A Simple, Optimal and Efficient Algorithm for Online Exp-Concave Optimization
arXiv:2512.23190v2 Announce Type: replace-cross Abstract: Online eXp-concave Optimization (OXO) is a fundamental problem in online learning, where the goal is to minimize regret when loss functions are exponentially concave. The standard algorithm, Online Newton Step (ONS), guarantees an optimal $O(d log T)$ regret, where $d$ is the dimension and $T$ is the time horizon. Despite its simplicity, ONS may face a computational bottleneck due to the Mahalanobis projection at each round. This step costs $Omega(d^omega)$ arithmetic operations for […]