Regret-Oracle Complexity Tradeoffs in Agnostic Online Learning
- URL: http://arxiv.org/abs/2605.07155v1
- Date: Fri, 08 May 2026 02:41:23 GMT
- Title: Regret-Oracle Complexity Tradeoffs in Agnostic Online Learning
- Abstract summary: Agnostic online learning is classically solved via a reduction to the realizable setting, utilizing Littlestone's Standard Optimal Algorithm (SOA) as a base learner.<n>We replace the SOA with a realizable base learner that accesses the concept class exclusively through an offline empirical risk minimization oracle.<n>We show that our algorithm reduces the total query complexity down to $O(Td_mathrmVC+1)$ while perfectly preserving near-optimal expected regret.
- Score: 37.15283418677639
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Agnostic online learning is classically solved via a reduction to the realizable setting, utilizing Littlestone's Standard Optimal Algorithm (SOA) as a base learner. However, the SOA is computationally intractable to execute even for a single round. To overcome this barrier, recent work in oracle-efficient online learning replaces the SOA with a realizable base learner that accesses the concept class exclusively through an offline empirical risk minimization (ERM) oracle. While such agnostic learners achieve near-optimal expected regret, they suffer from a doubly-exponential oracle complexity of $O\big(T^{2^{O(d_\mathrm{LD})}}\big)$, where $d_\mathrm{LD}$ is the Littlestone dimension and $T$ is the number of rounds. In this work, we significantly improve this oracle complexity while relying on an even weaker primitive: a weak-consistency oracle, which merely decides whether a given labeled dataset is realizable. At the core of our approach is an adaptive and dynamic agnostic-to-realizable reduction that actively prunes non-realizable label sequences on the fly. By using the VC dimension ($d_\mathrm{VC}$) to bound the number of dynamically maintained active paths, our algorithm reduces the total query complexity down to $O(T^{d_\mathrm{VC}+1})$ while perfectly preserving near-optimal expected regret. Crucially, this dynamic pruning also yields a memory reduction over the standard reduction. Furthermore, we formally quantify the regret--oracle complexity tradeoff, providing upper bounds that smoothly interpolate between restricted query budgets and attainable expected regret. We complement these with lower bounds proving that any learner restricted to $Q = o(\sqrt{T})$ queries must suffer an expected regret of $Ω(T/Q)$.
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