Collaborative Learning in Kernel-based Bandits for Distributed Users
- URL: http://arxiv.org/abs/2207.07948v2
- Date: Mon, 17 Apr 2023 15:45:37 GMT
- Title: Collaborative Learning in Kernel-based Bandits for Distributed Users
- Authors: Sudeep Salgia, Sattar Vakili, Qing Zhao
- Abstract summary: We study collaborative learning among distributed clients facilitated by a central server.
Each client is interested in maximizing a personalized objective function that is a weighted sum of its local objective and a global objective.
We adopt the kernel-based bandit framework where the objective functions belong to a reproducing kernel Hilbert space.
- Score: 16.0251555430107
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study collaborative learning among distributed clients facilitated by a
central server. Each client is interested in maximizing a personalized
objective function that is a weighted sum of its local objective and a global
objective. Each client has direct access to random bandit feedback on its local
objective, but only has a partial view of the global objective and relies on
information exchange with other clients for collaborative learning. We adopt
the kernel-based bandit framework where the objective functions belong to a
reproducing kernel Hilbert space. We propose an algorithm based on surrogate
Gaussian process (GP) models and establish its order-optimal regret performance
(up to polylogarithmic factors). We also show that the sparse approximations of
the GP models can be employed to reduce the communication overhead across
clients.
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