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Paper · arXiv

A Simple and Unified Method for Gradient-Variation Regret

Gradient-variation online learning has attracted increasing attention for its connections to game theory and optimization. It has been studied in both non-stationary online learning, which aims to minimize dynamic regret against time-varying comparator sequences, and universal online learning, which seeks to adapt to unknown loss curvature. Prior work obtained gradient-variation bounds using different techniques tailored to each setting. We propose a simple and unified method based on surrogate losses with a quadratic penalty on decision movement, yielding gradient-variation bounds in both settings. For non-stationary online learning, the method induces an optimistic-to-gradient-variation...

AuthorsHang Yu, Peng Zhao
Primary categorycs.LG
Published19 October 2026
Last updated at source19 October 2026
cs.LGmath.OC
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