论文标题

分布式上下文线性匪徒,具有最小的最佳通信成本

Distributed Contextual Linear Bandits with Minimax Optimal Communication Cost

论文作者

Amani, Sanae, Lattimore, Tor, György, András, Yang, Lin F.

论文摘要

我们研究具有随机上下文的分布式上下文线性匪徒,其中$ n $代理商在$ t $回合的过程中使用$ d $维度的特征解决了线性的匪徒优化问题。对于此问题,我们将获得有史以来的第一个信息理论下限$ω(DN)$,涉及任何在遗憾最小化设置中最佳执行的算法的通信成本。然后,我们提出了Linucb算法的分布式批处理消除版本,即Disbe-Lucb,代理通过中央服务器相互共享信息。我们证明,disbe-lucb的沟通成本与我们的下限与对数因素相匹配。特别是,对于具有已知上下文分布的场景,disbe-lucb的通信成本仅为$ \ tilde {\ nathcal {o}}(dn)$,其遗憾的是$ {\ tilde {\ tilde {\ tilde {\ nathcal {o}}}}}}}}}}}(\ sqrt {dnt})$,and an an an an an an an an an an an and and and and and Insriith and Insriith of and Insriith of and Insriith of and Insriith of and Insriith of and Insriith $ nt $ rounds。我们还为仅估计上下文分布的实际设置提供了类似的界限。因此,就\ emph {既遗憾和交流成本}而言,我们提出的算法几乎是最佳的最佳选择。最后,我们提出了Desbe-lucb,这是一个完全分散的Disbe-Lucb,该版本无需中央服务器,代理通过精心设计的共识过程与他们的\ emph {直接邻居}共享信息。

We study distributed contextual linear bandits with stochastic contexts, where $N$ agents act cooperatively to solve a linear bandit-optimization problem with $d$-dimensional features over the course of $T$ rounds. For this problem, we derive the first ever information-theoretic lower bound $Ω(dN)$ on the communication cost of any algorithm that performs optimally in a regret minimization setup. We then propose a distributed batch elimination version of the LinUCB algorithm, DisBE-LUCB, where the agents share information among each other through a central server. We prove that the communication cost of DisBE-LUCB matches our lower bound up to logarithmic factors. In particular, for scenarios with known context distribution, the communication cost of DisBE-LUCB is only $\tilde{\mathcal{O}}(dN)$ and its regret is ${\tilde{\mathcal{O}}}(\sqrt{dNT})$, which is of the same order as that incurred by an optimal single-agent algorithm for $NT$ rounds. We also provide similar bounds for practical settings where the context distribution can only be estimated. Therefore, our proposed algorithm is nearly minimax optimal in terms of \emph{both regret and communication cost}. Finally, we propose DecBE-LUCB, a fully decentralized version of DisBE-LUCB, which operates without a central server, where agents share information with their \emph{immediate neighbors} through a carefully designed consensus procedure.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源