Regret-Oracle Complexity Tradeoffs in Agnostic Online Learning
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Abstract (arXiv)
Agnostic online learning is classically solved via a reduction to the realizable setting, utilizing Littlestone's Standard Optimal Algorithm (SOA) as a base learner. However, the SOA is computationally intractable to execute even for a single round. To overcome this barrier, recent work in oracle-efficient online learning replaces the SOA with a realizable base learner that accesses the concept class exclusively through an offline empirical risk minimization (ERM) oracle. While such agnostic learners achieve near-optimal expected regret, they suffer from a doubly-exponential oracle complexity of Obig(T^2O(dLD)big), where dLD is the Littlestone dimension and T is the number of rounds. In this work, we significantly improve this oracle complexity while relying on an even weaker primitive: a weak-consistency oracle, which merely decides whether a given labeled dataset is realizable. At the core of our approach is an adaptive and dynamic agnostic-to-realizable reduction that actively prunes non-realizable label sequences on the fly. By using the VC dimension (dVC) to bound the number of dynamically maintained active paths, our algorithm reduces the total query complexity down to O(TdVC+1) while perfectly preserving near-optimal expected regret. Crucially, this dynamic pruning also yields a memory reduction over the standard reduction. Furthermore, we formally quantify the regret--oracle complexity tradeoff, providing upper bounds that smoothly interpolate between restricted query budgets and attainable expected regret. We complement these with lower bounds proving that any learner restricted to Q = o(√T) queries must suffer an expected regret of Omega(T/Q).
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References · 15
- 2014Taming the Monster: A Fast and Simple Algorithm for Contextual Banditscited by 200
- 2020Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oraclescited by 195
- 2020Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits under Realizabilitycited by 114
- 2021Smoothed Analysis with Adaptive Adversariescited by 57
- 2021Adversarial Laws of Large Numbers and Optimal Regret in Online Classificationcited by 39
- 2015The Computational Power of Optimization in Online Learningcited by 38
- 2016Efficient Algorithms for Adversarial Contextual Learningcited by 32
- 2016Oracle-Efficient Online Learning and Auction Designcited by 32
- 2022Oracle-Efficient Online Learning for Beyond Worst-Case Adversariescited by 19
- 2024On the Performance of Empirical Risk Minimization with Smoothed Datacited by 13
- 2023On Computable Online Learningcited by 12
- 2023Online Learning and Solving Infinite Games with an ERM Oraclecited by 11
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