Latency and Ordering Effects in Online Decisions
By: Duo Yi
Potential Business Impact:
Improves computer decisions with slow, mixed-up information.
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 $D_Φ$ as the loss benchmark, we prove that the excess benchmark loss admits a structured lower bound $L \ge L_{\mathrm{ideal}} + g_1(λ) + g_2(\varepsilon_\star) + g_{12}(λ,\varepsilon_\star) - D_{\mathrm{ncx}}$, where $g_1$ and $g_2$ are calibrated penalties for latency and order-sensitivity, $g_{12}$ captures their geometric interaction, and $D_{\mathrm{ncx}}\ge 0$ 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 $2\times 2$ 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.
Similar Papers
Exploiting Curvature in Online Convex Optimization with Delayed Feedback
Machine Learning (CS)
Improves computer learning with delayed information.
Online Nonsubmodular Optimization with Delayed Feedback in the Bandit Setting
Machine Learning (CS)
Makes computer learning faster with delayed information.
On the Gradient Complexity of Private Optimization with Private Oracles
Machine Learning (CS)
Makes private computer learning faster and more efficient.