Parameter-free Dynamic Regret: Time-varying Movement Costs, Delayed Feedback, and Memory

arXiv:2602.06902v2 Announce Type: replace Abstract: In this paper, we study dynamic regret in unconstrained online convex optimization (OCO) with movement costs. Specifically, we generalize the standard setting by allowing the movement cost coefficients $\lambda_t$ to vary arbitrarily over time. Our main contribution is a novel algorithm that establishes the first comparator-adaptive dynamic regret bound for this setting, guaranteeing $\widetilde{\mathcal{O}}(\sqrt{(M^2+MP_T)(T+\sum_t \lambda_t)})$ regret, where $P_T$ is the path length of the comparator sequence over $T$ rounds and $M$ is the

Source: arXiv cs.LG — read the full report at the original publisher.

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