arXiv:2605.00500cs.LG2026-05

用压缩技术降低联邦线性上下文博弈的计算通信开销

Scaling Federated Linear Contextual Bandits via Sketching

论文配图:Scaling Federated Linear Contextual Bandits via Sketching
图 1 · 摘自论文原文
  • 用奇异值分解和双压缩策略替代直接计算,大幅降低算力需求
  • 每轮计算复杂度从O(d³)降至O(l²d),通信量从O(d²)降至O(ld)
  • 适合大规模高维数据下的分布式强化学习场景

在联邦线性上下文博弈中,高维数据导致计算与通信成本过高:本地代理需进行O(d³)时间的行列式计算,并上传O(d²)参数,现有算法难以扩展,其中d为数据维度。本文提出联邦压缩上下文线性博弈(FSCLB)。在计算方面,利用SVD间接获取通信所需的行列式,消除直接计算的高昂开销,将每轮复杂度从O(d³)降至O(l²d),l<d为压缩尺寸。在通信方面,引入双压缩策略,将上传与下载成本从O(d²)降至O(ld)。将压缩更新直接融入联邦框架会破坏局部增量性并违反异步通信条件;FSCLB通过在通信决策时以压缩矩阵替代协方差矩阵解决该问题。理论上,FSCLB实现 ilde{O}(( oot{2}{d} + oot{2}{M ho_l}) oot{2}{lT})的累积损失界,其中 ho_l为协方差矩阵谱尾上界;当l超过协方差矩阵秩时,损失界简化为 ilde{O}( oot{2}{ldT}),与无压缩最优结果一致。合成与真实数据集上的实验表明,FSCLB将计算与通信成本降低超90%,同时仅牺牲可忽略的累计奖励。

原文摘要 · Abstract (English)

In federated contextual linear bandits, high data dimensionality incurs prohibitive computation and communication costs: local agents perform $O(d^3)$-time determinant computation and upload $O(d^2)$ parameters, making existing algorithms unscalable, where $d$ is the dimension of data. To relieve these scaling bottlenecks, this paper proposes Federated Sketch Contextual Linear Bandits (FSCLB). On the computation side, FSCLB uses SVD to indirectly obtain the determinant required for communication, eliminating the prohibitive cost of direct determinant calculation and cutting complexity from $O(d^3)$ to $O(l^2d)$ per round, where $l< d$ is the sketch size. On the communication side, FSCLB introduces a double-sketch strategy that reduces both upload and download costs from $O(d^2)$ to $O(ld)$. Naively involving sketch update into federated contextual linear bandits can destroy the local increment and invalidate the asynchronous communication condition; FSCLB solves this by replacing the covariance matrix with the sketch matrix when deciding whether to communicate. Theoretically, FSCLB achieves a regret bound of $\widetilde{O} ((\sqrt{d}+\sqrt{M\varepsilon_l})\sqrt{lT})$, where $\varepsilon_l$ is the upper bounded by the spectral tail of the covariance matrix; when $l$ exceeds the rank of the covariance matrix, the bound simplifies to $\widetilde{O}(\sqrt{ldT})$, matching the optimal no-sketch regret. Experiments on both synthetic and real-world datasets show that FSCLB significantly reduces computational and communication costs by over 90 \% while sacrificing only a negligible amount of cumulative reward.

联邦学习上下文博弈压缩技术

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