论文标题

在具有未知统计数据的多服务器系统中安排学习时学习:MaxWeight具有打折的UCB

Learning While Scheduling in Multi-Server Systems with Unknown Statistics: MaxWeight with Discounted UCB

论文作者

Yang, Zixian, Srikant, R., Ying, Lei

论文摘要

多服务器队列系统是广泛使用的模型,用于机器学习,无线网络,众包和医疗保健系统中的工作调度。本文考虑了具有多个服务器和多种类型的作业的多服务器系统,其中不同的作业类型需要在不同服务器上使用不同量的处理时间。目标是在不知道处理时间的统计数据的情况下安排在服务器上的作业。要充分利用服务器的处理能力,众所周知,必须至少学习不同服务器上不同工作类型的服务率。关于该主题的先前工作将使学习和调度阶段变形,这会导致过度探索或工作延迟。我们提出了一种新的算法,该算法将MaxWeauight计划策略与折现的上限限制(UCB)结合在一起,以同时学习统计信息并将作业安排到服务器。我们证明,在我们的算法下,渐近平均队列长度由一个由订单最佳的交通松弛度划分的界限。我们还获得了一个呈指数衰减的概率尾巴,以任何时间的队列长度结合。这些结果均适用于固定和非组织服务率。模拟证实,我们算法的延迟性能比以前提出的算法好几个数量级。

Multi-server queueing systems are widely used models for job scheduling in machine learning, wireless networks, crowdsourcing, and healthcare systems. This paper considers a multi-server system with multiple servers and multiple types of jobs, where different job types require different amounts of processing time at different servers. The goal is to schedule jobs on servers without knowing the statistics of the processing times. To fully utilize the processing power of the servers, it is known that one has to at least learn the service rates of different job types on different servers. Prior works on this topic decouple the learning and scheduling phases which leads to either excessive exploration or extremely large job delays. We propose a new algorithm, which combines the MaxWeight scheduling policy with discounted upper confidence bound (UCB), to simultaneously learn the statistics and schedule jobs to servers. We prove that under our algorithm the asymptotic average queue length is bounded by one divided by the traffic slackness, which is order-wise optimal. We also obtain an exponentially decaying probability tail bound for any-time queue length. These results hold for both stationary and nonstationary service rates. Simulations confirm that the delay performance of our algorithm is several orders of magnitude better than previously proposed algorithms.

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