A Short Note on a Variant of the Squint Algorithm
Haipeng Luo

TL;DR
This paper introduces a simple variant of the Squint algorithm for the expert problem, providing a regret bound similar to recent algorithms, with a straightforward proof modification.
Contribution
It presents a new, simplified variant of the Squint algorithm and adapts its proof to establish comparable regret guarantees.
Findings
The variant achieves regret bounds similar to recent algorithms.
The proof modification is straightforward and elegant.
The approach simplifies analysis of the Squint algorithm.
Abstract
This short note describes a simple variant of the Squint algorithm of Koolen and Van Erven [2015] for the classic expert problem. Via an equally simple modification of their proof, we prove that this variant ensures a regret bound that resembles the one shown in a recent work by Freund et al. [2026] for a variant of the NormalHedge algorithm [Chaudhuri et al., 2009].
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsAdvanced Bandit Algorithms Research · Optimization and Search Problems · Risk and Portfolio Optimization
