Self-Learning Threshold-Based Load Balancing
Diego Goldsztajn, Sem C. Borst, Johan S. H. van Leeuwaarden, Debankur, Mukherjee, Philip A. Whiting

TL;DR
This paper proposes an adaptive, threshold-based load balancing policy for large-scale service systems that optimally balances load with minimal communication, even under unknown and time-varying demand.
Contribution
It introduces an online learning method for tuning the load balancing threshold, proven to converge to the optimal value with theoretical guarantees.
Findings
Optimality of the threshold policy on fluid and diffusion scales
Effective online threshold tuning with convergence guarantees
Numerical results show robustness under changing demand patterns
Abstract
We consider a large-scale service system where incoming tasks have to be instantaneously dispatched to one out of many parallel server pools. The user-perceived performance degrades with the number of concurrent tasks and the dispatcher aims at maximizing the overall quality-of-service by balancing the load through a simple threshold policy. We demonstrate that such a policy is optimal on the fluid and diffusion scales, while only involving a small communication overhead, which is crucial for large-scale deployments. In order to set the threshold optimally, it is important, however, to learn the load of the system, which may be unknown. For that purpose, we design a control rule for tuning the threshold in an online manner. We derive conditions which guarantee that this adaptive threshold settles at the optimal value, along with estimates for the time until this happens. In addition, we…
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