Can I read Federated Offline Policy Learning on EtoBox?

Federated Offline Policy Learning by Carranza, Aldo Gael; Athey, Susan is a scholarly article available to read on EtoBox.

What is Federated Offline Policy Learning about?

We consider the problem of learning personalized decision policies from observational bandit feedback data across multiple heterogeneous data sources. In our approach, we introduce a novel regret analysis that establishes finite-sample upper bounds on distinguishing notions of global regret for all data sources on aggregate and of local regret for any given data source. We characterize these regret bounds by expressions of source heterogeneity and distribution shift. Moreover, we examine the practical considerations of this problem in the federated setting where a central server aims to train a policy on data distributed across the heterogeneous sources without collecting any of their raw data. We present a policy learning algorithm amenable to federation based on the aggregation of local policies trained with doubly robust offline policy evaluation strategies. Our analysis and supporting experimental results provide insights into tradeoffs in the participation of heterogeneous data sources in offline policy learning.

Author

Carranza, Aldo Gael; Athey, Susan

Published

2023

Language

EN