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Distributed Contextual Linear Bandits with Minimax Optimal Communication Cost

ICML 2023 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use batch elimination with a server and communicate only reward-feature vectors at batch boundariesDistributed contextual linear bandits · Stochastic contextscommunication cost: $\mathcal{O}(dN\log\log(NT))$ versus the lower bound $\Omega(dN)$Helped
Use DisBE-LUCB batch elimination instead of DisLinUCBDistributed contextual linear bandits · Synthetic stochastic contextscommunication costHelped
Use DisBE-LUCB batch elimination instead of DisLinUCBDistributed contextual linear bandits · Synthetic stochastic contextsregretNo clear effect
Replace standard confidence intervals with the paper's distribution-based confidence intervals (ablation)DisBE-LUCB · Stochastic contextscommunication cost: $\tilde{\mathcal{O}}(d^2N)$ to $\tilde{\mathcal{O}}(dN)$Helped
Estimate the context-distribution matrix rather than use its exact value (ablation)DisBE-LUCB · Stochastic contexts, estimated context distributionregret: $(1-\max_{m\in[M]}\epsilon_m)^{-1}$Hurt
Round communicated vector entries to precision $\epsilon_0$ (ablation)DisBE-LUCB · Stochastic contexts, rounded messagesregret: its regret is same as DisBE-LUCB'sNo clear effect
Replace the central server with neighbor-only communication and consensus (ablation)DisBE-LUCB · Stochastic contexts on a communication graphcommunication cost: extra multiplication factor $\log(dN)\delta_{\rm max}/\sqrt{1/\abs{\lambda_2}}$Hurt
Replace the central server with neighbor-only communication and consensus (ablation)DisBE-LUCB · Stochastic contexts on a communication graphregret: $\log(dN)NM/\sqrt{1/\abs{\lambda_2}}$Hurt

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