Online Learning with Gradient-Variation Interval Regret
This paper investigates non-stationary online learning using the metric of interval regret, which requires an online algorithm to perform well over every time interval. We propose the first online learning algorithm that achieves an interval regret bound scaling with gradient variation, a fundamental measure of the cumulative change in online function gradients, which relates to various problem-dependent quantities and is closely connected to stochastic optimization and other problems. Our method employs a simple and efficient two-layer online ensemble structure that achieves strong theoretical guarantees. Specifically, it enjoys a regret bound that simultaneously adapts to various proble...
| Authors | Yan-Feng Xie, Shuche Wang, Peng Zhao et al. |
|---|---|
| Primary category | cs.LG |
| Published | 2 June 2026 |
| Last updated at source | 2 June 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.