Reviewer

Lower bound on regret: Assuming you mean Theorem 3 here - the theorem is correct as stated. We however use the correct defn. in all of our proofs. We mean Lipschitz continuity, as we want close-by models to imply the solution values are close. The use of this term is meant to follow the notation in Bottou et. It is defined in the formal statement of Theorem 2 (Theorem 5 in the appendix).