Distributed Clustering of Linear Bandits in Peer to Peer Networks

26 Apr 2016Nathan KordaBalazs SzorenyiShuai Li

We provide two distributed confidence ball algorithms for solving linear bandit problems in peer to peer networks with limited communication capabilities. For the first, we assume that all the peers are solving the same linear bandit problem, and prove that our algorithm achieves the optimal asymptotic regret rate of any centralised algorithm that can instantly communicate information between the peers... (read more)

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