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Replicable Online Learning

NeurIPS 2025 · Bandits and online learning › Online convex optimization and games · approach: Online decision-making with feedback structure · 1 citations (OpenAlex)

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Defines adversarial and iid replicability for online learning under time-varying input distributions and gives replicable low-regret algorithms for online linear optimization and experts, a general conversion framework, and regret lower bounds.

Problem

Designing online learning algorithms that produce the exact same action sequence with high probability on two independent input sequences drawn from time-varying (possibly adversarial) distributions, while keeping low regret.

Approach

Extends algorithmic replicability to online settings with oblivious time-varying input distributions; uses block updates (changing actions only at block endpoints) combined with randomly offset grid rounding of cumulative costs (from Follow the Lazy Leader) and geometric noise for experts, so two runs with shared randomness pick identical actions with high probability.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add block updates and random-grid rounding of cumulative costsOnline linear optimization · Adversarial input distributionsregret: \widetilde{\calO}(D T^{5/6}n^{1/6}\rho^{-1/3})Helped
Add block updates and geometric noise to expert costsExperts · Adversarial input distributionsregret: \widetilde{\calO}(T^{5/6}\ln^{5/6}(n)\rho^{-1/3})Helped
Convert FTPL using block updates and randomized roundingOnline linear optimization · Adversarial input distributionsregret: \widetilde{\calO}(DT^{7/8} n^{3/8} \rho^{-1/4})Helped
Convert FTPL using block updates and randomized roundingExperts · Adversarial input distributionsregret: \widetilde{\calO}(T^{7/8} n^{1/8} \rho^{-1/4})Helped
Use growing block lengths, varying geometric noise, and a regret-triggered switch to FTPLExperts · IID input distributionsworst-case regret: \calO\left( \frac{1}{\rho} \times (\log\log(T))^2 \times \log\left(\frac{ n\log\log(T)}{\rho}\right) \times \sqrt{T} \riHelped
Use the standard FTPL algorithm without block updatesOnline linear optimization · Adversarial input distributionsreplicabilityHurt
Use FLL without block updatesOnline linear optimization · Adversarial input distributionsreplicabilityHurt
Use the general conversion framework instead of a setting-specific algorithmOnline linear optimization and experts · Adversarial input distributionsregret: \widetilde{\calO}(DT^{7/8} n^{3/8} \rho^{-1/4}); \widetilde{\calO}(T^{7/8} n^{1/8} \rho^{-1/4})Hurt

Surprising findings

Limitations

Experimental setup

Metrics: regret replicability probability

Baselines: Follow the Perturbed Leader Follow the Lazy Leader

Builds on: Follow the Lazy Leader Follow the Perturbed Leader replicable algorithms (Impagliazzo et al. 2022)

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