A Numerical Experiments

In this section, we examine three algorithms via four numerical examples. The first algorithm is the Sliding Window-UCB (SW-UCB) algorithm presented in our paper. The second algorithm is the naive UCB algorithm without any sliding windows (Agrawal and Devanur, 2014). The third algorithm is LagrangeBwK presented in (Immorlica et al., 2019), which is originally proposed for the adversarial BwK problem. Note that the LagrangeBwK requires an approximation of the static best distribution benchmark.