arxivcs.LGmath.OCstat.ML2026-07-20
Optimizing the Preconditioner: A Black-box Online-to-Nonconvex Conversion with Static Regret Minimization Oracles
We study whether stochastic nonconvex optimization can be reduced to ordinary static regret minimization in online convex optimization in a black-box manner. For smooth nonconvex objectives, our reduction maintains a predictable gradient tracker, while a black-box online learner…