This work aims to reproduce the experiments from the paper Thompson Sampling for Bandits with Clustered Arms (Carlsson et al. 2021, available on link), presented at the IJCAI 2021.
Each bandits_*.R script reproduces its part of the experiments, while utils.R contains functions that builds the required synthetic datasets and the implementations of all used algorithms.
In the folder figures, the outputs of the scripts (i.e. results of experiments in the form of visualisations) are saved.
The code for the project is written in R (version 4.1.1.). To run all the scripts you need to have installed the following libraries (available on CRAN):
- ggplot2 (version 3.3.4),
- mvtnorm (version 1.1.3) (needed just for the contextual bandits),
- stats (version 4.1.1).