: Adaptation using Multiple Learning Rates in Online Learning](https://mlsanity.com/paper/2102.06622/) (2021)
- [Auditing Fairness by Betting](https://mlsanity.com/paper/2305.17570/) (2023)
- [Unconstrained Online Learning with Unbounded Losses](https://mlsanity.com/paper/2306.04923/) (2023)
- [Corralling a Larger Band of Bandits: A Case Study on Switching Regret for Linear Bandits](https://mlsanity.com/paper/2202.06151/) (2022)
- [Sequential Predictive Two-Sample and Independence Testing](https://mlsanity.com/paper/2305.00143/) (2023)
- [Mechanic: A Learning Rate Tuner](https://mlsanity.com/paper/2306.00144/) (2023)
- [Normalized Gradients for All](https://mlsanity.com/paper/2308.05621/) (2023)
- [A simple uniformly optimal method without line search for convex optimization](https://mlsanity.com/paper/2310.10082/) (2023)
- [Stochastic linear optimization never overfits with quadratically-bounded losses on general data](https://mlsanity.com/paper/2202.06915/) (2022)
- [Fast TRAC: A Parameter-Free Optimizer for Lifelong Reinforcement Learning](https://mlsanity.com/paper/2405.16642/) (2024)
- [Nest Your Adaptive Algorithm for Parameter-Agnostic Nonconvex Minimax Optimization](https://mlsanity.com/paper/2206.00743/) (2022)
- [Sequential Kernelized Independence Testing](https://mlsanity.com/paper/2212.07383/) (2022)
- [Off-policy Confidence Sequences](https://mlsanity.com/paper/2102.09540/) (2021)
- [Efficient Methods for Non-stationary Online Learning](https://mlsanity.com/paper/2309.08911/) (2023)
- [Adversarial Tracking Control via Strongly Adaptive Online Learning with Memory](https://mlsanity.com/paper/2102.01623/) (2021)

## Abstract (arXiv)

We introduce several new black-box reductions that significantly improve the design of adaptive and parameter-free online learning algorithms by simplifying analysis, improving regret guarantees, and sometimes even improving runtime. We reduce parameter-free online learning to online exp-concave optimization, we reduce optimization in a Banach space to one-dimensional optimization, and we reduce optimization over a constrained domain to unconstrained optimization. All of our reductions run as fast as online gradient descent. We use our new techniques to improve upon the previously best regret bounds for parameter-free learning, and do so for arbitrary norms.
