cs.LGAug 25, 2026

Optimal Alternating Regret for Online Learning and Games

Authors: Yixin Tao, Weiqiang Zheng

Organizations: ITCS, Key Laboratory of Interdisciplinary Research of Computation and Economics, Shanghai University of Finance and Economics · Yale University

Abstract

We settle the minimax-optimal alternating regret, a regret notion motivated by alternating learning dynamics in games, for both online linear optimization (OLO) and online convex optimization (OCO). For OLO over the probability simplex ΔdΔ_d, we give an algorithm with O(log⁡d)O(\log d) alternating regret that remains a constant for any time horizon TT, and a matching lower bound. Our constant regret bound significantly improves previous results with O(log⁡2/3d⋅T1/3)O(\log ^{2/3}d \cdot T^{1/3}) regret [Cevher, Cutkosky, Kavis, Piliouras, Skoulakis, Viano, NeurIPS 2023, Hait, Li, Luo, Zhang, COLT 2025]. As a result, we obtain alternating learning dynamics with O(log⁡d/T)O(\log d /T) convergence to Nash equilibria in two-player zero-sum games and O(log⁡d/T)O(\log d /T) convergence to coarse correlated equilibria in two-player general-sum games. This is the first uncoupled learning dynamics with O(1/T)O(1/T) convergence to CCE in two-player general-sum games, while all prior works suffer additional log⁡T\log T factors. For general OCO over a dd-dimensional compact convex set, we give an algorithm with O(dlog⁡(1+T/d))O(d\log (1+T/d)) alternating regret, improving the previous best of O~(d2/3T1/3)\widetilde{O}(d^{2/3}T^{1/3}). We also prove a matching lower bound of Ω(dlog⁡(1+T/d))Ω(d\log (1+T/d)), showing that the Ω(log⁡T)Ω(\log T) factor is unavoidable.

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