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This code is for the NeurIPS 2022 paper:

Khaled Nakhleh, I-Hong Hou. DeepTOP: Deep Threshold-Optimal Policy for MDPs and RMABs. In Advances in Neural Information Processing Systems (NeurIPS 2022), volume 36, December 2022.

Description


The algorithm was implemented for the Markov Decision Process (MDP), and the Restless Multi-Armed Bandits (RMABs) settings. Corresponding settings are stored in separate directories (recovering bandits setting is under the "recovering_bandits_rmab" directory).

As an example to run an MDP algorithm, run from the MDP directory:

python3 -u main_DeepTOP_charging.py > output_DeepTOP_charging.txt &
python3 -u main_DeepTOP_inventory.py > output_DeepTOP_inventory.txt &
python3 -u main_DeepTOP_make_to_stock.py > output_DeepTOP_make_to_stock.txt &

Also for the RMAB algorithm run:

python3 -u main_DeepTOP.py --nb_arms 10 --budget 3 > output_DeepTOP_A10B3.txt & 
python3 -u main_DeepTOP.py --nb_arms 20 --budget 5 > output_DeepTOP_A20B5.txt & 
python3 -u main_DeepTOP.py --nb_arms 30 --budget 6 > output_DeepTOP_A30B6.txt & 

Acknowledgment


The source code relies on classes and functions from other open-source repositories. Cited code includes recognition in its respective file.

The LPQL and WIBQL implementations under "tabular_methods/" and "recovering_bandits_rmab/recovering_tabular_methods/" were taken from the repository: https://github.com/killian-34/MAIQL_and_LPQL

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code base for the NeurIPS 2022 paper: "DeepTOP: Deep Optimal-Threshold Optimal Policy for MDPs and RMABs."

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