Online Non-Convex Learning: Following the Perturbed Leader is Optimal
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Abstract (arXiv)
We study the problem of online learning with non-convex losses, where the learner has access to an offline optimization oracle. We show that the classical Follow the Perturbed Leader (FTPL) algorithm achieves optimal regret rate of O(T-1/2) in this setting. This improves upon the previous best-known regret rate of O(T-1/3) for FTPL. We further show that an optimistic variant of FTPL achieves better regret bounds when the sequence of losses encountered by the learner is `predictable'.
Key facts. Cited by 32 papers in the map (data through 14 Oct 2026). First posted on arXiv 19 Mar 2019.
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Citing papers per year: 2021: 2; 2022: 8; 2023: 5; 2024: 3; 2025: 7; 2026: 7.
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- 2022A Unifying Framework for Online Optimization with Long-Term Constraintscited by 41
- 2021An Online Learning Approach to Interpolation and Extrapolation in Domain Generalizationcited by 30
- 2022Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methodscited by 15
- 2022Optimistic No-regret Algorithms for Discrete Cachingcited by 10
- 2022Online Low Rank Matrix Completioncited by 9
- 2022Building Robust Ensembles via Margin Boostingcited by 8
- 2022Nash Equilibria and Pitfalls of Adversarial Training in Adversarial Robustness Gamescited by 8
- 2023Non-Convex Bilevel Optimization with Time-Varying Objective Functionscited by 8
- 2021Zeroth-order non-convex learning via hierarchical dual averagingcited by 6
- 2022Online Convex Optimization with Unbounded Memorycited by 6
- 2024Provably and Practically Efficient Adversarial Imitation Learning with General Function Approximationcited by 6
- 2024Locally Differentially Private Online Federated Learning With Correlated Noisecited by 6
20 more
- 2023Oracle-Efficient Smoothed Online Learning for Piecewise Continuous Decision Makingcited by 5
- 2025Online Decision-Focused Learningcited by 4
- 2022Distributed Online Non-convex Optimization with Composite Regretcited by 2
- 2025Efficient Controllable Diffusion via Optimal Classifier Guidancecited by 2
- 2024Optimistic Safety for Online Convex Optimization with Unknown Linear Constraintscited by 1
- 2025Online Learning for Approximately-Convex Functions with Long-term Adversarial Constraintscited by 1
- 2026Computing Equilibrium beyond Unilateral Deviationcited by 1
- 2026Adversarial Imitation Learning with General Function Approximation: Theoretical Analysis and Practical Algorithmscited by 1
- 2023Online (Non-)Convex Learning via Tempered Optimismcited by 0
- 2023Solving Robust MDPs through No-Regret Dynamicscited by 0
- 2023Online Non-convex Optimization with Long-term Non-convex Constraintscited by 0
- 2025Event-Driven Online Vertical Federated Learningcited by 0
- 2025Online Ensemble Transformer for Accurate Cloud Workload Forecasting in Predictive Auto-Scalingcited by 0
- 2025Conformal Online Learning of Deep Koopman Linear Embeddingscited by 0
- 2025BOCO: Bayesian Online Contextual Optimization for Decision-Focused Online Learningcited by 0
- 2026Online Sharp-Calibrated Bayesian Optimizationcited by 0
- 2026Online Learning on Hidden-Convex Losses via Algorithmic Equivalence: Optimal Regret, Geometric Barrier, and Bandit Feedbackcited by 0
- 2026From Non-Convex to Strongly Convex: Curvature-Adaptive FTPL for Online Optimizationcited by 0
- 2026Online Optimization of Difference-of-Convex Compositions with Smooth Mappingscited by 0
- 2026Follow the Perturbed Leader for Linear Bandits: √T Regret over General Convex Setscited by 0
- 2026Follow the Perturbed Leader for Linear Bandits: √T Regret over General Convex Sets13 Oct 2026
- 2026Online Optimization of Difference-of-Convex Compositions with Smooth Mappings21 Jul 2026
- 2026From Non-Convex to Strongly Convex: Curvature-Adaptive FTPL for Online Optimization1 Jun 2026
- 2026Online Learning on Hidden-Convex Losses via Algorithmic Equivalence: Optimal Regret, Geometric Barrier, and Bandit Feedback25 May 2026
- 2026Online Sharp-Calibrated Bayesian Optimization11 May 2026
- 2026Adversarial Imitation Learning with General Function Approximation: Theoretical Analysis and Practical Algorithms3 May 2026
