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Capacity-Constrained Online Learning with Delays: Scheduling Frameworks and Regret Trade-offs

Machine Learning 2025-06-27 v2 Machine Learning

Abstract

We study online learning with oblivious losses and delays under a novel ``capacity constraint'' that limits how many past rounds can be tracked simultaneously for delayed feedback. Under ``clairvoyance'' (i.e., delay durations are revealed upfront each round) and/or ``preemptibility'' (i.e., we can stop tracking previously chosen round feedback), we establish matching upper and lower bounds (up to logarithmic terms) on achievable regret, characterizing the ``optimal capacity'' needed to match the minimax rates of classical delayed online learning, which implicitly assume unlimited capacity. Our algorithms achieve minimax-optimal regret across all capacity levels, with performance gracefully degrading under suboptimal capacity. For KK actions and total delay DD over TT rounds, under clairvoyance and assuming capacity C=Ω(log(T))C = \Omega(\log(T)), we achieve regret Θ~(TK+DK/C+Dlog(K))\widetilde{\Theta}(\sqrt{TK + DK/C + D\log(K)}) for bandits and Θ~((D+T)log(K))\widetilde{\Theta}(\sqrt{(D+T)\log(K)}) for full-information feedback. When replacing clairvoyance with preemptibility, we require a known maximum delay bound dmaxd_{\max}, adding O~(dmax){\widetilde{O}(d_{\max})} to the regret. For fixed delays dd (i.e., D=TdD=Td), the minimax regret is Θ(TK(1+d/C)+Tdlog(K))\Theta(\sqrt{TK(1+d/C)+Td\log(K)}) and the optimal capacity is Θ(min{K/log(K),d})\Theta(\min\{K/\log(K),d\}) in the bandit setting, while in the full-information feedback setting, the minimax regret is Θ(T(d+1)log(K))\Theta(\sqrt{T(d+1)\log(K)}) and the optimal capacity is Θ(1)\Theta(1). For round-dependent and fixed delays, our upper bounds are achieved using novel preemptive and non-preemptive scheduling policies, based on Pareto-distributed proxy delays, and batching techniques, respectively. Crucially, our work unifies delayed bandits, label-efficient learning, and online scheduling frameworks, demonstrating that robust online learning under delayed feedback is possible with surprisingly modest tracking capacity.

Keywords

Cite

@article{arxiv.2503.19856,
  title  = {Capacity-Constrained Online Learning with Delays: Scheduling Frameworks and Regret Trade-offs},
  author = {Alexander Ryabchenko and Idan Attias and Daniel M. Roy},
  journal= {arXiv preprint arXiv:2503.19856},
  year   = {2025}
}