arXiv:2607. 20316v1 Announce Type: cross Abstract: We study decentralized online optimization for strongly geodesically convex (strongly g-convex) losses on Riemannian manifolds with bounded sectional curvature, including positively curved manifolds.
By Zhanyuan Cai, Emre Sahinoglu, Shahin Shahrampour
arXiv:2608. 15050v1 Announce Type: new Abstract: We study online convex optimization with dueling (pairwise comparison) feedback, where the learner observes only a binary preference between two queried points.
By Yiyang Lu, Hareshkumar Jadav, Mohammad Pedramfar, Ranveer Singh, Vaneet Aggarwal
arXiv:2606. 02948v1 Announce Type: new Abstract: Curvature adaptivity is a classical theme in online optimization: for convex Lipschitz losses, adaptive methods interpolate between the optimal $O(\sqrt{T})$ regret for general convex losses and $O(\log T)$ regret under strong convexity.
By Moses Charikar, Chirag Pabbaraju, Ambuj Tewari
arXiv:2603. 28201v3 Announce Type: replace Abstract: We revisit the standard perturbation-based approach of Abernethy et al.
By Andrew Jacobsen, Dorian Baudry, Shinji Ito, Nicol\`o Cesa-Bianchi
arXiv:2602. 20578v2 Announce Type: replace Abstract: We study online maximization of non-monotone Diminishing-Return(DR)-submodular functions over down-closed convex sets, a regime where existing projection-free online methods suffer from suboptimal regret and limited feedback guarantees.
By Yiyang Lu, Haresh Jadav, Mohammad Pedramfar, Ranveer Singh, Vaneet Aggarwal
arXiv:2607. 18652v1 Announce Type: cross Abstract: We establish a $\widetilde\Omega(d^{5/4}\sqrt T)$ lower bound on the minimax expected regret of stochastic bandit convex optimization of $1$-Lipschitz functions on the Euclidean ball.
By Nived Rajaraman