Efficient Online Bayesian Inference for Neural Bandits

🚨Breaking changes🚨
See aistats2022 release For a JSL@ceeef0 and jax<=0.2.22 compatible version.

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By Gerardo Durán-Martín, Aleyna Kara, and Kevin Murphy

Arxiv paper.

Slides

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Installation

pip install fire
pip install ml-collections

Reproduce the results

There are two ways to reproduce the results from the paper

Run the scripts

To reproduce the results, cd into the project folder and run

python bandits test

python bandits run_and_plot

Step by step

If you only want to reproduce the results, run

python bandits run_experiments

If you have previously reproduced the results and want to reproduce the plots, run

python bandits plot_experiments

The results will be stored inside bandits/figures/.

Execute the notebooks

An alternative way to reproduce the results is to simply open and run subspace_bandits.ipynb