Dimension-Adaptive Batched Lipschitz Narrowing Without Knowing the Zooming Dimension

Lipschitz bandits admit near-optimal regret $\widetilde O_d(T^{(d+1)/(d+2)})$ with little memory under full adaptivity, or with few batches under unrestricted memory. We characterize the minimax expected pseudo-regret over $T$ rounds with $W$ bits of memory and at most $B$ batches in dimension $d$. For every memory budget $W$, we prove a lower bound of order $T^{\frac{d+2}{d+3}} (1+(B-1)W)^{-\frac{1}{d(d+3)}}$. When $W\gtrsim_d\log(eT)$, algorithms with fixed batch boundaries attain, up to logarithmic factors, the larger of this bound and the optimal $B$-batch regret with unrestricted memory. The analysis separates fine-scale comparisons from the regional information needed to allocate their samples at low regret. Attaining $\widetilde O_d(T^{(d+1)/(d+2)})$ regret requires both $B=Ω_d(\log\log T)$ and $(B-1)W=\widetildeΩ_d(T^{d/(d+2)})$. With one bit of memory, minimax regret is $\widetildeΘ_d(TB^{-1/(d+2)})$ under adaptive batch boundaries while $Θ_d(T)$ under fixed boundaries.

We study stochastic linear bandits under a natural combination of batching and communication constraints: the time horizon is partitioned into batches of equal size $B$, and during each batch the learner sends $B$ requested arm pulls to an agent, who then observes the corresponding $B$ rewards and responds with a single bit of feedback to the learner. For each batch, the learner specifies the 1-bit quantization rule the agent uses, which may depend on all previously received bits but not on any past rewards directly. This setting addresses a significant yet unexplored ``middle ground'' between previous models having per-round quantization only or total bit budgets only. We establish a minimax lower bound showing that $Ω(B\min\{d,\log\lvert \mathcal{A} \rvert\})$ regret is unavoidable due to the 1-bit communication bottleneck, even in the absence of noise. Combined with standard statistical limits, this yields a general lower bound of $\widetildeΩ(B\min\{d,\log\lvert \mathcal{A} \rvert\} + \sqrt{dT \min\{d,\log\lvert \mathcal{A} \rvert\}})$. We develop two phased-elimination algorithms based on $G$-optimal designs and 1-bit mean estimation. The first achieves $\widetilde{O}(dB + d\sqrt{T})$ regret, matching the lower bound up to logarithmic factors when $\lvert \mathcal{A} \rvert = \exp(Ω(d))$, and the second incorporates a safe-arm identification and warm-start procedure to obtain $\widetilde{O}(B\log\lvert \mathcal{A} \rvert + d^{3/2}\sqrt{B} + \sqrt{dT\log\lvert \mathcal{A} \rvert})$ regret, which is near-optimal in broad scaling regimes of $(\lvert \mathcal{A} \rvert, B, d, T)$. Together, our results demonstrate that a single bit of feedback per batch suffices to nearly match the minimax regret of unconstrained linear bandits in broad scaling regimes, even for batch sizes as large as $Θ(\sqrt{T})$.

In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the Batched Kernelized Bandits problem, and refine and extend existing results on regret bounds. For algorithmic upper bounds, (Li and Scarlett, 2022) shows that $B=O(\log\log T)$ batches suffice to attain near-optimal regret, where $T$ is the time horizon and $B$ is the number of batches. We further refine this by (i) finding the optimal number of batches including constant factors (to within $1+o(1)$), and (ii) removing a factor of $B$ in the regret bound. For algorithm-independent lower bounds, noticing that existing results only apply when the batch sizes are fixed in advance, we present novel lower bounds when the batch sizes are chosen adaptively, and show that adaptive batches have essentially same minimax regret scaling as fixed batches. Furthermore, we consider a robust setting where the goal is to choose points for which the function value remains high even after an adversarial perturbation. We present the robust-BPE algorithm, and show that a suitably-defined cumulative regret notion incurs the same bound as the non-robust setting, and derive a simple regret bound significantly below that of previous work.