A collection of the pytorch implementation of neural bandit algorithm includes neuralUCB Neural Contextual Bandits with UCB-based Exploration and neural Thompson sampling NEURAL THOMPSON SAMPLING.
This project contrasts the performance of neuralUCB and neuralTS with that of LinUCB and LinTS over the IRIS dataset.
In the consideration of the lack of an modularized and open-source neural bandit algorithm collection, this project designed a general neural bandit framework to make it convenient for users to apply neural bandit algorithms in their own project.
The simulation result is shown below.
To obtain this performance, you can simply run main.py.