Gaussian-Width Bounds for Offline-to-Online Linear Bandits

arXiv:2610.12990v1 Announce Type: new Abstract: We study how offline data can help online learning in stochastic linear bandits. We focus on partially covered offline data, where only k of the d feature directions are poorly covered. Existing analyses of algorithms based on phased elimination and optimism give regret bounds of order widetilde O(sqrt{dkT}) in this regime. We show that this dependence arises from loose control of the reward prediction error, and obtain tighter bounds using concentration of Lipschitz functions of Gaussian vectors. Based on this analysis, we develop a phased elimination algorithm with regret widetilde O(ksqrt T). For the unit Euclidean ball, we prove a matching regret lower bound under partial coverage, as well as matching upper and lower bounds under uniform offline coverage. We also study pure exploration with offline data, providing algorithms and matching upper and lower bounds on simple regret for fixed-design algorithms and also for adaptive algorithms under partial and uniform coverage of offline data.

Related

• Offline-to-Online Learning in Linear Bandits
• Regret minimization in Linear Bandits with offline data via extended D-optimal exploration
• New Lower Bound and Upper Bounds on the Regret for Online Sparse Linear Regression

Source: arXiv cs.LG | 2026-10-12