  We address in this paper a particular instance of the multi-agent linear
stochastic bandit problem, called clustered multi-agent linear bandits. In this
setting, we propose a novel algorithm leveraging an efficient collaboration
between the agents in order to accelerate the overall optimization problem. In
this contribution, a network controller is responsible for estimating the
underlying cluster structure of the network and optimizing the experiences
sharing among agents within the same groups. We provide a theoretical analysis
for both the regret minimization problem and the clustering quality. Through
empirical evaluation against state-of-the-art algorithms on both synthetic and
real data, we demonstrate the effectiveness of our approach: our algorithm
significantly improves regret minimization while managing to recover the true
underlying cluster partitioning.
