  Online learning aims to perform nearly as well as the best hypothesis in
hindsight. For some hypothesis classes, though, even finding the best
hypothesis offline is challenging. In such offline cases, local search
techniques are often employed and only local optimality guaranteed. For online
decision-making with such hypothesis classes, we introduce local regret, a
generalization of regret that aims to perform nearly as well as only nearby
hypotheses. We then present a general algorithm to minimize local regret with
arbitrary locality graphs. We also show how the graph structure can be
exploited to drastically speed learning. These algorithms are then demonstrated
on a diverse set of online problems: online disjunct learning, online Max-SAT,
and online decision tree learning.
