English

Latency and Ordering Effects in Online Decisions

Machine Learning 2025-11-18 v1 Artificial Intelligence

Abstract

Online decision systems routinely operate under delayed feedback and order-sensitive (noncommutative) dynamics: actions affect which observations arrive, and in what sequence. Taking a Bregman divergence DΦD_\Phi as the loss benchmark, we prove that the excess benchmark loss admits a structured lower bound LLideal+g1(λ)+g2(ε)+g12(λ,ε)DncxL \ge L_{\mathrm{ideal}} + g_1(\lambda) + g_2(\varepsilon_\star) + g_{12}(\lambda,\varepsilon_\star) - D_{\mathrm{ncx}}, where g1g_1 and g2g_2 are calibrated penalties for latency and order-sensitivity, g12g_{12} captures their geometric interaction, and Dncx0D_{\mathrm{ncx}}\ge 0 is a nonconvexity/approximation penalty that vanishes under convex Legendre assumptions. We extend this inequality to prox-regular and weakly convex settings, obtaining robust guarantees beyond the convex case. We also give an operational recipe for estimating and monitoring the four terms via simple 2×22\times 2 randomized experiments and streaming diagnostics (effective sample size, clipping rate, interaction heatmaps). The framework packages heterogeneous latency, noncommutativity, and implementation-gap effects into a single interpretable lower-bound statement that can be stress-tested and tuned in real-world systems.

Keywords

Cite

@article{arxiv.2511.13060,
  title  = {Latency and Ordering Effects in Online Decisions},
  author = {Duo Yi},
  journal= {arXiv preprint arXiv:2511.13060},
  year   = {2025}
}
R2 v1 2026-07-01T07:40:37.680Z