Author

Vaneet Aggarwal

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Preprint Jul 2026

Parameter-Free Dynamic Regret for Online Convex Optimization under Heavy-Tailed Noise

HT-PAder is proposed, a parameter-free algorithm combining restarted AdaGrad experts over a geometric pool of block lengths with a pathwise meta-algorithm, which requires no moment conditions on meta-losses and provides the first parameter-free minimax universal dynamic regret guarantee.

Vaneet Aggarwal · 0 citations