# Decentralized Contextual Bandits with Network Adaptivity

arXiv: https://arxiv.org/abs/2508.13411 · HTML: https://mlsanity.com/paper/2508.13411/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 21 of its 49 references that are in the map.
- First posted on arXiv 19 Aug 2025.

## Builds on (most cited first, 21 of 21)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [On the Convergence of Adam and Beyond](https://mlsanity.com/paper/1904.09237/) (2019)
- [Can Decentralized Algorithms Outperform Centralized Algorithms? A Case Study for Decentralized Parallel Stochastic Gradient Descent](https://mlsanity.com/paper/1705.09056/) (2017)
- [Differentially-Private Federated Linear Bandits](https://mlsanity.com/paper/2010.11425/) (2020)
- [Federated Multi-armed Bandits with Personalization](https://mlsanity.com/paper/2102.13101/) (2021)
- [Federated Linear Contextual Bandits](https://mlsanity.com/paper/2110.14177/) (2021)
- [Impact of Representation Learning in Linear Bandits](https://mlsanity.com/paper/2010.06531/) (2020)
- [Distributed Clustering of Linear Bandits in Peer to Peer Networks](https://mlsanity.com/paper/1604.07706/) (2016)
- [Near-optimal Representation Learning for Linear Bandits and Linear RL](https://mlsanity.com/paper/2102.04132/) (2021)
- [Asynchronous Upper Confidence Bound Algorithms for Federated Linear Bandits](https://mlsanity.com/paper/2110.01463/) (2021)
- [Collaborative Learning of Stochastic Bandits over a Social Network](https://mlsanity.com/paper/1602.08886/) (2016)
- [The Pareto Frontier of model selection for general Contextual Bandits](https://mlsanity.com/paper/2110.13282/) (2021)
- [Estimation Considerations in Contextual Bandits](https://mlsanity.com/paper/1711.07077/) (2017)
- [Lifting the Information Ratio: An Information-Theoretic Analysis of Thompson Sampling for Contextual Bandits](https://mlsanity.com/paper/2205.13924/) (2022)
- [Fast Distributed Bandits for Online Recommendation Systems](https://mlsanity.com/paper/2007.08061/) (2020)
- [Instance-optimal PAC Algorithms for Contextual Bandits](https://mlsanity.com/paper/2207.02357/) (2022)
- [Doubly Optimal No-Regret Online Learning in Strongly Monotone Games with Bandit Feedback](https://mlsanity.com/paper/2112.02856/) (2021)
- [Stochastic contextual bandits with graph feedback: from independence number to MAS number](https://mlsanity.com/paper/2402.18591/) (2024)
- [Linear Contextual Bandits with Hybrid Payoff: Revisited](https://mlsanity.com/paper/2406.10131/) (2024)
- [Decision-Dependent Distributionally Robust Optimization with Application to Dynamic Pricing](https://mlsanity.com/paper/2508.06965/) (2025)
- [Online Learning in Contextual Bandits using Gated Linear Networks](https://mlsanity.com/paper/2002.11611/) (2020)

## Abstract (arXiv)

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also exhibiting local differences. While classical contextual bandits assume either fully centralized data or entirely isolated learners, much remains unexplored in networked environments when information is partially shared. In this paper, we address this gap by developing two network-aware Upper Confidence Bound (UCB) algorithms, NetLinUCB and Net-SGD-UCB, which enable adaptive information sharing guided by dynamically updated network weights. Our approach decompose learning into global and local components and as a result allow agents to benefit from shared structure without full synchronization. Both algorithms incur lighter communication costs compared to a fully centralized setting as agents only share computed summaries regarding the homogeneous features. We establish regret bounds showing that our methods reduce the learning complexity associated with the shared structure from O(N) to sublinear O(√N), where N is the size of the network. The two algorithms reveal complementary strengths: NetLinUCB excels in low-noise regimes with fine-grained heterogeneity, while Net-SGD-UCB is robust to high-dimensional, high-variance contexts. We further demonstrate the effectiveness of our methods across simulated pricing environments compared to standard benchmarks.
