2022
Better Best of Both Worlds Bounds for Bandits with Switching Costs
NeurIPS 2022accept
We study best-of-both-worlds algorithms for bandits with switching cost, recently addressed by Rouyer et al., 2021. We introduce a surprisingly simple and effective algorithm that simultaneously achieves minimax optimal regret bound (up to logarithmic factors) of $\mathcal{O}(T^{2/3})$ in the oblivi…