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Regret–Oracle Complexity Tradeoffs in Agnostic Online Learning
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Proposes ADEPT, an agnostic-to-realizable online reduction that prunes unrealizable label prefixes with a weak-consistency oracle, cutting oracle complexity from T^{2^O(d_LD)} to T^{d_VC+1} while keeping near-optimal expected regret, plus a regret–query tradeoff and an Omega(T/Q) lower bound.
Problem
Agnostic online binary classification with only offline oracle access (ERM or weak consistency) to the concept class; prior oracle-efficient reductions need doubly-exponential oracle calls.
Approach
Replace the explicit tracking of all O(T^M) mistake-schedule experts with a dynamically pruned tree of realizable label prefixes: weak-consistency queries discard unrealizable prefixes, and combinatorial future-capacity weights keep the Hedge distribution identical to the full expert ensemble. Sauer's lemma bounds active prefixes by O(t^{d_VC}).
Key results
- ADEPT achieves expected regret O(sqrt(T M log T)) with at most O(t^{d_VC}) active paths per round, and total weak-consistency queries O(T^{d_VC+1}) when instantiated with an oracle-efficient base learner (M = 2^{O(d_LD)}), versus T^{2^{O(d_LD)}} for prior reductions.
- Oracle-regret tradeoff: for c in (0,1), O(T^{1+c d_VC}) queries yield expected regret O(T^{1-c/2} sqrt(d_LD + M log T)).
- Lower bound: for d_LD = 1, any learner with Q = o(sqrt T) ERM queries suffers expected regret Omega(T/Q).
Surprising findings
- With a bounded number of ERM queries, regret must be linear in T, even for Littlestone dimension 1 classes.
Limitations
- Query complexity bound T^{d_VC+1} still polynomial but can be large; depends on the base learner's per-round queries Q_A(t).
- Lower bound is stated for ERM oracle, while upper bounds use weak consistency oracle; open gap in the yellow region of the tradeoff.
- Proof sketches contain informal steps (e.g., regret preservation argument), and the paper is theoretical with no experiments.
Experimental setup
Metrics: expected regret oracle query complexity memory
Baselines: Ben-David et al. reduction Attias et al. ERM-based learner Standard Optimal Algorithm
Builds on: Standard Optimal Algorithm Ben-David et al. agnostic-to-realizable reduction Alon et al. optimal agnostic regret Attias et al. oracle-efficient online learning Daskalakis et al. weak consistency oracle
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