Code for the ICML 2021 "On Limited-Memory Subsampling Strategies for Bandits" paper. The article is joint work with Dorian Baudry and Olivier Cappé.
Here, the LB-SDA-LM and SW-LB-SDA algorithms from the paper are implemented.
The empirical performance of the algorithms are reported in the different notebooks in the notebook folder.
Please contact yoan.russac@ens.fr for any further information.