Parameter-Free Dynamic Regret for Unconstrained Linear Bandits
Rumi, Alberto, Jacobsen, Andrew, Cesa-Bianchi, Nicolò, Vitale, Fabio
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 $\boldsymbol{u}_1,\ldots,\boldsymbol{u}_T$ in $\mathbb{R}^d$, 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 $S_T = \sum_t\mathbb{I}\{\boldsymbol{u}_t \neq \boldsymbol{u}_{t-1}\}$ of an arbitrary comparator sequence. In particular, we provide the first algorithm for linear bandits achieving the optimal regret guarantee of order $\mathcal{O}\big(\sqrt{d(1+S_T) T}\big)$ up to poly-logarithmic terms without prior knowledge of $S_T$, thus resolving a long-standing open problem.
Mar-30-2026
- Country:
- North America > United States (0.04)
- Europe > Spain
- Catalonia > Barcelona Province > Barcelona (0.04)
- Africa > Middle East
- Morocco > Tanger-Tetouan-Al Hoceima Region > Tangier (0.04)
- Genre:
- Research Report (0.50)
- Technology: