Minimax Alternating Regret for the Experts Problem and Online Convex Optimization
In this paper, we study alternating regret in online convex optimization (OCO), motivated by the success of alternating learning dynamics in two-player games. Although previous works have shown that $o(\sqrt{T})$ alternating regret is achievable under various assumptions on the loss functions and feasible domains, the minimax regret rate has remained open even for the expert problem. In this paper, we resolve this question by showing matching lower and upper bounds for both the expert problem and general OCO. Somewhat surprisingly, for the $d$-expert problem, we show that the minimax alternating regret is $Θ(\log d)$, independent of the horizon $T$. This significantly improves upon the be...
| Authors | Mengxiao Zhang |
|---|---|
| Primary category | stat.ML |
| Published | 25 August 2026 |
| Last updated at source | 25 August 2026 |
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