Consequences of Kernel Regularity for Bandit Optimization

Computer Vision & MultiModal AI
Published: arXiv: 2512.05957v1
Authors

Madison Lee Tara Javidi

Abstract

In this work we investigate the relationship between kernel regularity and algorithmic performance in the bandit optimization of RKHS functions. While reproducing kernel Hilbert space (RKHS) methods traditionally rely on global kernel regressors, it is also common to use a smoothness-based approach that exploits local approximations. We show that these perspectives are deeply connected through the spectral properties of isotropic kernels. In particular, we characterize the Fourier spectra of the Matérn, square-exponential, rational-quadratic, $γ$-exponential, piecewise-polynomial, and Dirichlet kernels, and show that the decay rate determines asymptotic regret from both viewpoints. For kernelized bandit algorithms, spectral decay yields upper bounds on the maximum information gain, governing worst-case regret, while for smoothness-based methods, the same decay rates establish Hölder space embeddings and Besov space norm-equivalences, enabling local continuity analysis. These connections show that kernel-based and locally adaptive algorithms can be analyzed within a unified framework. This allows us to derive explicit regret bounds for each kernel family, obtaining novel results in several cases and providing improved analysis for others. Furthermore, we analyze LP-GP-UCB, an algorithm that combines both approaches, augmenting global Gaussian process surrogates with local polynomial estimators. While the hybrid approach does not uniformly dominate specialized methods, it achieves order-optimality across multiple kernel families.

Paper Summary

Problem
The main problem addressed in this paper is to understand how to optimize a black-box function, which is a function that can only be accessed through noisy evaluations, using active sample selection. The goal is to minimize the cumulative regret, which is the difference between the optimal value of the function and the value obtained by the algorithm.
Key Innovation
The paper presents a new perspective on bandit optimization by showing that kernel regularity, which is a measure of how smooth the function is, has a deep connection to algorithmic performance. The authors demonstrate that many common isotropic kernel functions have Fourier spectra with decaying tails, which allows them to view bandit optimization from two different perspectives: global interpolation and local approximation. This connection enables the derivation of explicit regret bounds for each kernel family.
Practical Impact
The results of this paper have several practical implications. First, they provide a unified framework for analyzing kernel-based and locally adaptive algorithms. Second, they show that kernelized bandit algorithms can be improved by incorporating local smoothness properties. Finally, they demonstrate that a hybrid approach, which combines global Gaussian process surrogates with local polynomial estimators, can achieve order-optimality across multiple kernel families.
Analogy / Intuitive Explanation
Imagine trying to find the highest peak in a mountain range. You can either try to map the entire range using a GPS device (global interpolation) or use a compass to navigate to the peak using local landmarks (local approximation). The paper shows that both approaches can be effective, but the choice of approach depends on the smoothness of the terrain. If the terrain is rough, the local approximation approach may be more effective, while if the terrain is smooth, the global interpolation approach may be better.
Paper Information
Categories:
stat.ML cs.LG
Published Date:

arXiv ID:

2512.05957v1

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