FSCLB scales federated linear contextual bandits with sketching to achieve over 90% lower computation and communication costs while preserving a near-optimal regret bound of O(sqrt(l d T)).
Tropp, Alp Yurtsever, Madeleine Udell, and V olkan Cevher
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Scaling Federated Linear Contextual Bandits via Sketching
FSCLB scales federated linear contextual bandits with sketching to achieve over 90% lower computation and communication costs while preserving a near-optimal regret bound of O(sqrt(l d T)).