论文标题
与异质客户联合的最佳手臂识别
Federated Best Arm Identification with Heterogeneous Clients
论文作者
论文摘要
当每个客户端都可以访问ARM的{\ em子集}时,我们在使用中央服务器和多个客户端的联合多臂匪徒设置中学习最佳ARM识别,并且每个ARM都会产生独立的高斯观察结果。目的是确定每个客户的最佳臂,对错误概率上的上限;在这里,最好的手臂是在所有访问手臂的客户中平均的最大{\ em平均值}价值。我们的兴趣在于渐近概率消失。我们提供了任何算法预期停止时间的生长速率的渐近下限。此外,我们表明,对于任何算法,其上限在预期的停止时间匹配的上限与下界达到乘法常数({\ em几乎是最佳}算法),任何两个连续的通信时间的比率都必须是{\ em限制的},结果是独立的。因此,我们推断出,算法可以比指数瞬间更稀少地进行交流,以使其几乎是最佳的。对于几乎最佳算法的类别,我们在预期的{\ em通信弹}的预期数量上介绍了首个渐近下限,直到停止。我们提出了一种新型算法,该算法在指数时刻进行通信,并证明它几乎是渐近的。
We study best arm identification in a federated multi-armed bandit setting with a central server and multiple clients, when each client has access to a {\em subset} of arms and each arm yields independent Gaussian observations. The goal is to identify the best arm of each client subject to an upper bound on the error probability; here, the best arm is one that has the largest {\em average} value of the means averaged across all clients having access to the arm. Our interest is in the asymptotics as the error probability vanishes. We provide an asymptotic lower bound on the growth rate of the expected stopping time of any algorithm. Furthermore, we show that for any algorithm whose upper bound on the expected stopping time matches with the lower bound up to a multiplicative constant ({\em almost-optimal} algorithm), the ratio of any two consecutive communication time instants must be {\em bounded}, a result that is of independent interest. We thereby infer that an algorithm can communicate no more sparsely than at exponential time instants in order to be almost-optimal. For the class of almost-optimal algorithms, we present the first-of-its-kind asymptotic lower bound on the expected number of {\em communication rounds} until stoppage. We propose a novel algorithm that communicates at exponential time instants, and demonstrate that it is asymptotically almost-optimal.