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A Simple and Provably Efficient Algorithm for Asynchronous Federated Contextual Linear Bandits

NeurIPS 2022 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Oracle-efficient contextual bandits · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a determinant-based local communication trigger with fully independent agent-server communicationFedLinUCB · Federated contextual linear bandits (asynchronous)regret: d\sqrt{T} \log THelped
Use a determinant-based local communication triggerFedLinUCB · Federated contextual linear bandits (asynchronous)communication complexity: d M^2\log THelped
Use lazy model updates, updating the policy only after communicating with the serverFedLinUCB · Federated contextual linear bandits (asynchronous)switching cost: \tilde O(dM^2)Helped
Use less than O(M/\log (T/M)) expected communicationsFederated contextual linear bandit algorithms · Federated contextual linear banditsregret: \Omega(d\sqrt{MT})Hurt

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