Regret Bounds without Lipschitz Continuity: Online Learning with Relative-Lipschitz Losses
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Abstract (arXiv)
In online convex optimization (OCO), Lipschitz continuity of the functions is commonly assumed in order to obtain sublinear regret. Moreover, many algorithms have only logarithmic regret when these functions are also strongly convex. Recently, researchers from convex optimization proposed the notions of "relative Lipschitz continuity" and "relative strong convexity". Both of the notions are generalizations of their classical counterparts. It has been shown that subgradient methods in the relative setting have performance analogous to their performance in the classical setting. In this work, we consider OCO for relative Lipschitz and relative strongly convex functions. We extend the known regret bounds for classical OCO algorithms to the relative setting. Specifically, we show regret bounds for the follow the regularized leader algorithms and a variant of online mirror descent. Due to the generality of these methods, these results yield regret bounds for a wide variety of OCO algorithms. Furthermore, we further extend the results to algorithms with extra regularization such as regularized dual averaging.
Key facts. Cited by 11 papers in the map (data through 7 Oct 2026). First posted on arXiv 22 Oct 2020.
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Citing papers per year: 2021: 3; 2022: 3; 2023: 3; 2024: 1; 2025: 0; 2026: 1.
11 papers.
- 2022Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methodscited by 14
- 2021From the Greene--Wu Convolution to Gradient Estimation over Riemannian Manifoldscited by 6
- 2024Online Sequential Decision-Making with Unknown Delayscited by 5
- 2021Adaptive first-order methods revisited: Convex optimization without Lipschitz requirementscited by 4
- 2021Smoothness Analysis of Adversarial Trainingcited by 2
- 2022Dynamic Regret of Online Mirror Descent for Relatively Smooth Convex Cost Functionscited by 2
- 2023Revisiting Subgradient Method: Complexity and Convergence Beyond Lipschitz Continuitycited by 2
- 2023A Unified Analysis on the Subgradient Upper Bounds for the Subgradient Methods Minimizing Composite Nonconvex, Nonsmooth and Non-Lipschitz Functionscited by 2
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noisecited by 2
- 2022Randomized Coordinate Subgradient Method for Nonsmooth Composite Optimizationcited by 1
- 2023GBM-based Bregman Proximal Algorithms for Constrained Learningcited by 1
- 2026In-Expectation Convergence of Stochastic Gradient Methods under Heavy-Tailed Noise30 May 2026
- 2024Online Sequential Decision-Making with Unknown Delays12 Feb 2024
- 2023A Unified Analysis on the Subgradient Upper Bounds for the Subgradient Methods Minimizing Composite Nonconvex, Nonsmooth and Non-Lipschitz Functions30 Aug 2023
- 2023GBM-based Bregman Proximal Algorithms for Constrained Learning21 Aug 2023
- 2023Revisiting Subgradient Method: Complexity and Convergence Beyond Lipschitz Continuity23 May 2023
- 2022Online Bilevel Optimization: Regret Analysis of Online Alternating Gradient Methods6 Jul 2022
- 2022Randomized Coordinate Subgradient Method for Nonsmooth Composite Optimization30 Jun 2022
- 2022Dynamic Regret of Online Mirror Descent for Relatively Smooth Convex Cost Functions25 Feb 2022
- 2021From the Greene--Wu Convolution to Gradient Estimation over Riemannian Manifolds17 Aug 2021
- 2021Adaptive first-order methods revisited: Convex optimization without Lipschitz requirements16 Jul 2021
- 2021Smoothness Analysis of Adversarial Training2 Mar 2021