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Under review as a conference paper at ICLR 2027

Minimax-Optimal Regret with Near-Minimal Policy Updates in Linear Contextual Bandits

Abstract

Can linear contextual bandits attain minimax-optimal regret up to constant factors uniformly across the small- and large-action regimes? How many policy updates are necessary to attain this statistical optimum? We introduce GATE for -dimensional linear contextual bandits with at most actions per round and oblivious adversarial contexts. GATE achieves regret, with policy updates on every sample path. To the best of our knowledge, this is the first constant-factor minimax guarantee (i.e., the sharpest regret bound) uniformly across the small- and large-action regimes, without additional logarithmic or iterated-logarithmic multipliers. At the same regret level, a feedback lower bound establishes policy-update minimality up to an iterated-logarithmic factor in . The central technical result is a sharp Gaussian information inequality with additive, rather than multiplicative, dependence on action-set complexity and design growth. Independent Gaussian testing and exploration, direct prediction-error control, and joint threshold calibration yield the stated regret and policy-update bounds without computing Gaussian width.

open until 14 Dec 2026

est. 32% chance this paper gets accepted at ICLR 2027.

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