Invariance-Based Dynamic Regret Minimization
arXiv:2603.03843v1 Announce Type: new Abstract: We consider stochastic non-stationary linear bandits where the linear parameter connecting contexts to the reward changes over time. Existing algorithms in this setting localize the policy by gradually discarding or down-weighting past data, effectively shrinking the time horizon over which learning can occur. However, in many settings historical data may still carry partial information about the reward model. We propose to leverage such data while adapting to changes, by assuming the reward model […]