mlsanityData to 14 Oct 2026

Optimal Comparator Adaptive Online Learning with Switching Cost

arXiv 2205.06846 ↗First posted 13 May 2022cs.LGcited by 9

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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
  1. 2022Parameter-free Mirror Descentcited by 45
  2. 2018Smoothed Online Convex Optimization in High Dimensions via Online Balanced Descentcited by 33
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  4. 2021Revisiting Smoothed Online Learningcited by 29
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Cited by year (2026 to 14 Oct)

Citing papers per year: 2023: 1; 2024: 2; 2025: 3; 2026: 3.

9 papers.