Jingwen Tong;Xinran Li;Liqun Fu;Jun Zhang;Khaled B. Letaief
{"title":"用于合作资源分配的联合在线无休止强盗框架","authors":"Jingwen Tong;Xinran Li;Liqun Fu;Jun Zhang;Khaled B. Letaief","doi":"10.1109/TMC.2024.3453250","DOIUrl":null,"url":null,"abstract":"Restless multi-armed bandits (RMABs) have been widely utilized to address resource allocation problems with Markov reward processes (MRPs). Existing works often assume that the dynamics of MRPs are known prior, which makes the RMAB problem solvable from an optimization perspective. Nevertheless, an efficient learning-based solution for RMABs with unknown system dynamics remains an open problem. In this paper, we fill this gap by investigating a cooperative resource allocation problem with unknown system dynamics of MRPs. This problem can be modeled as a multi-agent online RMAB problem, where multiple agents collaboratively learn the system dynamics while maximizing their accumulated rewards. We devise a federated online RMAB framework to mitigate the communication overhead and data privacy issue by adopting the federated learning paradigm. Based on this framework, we put forth a Federated Thompson Sampling-enabled Whittle Index (FedTSWI) algorithm to solve this multi-agent online RMAB problem. The FedTSWI algorithm enjoys a high communication and computation efficiency, and a privacy guarantee. Moreover, we derive a regret upper bound for the FedTSWI algorithm. Finally, we demonstrate the effectiveness of the proposed algorithm on the case of online multi-user multi-channel access. Numerical results show that the proposed algorithm achieves a fast convergence rate of \n<inline-formula><tex-math>$\\mathcal {O}(\\sqrt{T\\log (T)})$</tex-math></inline-formula>\n and better performance compared with baselines. More importantly, its sample complexity reduces sublinearly with the number of agents.","PeriodicalId":50389,"journal":{"name":"IEEE Transactions on Mobile Computing","volume":null,"pages":null},"PeriodicalIF":7.7000,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A Federated Online Restless Bandit Framework for Cooperative Resource Allocation\",\"authors\":\"Jingwen Tong;Xinran Li;Liqun Fu;Jun Zhang;Khaled B. Letaief\",\"doi\":\"10.1109/TMC.2024.3453250\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Restless multi-armed bandits (RMABs) have been widely utilized to address resource allocation problems with Markov reward processes (MRPs). Existing works often assume that the dynamics of MRPs are known prior, which makes the RMAB problem solvable from an optimization perspective. Nevertheless, an efficient learning-based solution for RMABs with unknown system dynamics remains an open problem. In this paper, we fill this gap by investigating a cooperative resource allocation problem with unknown system dynamics of MRPs. This problem can be modeled as a multi-agent online RMAB problem, where multiple agents collaboratively learn the system dynamics while maximizing their accumulated rewards. We devise a federated online RMAB framework to mitigate the communication overhead and data privacy issue by adopting the federated learning paradigm. Based on this framework, we put forth a Federated Thompson Sampling-enabled Whittle Index (FedTSWI) algorithm to solve this multi-agent online RMAB problem. The FedTSWI algorithm enjoys a high communication and computation efficiency, and a privacy guarantee. Moreover, we derive a regret upper bound for the FedTSWI algorithm. Finally, we demonstrate the effectiveness of the proposed algorithm on the case of online multi-user multi-channel access. Numerical results show that the proposed algorithm achieves a fast convergence rate of \\n<inline-formula><tex-math>$\\\\mathcal {O}(\\\\sqrt{T\\\\log (T)})$</tex-math></inline-formula>\\n and better performance compared with baselines. More importantly, its sample complexity reduces sublinearly with the number of agents.\",\"PeriodicalId\":50389,\"journal\":{\"name\":\"IEEE Transactions on Mobile Computing\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":7.7000,\"publicationDate\":\"2024-09-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE Transactions on Mobile Computing\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://ieeexplore.ieee.org/document/10663957/\",\"RegionNum\":2,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"COMPUTER SCIENCE, INFORMATION SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Transactions on Mobile Computing","FirstCategoryId":"94","ListUrlMain":"https://ieeexplore.ieee.org/document/10663957/","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, INFORMATION SYSTEMS","Score":null,"Total":0}
A Federated Online Restless Bandit Framework for Cooperative Resource Allocation
Restless multi-armed bandits (RMABs) have been widely utilized to address resource allocation problems with Markov reward processes (MRPs). Existing works often assume that the dynamics of MRPs are known prior, which makes the RMAB problem solvable from an optimization perspective. Nevertheless, an efficient learning-based solution for RMABs with unknown system dynamics remains an open problem. In this paper, we fill this gap by investigating a cooperative resource allocation problem with unknown system dynamics of MRPs. This problem can be modeled as a multi-agent online RMAB problem, where multiple agents collaboratively learn the system dynamics while maximizing their accumulated rewards. We devise a federated online RMAB framework to mitigate the communication overhead and data privacy issue by adopting the federated learning paradigm. Based on this framework, we put forth a Federated Thompson Sampling-enabled Whittle Index (FedTSWI) algorithm to solve this multi-agent online RMAB problem. The FedTSWI algorithm enjoys a high communication and computation efficiency, and a privacy guarantee. Moreover, we derive a regret upper bound for the FedTSWI algorithm. Finally, we demonstrate the effectiveness of the proposed algorithm on the case of online multi-user multi-channel access. Numerical results show that the proposed algorithm achieves a fast convergence rate of
$\mathcal {O}(\sqrt{T\log (T)})$
and better performance compared with baselines. More importantly, its sample complexity reduces sublinearly with the number of agents.
期刊介绍:
IEEE Transactions on Mobile Computing addresses key technical issues related to various aspects of mobile computing. This includes (a) architectures, (b) support services, (c) algorithm/protocol design and analysis, (d) mobile environments, (e) mobile communication systems, (f) applications, and (g) emerging technologies. Topics of interest span a wide range, covering aspects like mobile networks and hosts, mobility management, multimedia, operating system support, power management, online and mobile environments, security, scalability, reliability, and emerging technologies such as wearable computers, body area networks, and wireless sensor networks. The journal serves as a comprehensive platform for advancements in mobile computing research.