Optimal Comparator Adaptive Online Learning with Switching Cost
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Abstract (arXiv)
Practical online learning tasks are often naturally defined on unconstrained domains, where optimal algorithms for general convex losses are characterized by the notion of comparator adaptivity. In this paper, we design such algorithms in the presence of switching cost - the latter penalizes the typical optimism in adaptive algorithms, leading to a delicate design trade-off. Based on a novel dual space scaling strategy discovered by a continuous-time analysis, we propose a simple algorithm that improves the existing comparator adaptive regret bound [ZCP22a] to the optimal rate. The obtained benefits are further extended to the expert setting, and the practicality of the proposed algorithm is demonstrated through a sequential investment task.
Key facts. Cited by 9 papers in the map (data through 14 Oct 2026). Builds on 45 of its 82 references that are in the map. First posted on arXiv 13 May 2022.
Builds on
45 of 82 references.
References · 45
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33 more
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Citing papers per year: 2023: 1; 2024: 2; 2025: 3; 2026: 3.
9 papers.
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- 2026Parameter-free Dynamic Regret: Time-varying Movement Costs, Delayed Feedback, and Memorycited by 2
- 2025Instance-Optimal Matrix Multiplicative Weight Update and Its Quantum Applicationscited by 1
- 2026Parameter-Free Dynamic Regret under Heavy-Tailed Noisecited by 1
- 2025Second-Order Bounds for [0,1]-Valued Regression via Betting Losscited by 0
- 2025Smoothed Online Optimization for Target Tracking: Robust and Learning-Augmented Algorithmscited by 0
- 2026Dynamic Regret in Online Convex Optimization with Indicator Switching Costscited by 0
- 2026Dynamic Regret in Online Convex Optimization with Indicator Switching Costs24 Sep 2026
- 2026Parameter-Free Dynamic Regret under Heavy-Tailed Noise29 Jul 2026
- 2026Parameter-free Dynamic Regret: Time-varying Movement Costs, Delayed Feedback, and Memory6 Feb 2026
- 2025Instance-Optimal Matrix Multiplicative Weight Update and Its Quantum Applications10 Sep 2025
- 2025Smoothed Online Optimization for Target Tracking: Robust and Learning-Augmented Algorithms7 Sep 2025
- 2025Second-Order Bounds for [0,1]-Valued Regression via Betting Loss16 Jul 2025
- 2024Generalization Bounds via Conditional f-Information30 Oct 2024
- 2024Better-than-KL PAC-Bayes Bounds14 Feb 2024
- 2023Improving Adaptive Online Learning Using Refined Discretization27 Sep 2023