According to LostPedia

'Polar bears were brought to the Island by the DHARMA Initiative, who held them in cages at the Hydra station. Text on the blast door map suggests that DHARMA Initiative researchers were attempting to genetically modify the polar bears to allow them to survive warmer climates. At least some of the polar bears survived the Purge in 1992 and came to freely inhabit the Island.'
Source(s):
http://lostpedia.wikia.com/wiki/Polar_bears

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