Parameter-Free Interval-Dynamic Regret under Heavy-Tailed Noise
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, $1<p\le2$. For every fixed interval $I$ of length $n$ and comparator path with $\Lambda_I=1+P_I/D$, one learne…
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- 2026-10-05 04:00 · arXiv cs.LG
Parameter-Free Interval-Dynamic Regret under Heavy-Tailed Noise