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This is the code for the paper 'Bilinear Bandits with Low-rank Structure' published in ICML 2019.

Required software

  • python 3 with numpy, scipy, sklearn, cython

Compile needed

  • in matrixrecovery, run cython myutils_cython.pyx and then python3 install
  • for mac
    • in pyOptSpace_py3_custom, run cython optspace.pyx then python3 install
    • copy the created *.so file to the upper directory
  • for linux
    • do the same as mac above, but in the directory pyOptSpace_py3_linux_custom

To replicate the plot in the paper (expreiment data already run)

  • run python3

To replicate the result in the paper

  1. run the script (recommended to use nTry=2 to ensure there is no runtime error)
for A in  bltwostage-bm-sp_simple2 bltwostage-sp_simple2 blonestage-sp_simple2 bloful 
python3 ${A} -- -d 8 -R 0.01 -r 1 -T 10000 -tg 1 --nTry=60 |& tee log_0119_${A}.txt;
  1. move all .pkl files to a subfolder with name XXX (with your choice)
  2. modify line 4-10 so that the prefix points to the folder ./XXX/ and the file names are appropriately changed.
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