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NeuralUCB

This repository contains our pytorch implementation of NeuralUCB in the paper Neural Contextual Bandits with UCB-based Exploration (accepted by ICML 2020).

Prerequisites:

  • Pytorch and CUDA
  • future==0.18.2
  • joblib==0.15.1
  • numpy==1.18.1
  • pkg-resources==0.0.0
  • scikit-learn==0.22.1
  • scipy==1.4.1
  • torch==1.5.0

Usage:

Use python to run train.py for experiments.

Command Line Arguments:

  • --size: bandit algorithm time horizon
  • --dataset: datasets
  • --shuffle: to shuffle the dataset or not
  • --seed: random seed for shuffle
  • --nu: nu for control variance
  • --lambda: lambda for regularization
  • --hidden: network hidden size

Usage Examples:

  • Run experiments on mnist:
  -  python3 train.py --nu 0.00001 --lamdba 0.00001 --dataset mnist

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