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Functions
matrixrecovery
pyOptSpace_py3_custom
pyOptSpace_py3_linux_custom
res-20190119-9
LICENSE
README.md
analyze_expr01_20190119-9_paper.py
blbandits3.py
bleval.py
calcsubset.py
expr01_defs.py
myutils3_v2.py
optspace.cpython-36m-darwin.so
optspace_runtests.py
run_expr01.py

README.md

lrbandit

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 setup.py install
  • for mac
    • in pyOptSpace_py3_custom, run cython optspace.pyx then python3 setup.py 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 analyze_expr01_20190119-9_paper.py

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 
do
python3  run_expr01.py ${A} -- -d 8 -R 0.01 -r 1 -T 10000 -tg 1 --nTry=60 |& tee log_0119_${A}.txt;
done
  1. move all .pkl files to a subfolder with name XXX (with your choice)
  2. modify analyze_expr01_20190119-9_paper.py line 4-10 so that the prefix points to the folder ./XXX/ and the file names are appropriately changed.
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