arXiv:2607. 27073v2 Announce Type: replace-cross Abstract: We study online convex optimization with stochastic gradient noise whose conditional $p$-th central moment is bounded by $\sigma^p$, for an unknown $p\in(1,2]$.
arXiv:2607. 27073v1 Announce Type: new Abstract: We study online convex optimization (OCO) in non-stationary environments under heavy-tailed noise, where the stochastic gradient oracle admits only a finite $p$-th central moment for some $p \in (1, 2]$.
arXiv:2610. 02258v1 Announce Type: new Abstract: We study online convex optimization with one unbiased stochastic subgradient per round and an unknown finite conditional $p$th noise moment, $1<p\le2$.
arXiv:2609. 06921v1 Announce Type: cross Abstract: We study constrained online convex optimization with adversarial constraints when constraint values and gradients are observed through unbiased noise.
The paper studies contextual bilateral trade with full feedback, showing that action-independent observations eliminate the usual polynomial adaptation penalty seen in heavy-tailed bandits. It presents fully parameter-free algorithms that achieve oracle minimax regret rates without knowing the moment order or scale, and derives new regret bounds for both parametric and nonparametric settings. The key technical insight is a paired squared‑loss statistic whose noise cancels, enabling model selection and yielding regret rates that interpolate between classical nonparametric and linear extremes.
arXiv:2610.20187v1 Announce Type: new Abstract: Tracking changing comparators is a central problem in online learning. For exp-concave losses, previous work established the $T^{1/3}P_T^{2/3}$ depende...
arXiv:2602. 05657v2 Announce Type: replace Abstract: The study of tail behaviour of SGD-induced processes has been attracting a lot of interest, due to offering strong guarantees with respect to individual runs of an algorithm.
arXiv:2609. 30556v1 Announce Type: new Abstract: We study dynamic regret in online convex optimization with an \emph{indicator switching cost}: a fixed penalty incurred whenever two consecutive decisions differ.
arXiv:2610. 36097v1 Announce Type: cross Abstract: We study full-information online linear optimisation on the unit $\ell_p$ ball in $\mathbb{R}^d$, for fixed $2\le p<\infty$ and losses of dual norm at most one.
arXiv:2606. 08028v1 Announce Type: new Abstract: We study high-probability regret bounds for online convex optimization (OCO) with strongly convex losses and establish three results that resolve open questions at the intersection of noise adaptivity, feedback structure, and constraint satisfaction.
arXiv:2603. 25029v4 Announce Type: replace Abstract: We study online convex optimization (OCO) with two-point bandit feedback against a non-anticipating adaptive adversary.
arXiv:2610. 33381v2 Announce Type: new Abstract: Training is often stopped at a data-dependent time, so guarantees for the last iterate must hold at all times simultaneously.
arXiv:2509. 14952v3 Announce Type: replace Abstract: This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex.