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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 u1,,uT\boldsymbol{u}_1,\ldots,\boldsymbol{u}_T in Rd\mathbb{R}^d, 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 ST=tI{utut1}S_T = \sum_t\mathbb{I}\{\boldsymbol{u}_t \neq \boldsymbol{u}_{t-1}\} of an arbitrary comparator sequence. In particular, we provide the first algorithm for linear bandits achieving the optimal regret guarantee of order O(d(1+ST)T)\mathcal{O}\big(\sqrt{d(1+S_T) T}\big) up to poly-logarithmic terms without prior knowledge of STS_T, thus resolving a long-standing open problem.

Keywords

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

R2 v1 2026-07-01T11:39:57.167Z