We consider a network scenario in which agents can evaluate each other according to a score graph that models some interactions. The goal is to design a distributed protocol, run by the agents, that allows them to learn their unknown state among a finite set of possible values.We propose a Bayesian framework in which scores and states are associated to probabilistic events with unknown parameters and hyperparameters, respectively. We show that each agent can learn its state by means of a local Bayesian classifier and a (centralized) Maximum-Likelihood (ML) estimator of parameter-hyperparameter that combines plain ML and Empirical Bayes approaches. By using tools from graphical models, which allow us to gain insight on conditional dependencies of scores and states, we provide a relaxed probabilistic model that ultimately leads to a parameter-hyperparameter estimator amenable to distributed computation. To highlight the appropriateness of the proposed relaxation, we demonstrate the distributed estimators on a social interaction set-up for user profiling.