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We study a model-free federated linear quadratic regulator (LQR) problem where M agents with unknown, distinct yet similar dynamics collaboratively learn an optimal policy to minimize an average quadratic cost while keeping their data…

Optimization and Control · Mathematics 2023-08-24 Han Wang , Leonardo F. Toso , Aritra Mitra , James Anderson

We initiate the study of federated reinforcement learning under environmental heterogeneity by considering a policy evaluation problem. Our setup involves $N$ agents interacting with environments that share the same state and action space…

Machine Learning · Computer Science 2024-07-02 Han Wang , Aritra Mitra , Hamed Hassani , George J. Pappas , James Anderson

Federated learning (FL) enables on-device training over distributed networks consisting of a massive amount of modern smart devices, such as smartphones and IoT (Internet of Things) devices. However, the leading optimization algorithm in…

Machine Learning · Computer Science 2019-09-04 Xin Yao , Tianchi Huang , Chenglei Wu , Rui-Xiao Zhang , Lifeng Sun

Federated Learning is a machine learning setting where the goal is to train a high-quality centralized model while training data remains distributed over a large number of clients each with unreliable and relatively slow network…

Machine Learning · Computer Science 2017-11-01 Jakub Konečný , H. Brendan McMahan , Felix X. Yu , Peter Richtárik , Ananda Theertha Suresh , Dave Bacon

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

Machine Learning · Computer Science 2024-01-31 Jiabin Lin , Shana Moothedath

We consider a setting involving $N$ agents, where each agent interacts with an environment modeled as a Markov Decision Process (MDP). The agents' MDPs differ in their reward functions, capturing heterogeneous objectives/tasks. The…

Machine Learning · Computer Science 2024-09-10 Feng Zhu , Robert W. Heath , Aritra Mitra

In this paper, we present the Federated Upper Confidence Bound Value Iteration algorithm ($\texttt{Fed-UCBVI}$), a novel extension of the $\texttt{UCBVI}$ algorithm (Azar et al., 2017) tailored for the federated learning framework. We prove…

Machine Learning · Computer Science 2024-10-31 Safwan Labbi , Daniil Tiapkin , Lorenzo Mancini , Paul Mangold , Eric Moulines

We study model-free Q-learning in finite-horizon episodic Markov Decision Processes (MDPs) with stationary dynamics across episodes. We identify a central issue in nascent model-free posterior-sampling works: the reliance on delayed…

Machine Learning · Computer Science 2026-05-21 Sofia R. Miskala-Dinc , Aviva Prins

The demand for collaborative and private bandit learning across multiple agents is surging due to the growing quantity of data generated from distributed systems. Federated bandit learning has emerged as a promising framework for private,…

Machine Learning · Computer Science 2024-03-04 Ethan Blaser , Chuanhao Li , Hongning Wang

In this paper, we investigate federated contextual linear bandit learning within a wireless system that comprises a server and multiple devices. Each device interacts with the environment, selects an action based on the received reward, and…

Machine Learning · Computer Science 2023-08-29 Jiali Wang , Yuning Jiang , Xin Liu , Ting Wang , Yuanming Shi

Federated learning is a machine learning approach that enables multiple devices (i.e., agents) to train a shared model cooperatively without exchanging raw data. This technique keeps data localized on user devices, ensuring privacy and…

Machine Learning · Computer Science 2025-07-16 Dimitrios Kritsiolis , Constantine Kotropoulos

This paper investigates the potential of quantum acceleration in addressing infinite horizon Markov Decision Processes (MDPs) to enhance average reward outcomes. We introduce an innovative quantum framework for the agent's engagement with…

Machine Learning · Computer Science 2025-05-28 Bhargav Ganguly , Yang Xu , Vaneet Aggarwal

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

Machine Learning · Computer Science 2023-10-19 Haolin Liu , Chen-Yu Wei , Julian Zimmert

We propose an optimal iterative scheme for federated transfer learning, where a central planner has access to datasets ${\cal D}_1,\dots,{\cal D}_N$ for the same learning model $f_{\theta}$. Our objective is to minimize the cumulative…

Machine Learning · Computer Science 2024-10-04 Xuwei Yang , Anastasis Kratsios , Florian Krach , Matheus Grasselli , Aurelien Lucchi

Contextual bandit algorithms have been recently studied under the federated learning setting to satisfy the demand of keeping data decentralized and pushing the learning of bandit models to the client side. But limited by the required…

Machine Learning · Computer Science 2022-10-14 Chuanhao Li , Hongning Wang

Federated learning (FL) aims to minimize the communication complexity of training a model over heterogeneous data distributed across many clients. A common approach is local methods, where clients take multiple optimization steps over local…

Machine Learning · Computer Science 2023-04-18 Charlie Hou , Kiran K. Thekumparampil , Giulia Fanti , Sewoong Oh

This paper presents the first non-asymptotic result showing that a model-free algorithm can achieve a logarithmic cumulative regret for episodic tabular reinforcement learning if there exists a strictly positive sub-optimality gap in the…

Machine Learning · Computer Science 2021-02-24 Kunhe Yang , Lin F. Yang , Simon S. Du

We study reinforcement learning in non-episodic factored Markov decision processes (FMDPs). We propose two near-optimal and oracle-efficient algorithms for FMDPs. Assuming oracle access to an FMDP planner, they enjoy a Bayesian and a…

Machine Learning · Statistics 2020-06-09 Ziping Xu , Ambuj Tewari

With more regulations tackling users' privacy-sensitive data protection in recent years, access to such data has become increasingly restricted and controversial. To exploit the wealth of data generated and located at distributed entities…

Machine Learning · Computer Science 2020-11-10 Nader Bouacida , Jiahui Hou , Hui Zang , Xin Liu

Many real-world applications, such as those in medical domains, recommendation systems, etc, can be formulated as large state space reinforcement learning problems with only a small budget of the number of policy changes, i.e., low…

Machine Learning · Computer Science 2021-01-05 Minbo Gao , Tianle Xie , Simon S. Du , Lin F. Yang