Pure Exploration in Asynchronous Federated Bandits
Zichen Wang Chuanhao Li Chenyu Song Lianghui Wang Quanquan Gu Huazheng Wang
We study the federated pure exploration problem of multi-armed bandits and
linear bandits, where $M$ agents cooperatively identify the best arm via
communicating with the central server. To enhance the robustness against
latency and unavailability of agents that are common in practice, we propose
the first federated asynchronous multi-armed bandit and linear bandit
algorithms for pure exploration with fixed confidence. Our theoretical analysis
shows the proposed algorithms achieve near-optimal sample complexities and
efficient communication costs in a fully asynchronous environment. Moreover,
experimental results based on synthetic and real-world data empirically
elucidate the effectiveness and communication cost-efficiency of the proposed
algorithms.