mmab

Multiplayer multiarm bandits

Install

All commands are to be run from the unzipped directory unless specified otherwise.

Create virtual environment

conda create --name mmab pip
conda activate mmab

Requirements

pip install -r requirements.txt

For the core algorithm

• numpy

For plotting and running experiments

• matplotlib
• joblib

For running tests

• pytest

Install MMAB

pip install -e .

Run tests

pytest

Experiments

Reproducing Figure 1: Benchmark of ETC, UCB and Cautious Greedy on synthetic data with $\nu^* = 0$ (left) and $\nu^* = 1$ (right)

Move into the experiments directory and run the benchmark:

python experiment_aistats2024.py

The pdf is then available in the figure directory under the name "figure1.pdf"

Reproducing Figure 2: same experiment as Figure 1 with larger range of values for the horizon $T$

Move into the experiments directory and run the benchmark:

python rebuttal.py

The pdf is then available in the figure directory under the name "figure1_rebuttal.pdf"