stat.MLAug 25, 2026

Minimax Alternating Regret for the Experts Problem and Online Convex Optimization

Authors: Mengxiao Zhang

Organizations: University of Iowa

Abstract

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(T)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 dd-expert problem, we show that the minimax alternating regret is Θ(log⁡d)Θ(\log d), independent of the horizon TT. This significantly improves upon the best-known O(T1/3log⁡2/3d)\mathcal{O}(T^{1/3}\log^{2/3} d) established by Hait et al. [2025]. We further extend our results to general OCO over a dd-dimensional compact convex set and prove that the worst-case minimax alternating regret is Θ(dlog⁡(1+Td))Θ\left(d\log \left(1+\frac{T}{d}\right)\right), also significantly improving upon the best-known O((dlog⁡T)2/3T1/3)\mathcal{O}((d\log T)^{2/3}T^{1/3}) upper bound and resolving the open problem posed by Cevher et al. [2023], Hait et al. [2025]. Technically, our upper bound for the expert problem is achieved by a corrected variant of Hedge, in which carefully designed correction terms cancel the unfavorable curvature arising in the alternating-regret analysis. We extend the same corrected-potential argument to continuous action sets to obtain the optimal alternating-regret rate for OCO. For the lower bounds, the expert construction repeatedly eliminates half of the candidate experts, while the OCO lower bound instance construction replaces this discrete elimination by a more involved multiscale construction on the unit disk.

Figures & tables

Explore similar work

CardsList
  1. Optimal Alternating Regret for Online Learning and Games

    Aug 25, 2026Yixin Tao, Weiqiang ZhengOnline Convex OptimizationNash Equilibrium Computation

  2. Tracking a Small Set of Experts in Online Convex Optimization

    Oct 14, 2026Angelos Assos, Anand Brahmbhatt, Elad HazanOnline Convex Optimization

  3. Decentralized Online Exp-Concave Optimization

    Oct 18, 2026Hao Qiu, Mengxiao Zhang, Yuanyu WanDecentralized OptimizationOnline Convex Optimization