Distributed Bandit Learning: Near-Optimal Regret with Efficient Communication

Abstract

We study the problem of regret minimization for distributed bandits learning, in which M agents work collaboratively to minimize their total regret under the coordination of a central server. Our goal is to design communication protocols with near-optimal regret and little communication cost, which is measured by the total amount of transmitted data. For distributed multi-armed bandits, we propose a protocol with near-optimal regret and only O(M(MK)) communication cost, where K is the number of arms. The communication cost is independent of the time horizon T, has only logarithmic dependence on the number of arms, and matches the lower bound except for a logarithmic factor. For distributed d-dimensional linear bandits, we propose a protocol that achieves near-optimal regret and has communication cost of order O(Md), which has only logarithmic dependence on T.

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