Parameter-Free Dynamic Regret for Unconstrained Linear Bandits
Machine Learning
2026-03-30 v1 Machine Learning
Abstract
We study dynamic regret minimization in unconstrained adversarial linear bandit problems. In this setting, a learner must minimize the cumulative loss relative to an arbitrary sequence of comparators in , but receives only point-evaluation feedback on each round. We provide a simple approach to combining the guarantees of several bandit algorithms, allowing us to optimally adapt to the number of switches of an arbitrary comparator sequence. In particular, we provide the first algorithm for linear bandits achieving the optimal regret guarantee of order up to poly-logarithmic terms without prior knowledge of , thus resolving a long-standing open problem.
Cite
@article{arxiv.2603.25916,
title = {Parameter-Free Dynamic Regret for Unconstrained Linear Bandits},
author = {Alberto Rumi and Andrew Jacobsen and Nicolò Cesa-Bianchi and Fabio Vitale},
journal= {arXiv preprint arXiv:2603.25916},
year = {2026}
}
Comments
10 pages. v1: AISTATS 2026