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Regret-Oracle Complexity Tradeoffs in Agnostic Online Learning

Machine Learning 2026-05-11 v1

Abstract

Agnostic online learning is classically solved via a reduction to the realizable setting, utilizing Littlestone's Standard Optimal Algorithm (SOA) as a base learner. However, the SOA is computationally intractable to execute even for a single round. To overcome this barrier, recent work in oracle-efficient online learning replaces the SOA with a realizable base learner that accesses the concept class exclusively through an offline empirical risk minimization (ERM) oracle. While such agnostic learners achieve near-optimal expected regret, they suffer from a doubly-exponential oracle complexity of O(T2O(dLD))O\big(T^{2^{O(d_\mathrm{LD})}}\big), where dLDd_\mathrm{LD} is the Littlestone dimension and TT is the number of rounds. In this work, we significantly improve this oracle complexity while relying on an even weaker primitive: a weak-consistency oracle, which merely decides whether a given labeled dataset is realizable. At the core of our approach is an adaptive and dynamic agnostic-to-realizable reduction that actively prunes non-realizable label sequences on the fly. By using the VC dimension (dVCd_\mathrm{VC}) to bound the number of dynamically maintained active paths, our algorithm reduces the total query complexity down to O(TdVC+1)O(T^{d_\mathrm{VC}+1}) while perfectly preserving near-optimal expected regret. Crucially, this dynamic pruning also yields a memory reduction over the standard reduction. Furthermore, we formally quantify the regret--oracle complexity tradeoff, providing upper bounds that smoothly interpolate between restricted query budgets and attainable expected regret. We complement these with lower bounds proving that any learner restricted to Q=o(T)Q = o(\sqrt{T}) queries must suffer an expected regret of Ω(T/Q)\Omega(T/Q).

Keywords

Cite

@article{arxiv.2605.07155,
  title  = {Regret-Oracle Complexity Tradeoffs in Agnostic Online Learning},
  author = {Idan Attias and Steve Hanneke and Arvind Ramaswami},
  journal= {arXiv preprint arXiv:2605.07155},
  year   = {2026}
}
R2 v1 2026-07-01T12:56:45.789Z