The five-piece are due to take to the stage at the London venue, located on Frith Street, W1D at 6pm and will also be playing there tomorrow night and on Wednesday.
Polar Bear will be supported by pianist Tom Cawley and after their set is complete they will also launch into a jam session, which fans are invited to join in with.
The band is led by drummer Sebastian Rochford and also comprises double bassist Tom Herbert and Leafcutter John, as well as tenor saxophonists Mark Lockheart, formerly of Loose Tubes, and Pete Wareham.
As noted by the BBC, Polar Bear "combine the fervour of free jazz with the intensity of punk" and fans of exciting, eclectic music will be surely be sad to miss the chance to see them in action.
Ticket prices range from £15 to £26 and the nearest tube is Leicester Square.
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