Online Learning in the Random Order Model

Fuente: arXiv
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Auteurs principaux: Bernasconi, Martino, Celli, Andrea, Colini-Baldeschi, Riccardo, Fusco, Federico, Leonardi, Stefano, Russo, Matteo
Format: Preprint
Publié: 2025
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author Bernasconi, Martino
Celli, Andrea
Colini-Baldeschi, Riccardo
Fusco, Federico
Leonardi, Stefano
Russo, Matteo
author_facet Bernasconi, Martino
Celli, Andrea
Colini-Baldeschi, Riccardo
Fusco, Federico
Leonardi, Stefano
Russo, Matteo
contents In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic i.i.d. one, but, for finite times, it may exhibit significant {\em non-stationarity}, which can hinder the performance of stochastic learning algorithms. While algorithms for adversarial inputs naturally maintain their regret guarantees in random order, simple no-regret algorithms exist for the stochastic model that fail against random-order instances. In this paper, we propose a general template to adapt stochastic learning algorithms to the random-order model without substantially affecting their regret guarantees. This allows us to recover improved regret bounds for prediction with delays, online learning with constraints, and bandits with switching costs. Finally, we investigate online classification and prove that, in random order, learnability is characterized by the VC dimension rather than the Littlestone dimension, thus providing a further separation from the general adversarial model.
format Preprint
id arxiv_https___arxiv_org_abs_2510_02820
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Online Learning in the Random Order Model
Bernasconi, Martino
Celli, Andrea
Colini-Baldeschi, Riccardo
Fusco, Federico
Leonardi, Stefano
Russo, Matteo
Machine Learning
Data Structures and Algorithms
In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic i.i.d. one, but, for finite times, it may exhibit significant {\em non-stationarity}, which can hinder the performance of stochastic learning algorithms. While algorithms for adversarial inputs naturally maintain their regret guarantees in random order, simple no-regret algorithms exist for the stochastic model that fail against random-order instances. In this paper, we propose a general template to adapt stochastic learning algorithms to the random-order model without substantially affecting their regret guarantees. This allows us to recover improved regret bounds for prediction with delays, online learning with constraints, and bandits with switching costs. Finally, we investigate online classification and prove that, in random order, learnability is characterized by the VC dimension rather than the Littlestone dimension, thus providing a further separation from the general adversarial model.
title Online Learning in the Random Order Model
topic Machine Learning
Data Structures and Algorithms
url https://arxiv.org/abs/2510.02820