Personalized Federated X -armed Bandit
- URL: http://arxiv.org/abs/2310.16323v1
- Date: Wed, 25 Oct 2023 03:11:32 GMT
- Title: Personalized Federated X -armed Bandit
- Authors: Wenjie Li, Qifan Song, Jean Honorio
- Abstract summary: We study the personalized federated $mathcalX$-armed bandit problem, where the heterogeneous local objectives of the clients are optimized simultaneously in the federated learning paradigm.
We propose the textttPF-PNE algorithm with a unique double elimination strategy, which safely eliminates the non-optimal regions while encouraging federated collaboration through biased but effective evaluations of the local objectives.
- Score: 44.7483638955294
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this work, we study the personalized federated $\mathcal{X}$-armed bandit
problem, where the heterogeneous local objectives of the clients are optimized
simultaneously in the federated learning paradigm. We propose the
\texttt{PF-PNE} algorithm with a unique double elimination strategy, which
safely eliminates the non-optimal regions while encouraging federated
collaboration through biased but effective evaluations of the local objectives.
The proposed \texttt{PF-PNE} algorithm is able to optimize local objectives
with arbitrary levels of heterogeneity, and its limited communications protects
the confidentiality of the client-wise reward data. Our theoretical analysis
shows the benefit of the proposed algorithm over single-client algorithms.
Experimentally, \texttt{PF-PNE} outperforms multiple baselines on both
synthetic and real life datasets.
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