paper
arXiv stat.ML
October 26th, 2026 at 4:00 AM

Optimal Multiclass Online Regret with Arbitrary Label Spaces

arXiv:2610.32339v1 Announce Type: cross Abstract: We determine the optimal regret in agnostic multiclass online learning with arbitrary, possibly infinite, label spaces. For every hypothesis class of multiclass Littlestone dimension $d<\infty$, we prove a regret upper bound of $O(\min\{T,\sqrt{dT}\})$ over $T$ rounds, matching the known lower bound. This resolves a question of Hanneke et al. (2023) and extends the optimal binary regret bound of Alon et al. (2021). Our proof strengthens the one-sided expert cover of Hanneke et al. (2023) to a fractional cover. We combine this cover with a minimax reduction to a finite expert game, whose best-response rewards provide the disagreement bounds needed for chaining.

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Canonical link: https://arxiv.org/abs/2610.32339