dorsal/arxiv
View SchemaSCaLE: Switching Cost aware Learning and Exploration
| Authors | Neelkamal Bhuyan, Debankur Mukherjee, Adam Wierman |
|---|---|
| Categories | |
| ArXiv ID | 2601.09042vv1 |
| URL | https://arxiv.org/abs/2601.09042 |
| License | http://creativecommons.org/licenses/by/4.0/ |
Abstract
This work addresses the fundamental problem of unbounded metric movement costs in bandit online convex optimization, by considering high-dimensional dynamic quadratic hitting costs and $\ell_2$-norm switching costs in a noisy bandit feedback model. For a general class of stochastic environments, we provide the first algorithm SCaLE that provably achieves a distribution-agnostic sub-linear dynamic regret, without the knowledge of hitting cost structure. En-route, we present a novel spectral regret analysis that separately quantifies eigenvalue-error driven regret and eigenbasis-perturbation driven regret. Extensive numerical experiments, against online-learning baselines, corroborate our claims, and highlight statistical consistency of our algorithm.
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"date_created": "2026-02-17T05:53:20.468000Z",
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"abstract": "This work addresses the fundamental problem of unbounded metric movement costs in bandit online convex optimization, by considering high-dimensional dynamic quadratic hitting costs and $\\ell_2$-norm switching costs in a noisy bandit feedback model. For a general class of stochastic environments, we provide the first algorithm SCaLE that provably achieves a distribution-agnostic sub-linear dynamic regret, without the knowledge of hitting cost structure. En-route, we present a novel spectral regret analysis that separately quantifies eigenvalue-error driven regret and eigenbasis-perturbation driven regret. Extensive numerical experiments, against online-learning baselines, corroborate our claims, and highlight statistical consistency of our algorithm.",
"arxiv_id": "2601.09042",
"authors": [
"Neelkamal Bhuyan",
"Debankur Mukherjee",
"Adam Wierman"
],
"categories": [
"cs.LG",
"cs.DS",
"math.OC",
"math.PR",
"stat.ML"
],
"license": "http://creativecommons.org/licenses/by/4.0/",
"title": "SCaLE: Switching Cost aware Learning and Exploration",
"url": "https://arxiv.org/abs/2601.09042",
"version": "v1"
},
"schema_id": "dorsal/arxiv",
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