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Toward Optimal Switching Regret for Multi-Armed Bandits with Oblivious Adversary

arXiv · AI, language, vision and robotics · article · Sep 11, 2026 · UTC

We study switching regret in adversarial multi-armed bandits, where the learner competes with an arm sequence that changes at most $S$ times. When $S$ is known, an optimal expected regret of $\widetilde{\mathcal{O}}(\sqrt{(S+1)KT})$ is obtainable [Auer et al., 2002]. However, when $S$ is unknown, Marinov and Zimmert [2021] show that this guarantee is impossible under an adaptive adversary. In this paper, we show that a single algorithm achieves $\widetilde{\mathcal{O}}(\sqrt{(S+1)KT})$ expected regret for every $S$ against an oblivious adversary, resolving an open problem of Auer et al. [2019b

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