- 2026Computing Equilibrium beyond Unilateral Deviation30 Apr 2026
- 2025BOCO: Bayesian Online Contextual Optimization for Decision-Focused Online Learning25 Nov 2025
- 2025Conformal Online Learning of Deep Koopman Linear Embeddings16 Nov 2025
- 2025Online Learning for Approximately-Convex Functions with Long-term Adversarial Constraints23 Aug 2025
- 2025Online Ensemble Transformer for Accurate Cloud Workload Forecasting in Predictive Auto-Scaling18 Aug 2025
- 2025Event-Driven Online Vertical Federated Learning17 Jun 2025
20 more
- 2025Efficient Controllable Diffusion via Optimal Classifier Guidance27 May 2025
- 2025Online Decision-Focused Learning19 May 2025
- 2024Locally Differentially Private Online Federated Learning With Correlated Noise27 Nov 2024
- 2024Provably and Practically Efficient Adversarial Imitation Learning with General Function Approximation1 Nov 2024
- 2024Optimistic Safety for Online Convex Optimization with Unknown Linear Constraints9 Mar 2024
- 2023Online Non-convex Optimization with Long-term Non-convex Constraints4 Nov 2023
- 2023Non-Convex Bilevel Optimization with Time-Varying Objective Functions7 Aug 2023
- 2023Solving Robust MDPs through No-Regret Dynamics30 May 2023
- 2023Oracle-Efficient Smoothed Online Learning for Piecewise Continuous Decision Making10 Feb 2023
- 2023Online (Non-)Convex Learning via Tempered Optimism18 Jan 2023
- 2022Nash Equilibria and Pitfalls of Adversarial Training in Adversarial Robustness Games23 Oct 2022
- 2022Online Convex Optimization with Unbounded Memory18 Oct 2022
- 2022Distributed Online Non-convex Optimization with Composite Regret21 Sep 2022
- 2022A Unifying Framework for Online Optimization with Long-Term Constraints15 Sep 2022
- 2022Online Low Rank Matrix Completion8 Sep 2022
- 2022Optimistic No-regret Algorithms for Discrete Caching15 Aug 2022
- 2022Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods6 Jul 2022
- 2022Building Robust Ensembles via Margin Boosting7 Jun 2022
- 2021Zeroth-order non-convex learning via hierarchical dual averaging13 Sep 2021
- 2021An Online Learning Approach to Interpolation and Extrapolation in Domain Generalization25 Feb 2021
- 2022A Unifying Framework for Online Optimization with Long-Term Constraintscited by 41
- 2021An Online Learning Approach to Interpolation and Extrapolation in Domain Generalizationcited by 30
- 2022Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methodscited by 15
- 2022Optimistic No-regret Algorithms for Discrete Cachingcited by 10
- 2022Online Low Rank Matrix Completioncited by 9
- 2022Building Robust Ensembles via Margin Boostingcited by 8
- 2022Nash Equilibria and Pitfalls of Adversarial Training in Adversarial Robustness Gamescited by 8
- 2023Non-Convex Bilevel Optimization with Time-Varying Objective Functionscited by 8
- 2021Zeroth-order non-convex learning via hierarchical dual averagingcited by 6
- 2022Online Convex Optimization with Unbounded Memorycited by 6
- 2024Locally Differentially Private Online Federated Learning With Correlated Noisecited by 6
- 2023Oracle-Efficient Smoothed Online Learning for Piecewise Continuous Decision Makingcited by 5
12 most cited of 29 All 29 (JSON)
- 2026Follow the Perturbed Leader for Linear Bandits: √T Regret over General Convex Sets13 Oct 2026
- 2026Online Optimization of Difference-of-Convex Compositions with Smooth Mappings21 Jul 2026
- 2026From Non-Convex to Strongly Convex: Curvature-Adaptive FTPL for Online Optimization1 Jun 2026
- 2026Online Learning on Hidden-Convex Losses via Algorithmic Equivalence: Optimal Regret, Geometric Barrier, and Bandit Feedback25 May 2026
- 2026Online Sharp-Calibrated Bayesian Optimization11 May 2026
- 2026Computing Equilibrium beyond Unilateral Deviation30 Apr 2026
- 2025BOCO: Bayesian Online Contextual Optimization for Decision-Focused Online Learning25 Nov 2025
- 2025Conformal Online Learning of Deep Koopman Linear Embeddings16 Nov 2025
- 2025Online Learning for Approximately-Convex Functions with Long-term Adversarial Constraints23 Aug 2025
- 2025Online Ensemble Transformer for Accurate Cloud Workload Forecasting in Predictive Auto-Scaling18 Aug 2025
- 2025Event-Driven Online Vertical Federated Learning17 Jun 2025
- 2025Online Decision-Focused Learning19 May 2025
12 newest of 29 All 29 (JSON)