Fairness and Privacy Guarantees in Federated Contextual Bandits

This paper studies the contextual multi-armed bandit problem with fairness and privacy guarantees in a federated setting. It proposes a collaborative algorithm, Fed-FairX-LinUCB that achieves sublinear fairness regret and can be adapted to ensure differential privacy. The key challenge is designing a communication protocol that balances privacy and regret. The proposed protocol achieves both sub-linear fairness regret and effective use of privacy budget. Experiments validates the efficacy of both Fed-FairX-LinUCB and its private counterpart, Priv-FairX-LinUCB