Dynamic Regret in Online Convex Optimization with Indicator Switching Costs

Naram Mhaisen, George Iosifidis

We study dynamic regret in online convex optimization with an \emph{indicator switching cost}: a fixed penalty incurred whenever two consecutive decisions differ. This captures startup overheads such as server activation, model deployment, and cache updates, and on a bounded domain it recovers norm-based movement costs as a special case. Existing guarantees for indicator costs handle only static comparators. We show that a direct extension of these techniques to dynamic regret provably fails, motivating a different approach. We propose a meta-learning framework: a set of randomized lazy FTRL base learners restarted at dyadic time scales, aggregated by a movement-aware master that mixes their proposal densities and samples actions via maximal coupling of consecutive mixtures. The resulting algorithm satisfies, in expectation, $\mathcal{R}^{\mathbf{1}}_T \le \tilde{\mathcal{O}}(\min\{\sqrt{T(S_T{+}1)},T^{2/3}(P_T+1)^{1/3}\})$, where $\mathcal{R}^{\mathbf{1}}_T$ is the dynamic regret plus the cumulative indicator switching cost, $S_T$ counts comparator switches, and $P_T$ is the comparator path length. The bound holds simultaneously for all sequences and requires no prior knowledge…