ContextualBO

Code associated with paper "High-Dimensional Contextual Policy Search with Unknown Context Rewards using Bayesian Optimization"

Installation

To install the code clone the repo and install the dependencies as

git clone https://github.com/facebookresearch/ContextualBO.git
cd ContextualBO
python3 -m pip install -r requirements.txt

Some of the baselines require additional packages that can not be pip-installed.

Reproducing the experiments

This repository contains the code required to run the numerical experiments and the contextual Adaptive Bitrate (ABR) video playback experiment in the paper.

Running Synethetic Benchmarks

The benchmarks/ directory contains code for running the numerical experiments described in the paper. The benchmark problems are defined in synethetic_problems.py.

Running Park ABR experiments

The park_abr/ directory contains code for running the benchmark BO experiments described in the paper. The park problem is defined in fb_abr_problem.py and the simulator park_abr/park/ is a folk of the adaptive video streaming environment in https://github.com/park-project/park. Each method has its own script for evaluating that method on the appropriate set of benchmark problems: run_park_{method}.py, where {method} is:

• lcea, for our method LCE-A, implemented in Ax
• sac, for our method SAC, implemented in Ax
• standard_bo, for Standard BO, implemented in Ax
• alebo, for ALEBO implemented in Ax
• hesbo, for HesBO implemented in Ax
• rembo, for REMBO implemented in Ax
• addgpucb for Add-GP-UCB via Dragonfly
• cma_es for CMA-ES
• ebo for Ensemble Bayesian Optimization
• turbo for TuRBO
• non_contextual, for Standard BO used for non-contextual optmization, implemented in Ax

See the paper for references for each of these methods. Each file explains what needs to be done in order to run the experiments for that method. For instance, run_park_cma_es.py requires installing cma from pip; run_park_ebo.py requires cloning a repository. See each file for its instructions.

The contextual BO models and generation code

The actual implementation of the LCE-A, SAC, and LCE-M models is at: https://github.com/facebook/Ax/tree/master/ax/models/torch and https://github.com/pytorch/botorch/tree/master/botorch/models/

License

This code is MIT Licensed, as found in the LICENSE file.