Statistical Inference with M-Estimators on Adaptively Collected Data

• To reproduce multi-arm bandit experiments use `run_mab.sh' script.
• To reproduce contextual bandit experiments use `run_context.sh' script.

Overview of Files

Multi-Arm Bandit Code

• mab_simulations.py: Code to run multi-arm bandit simulations
• process_mab.py: Code to process mab-simulations and perform inference
• run_mab.sh: Bash script to reproduce multiarm bandit experiments

Contextual Bandit Code

• context_simulations.py: Code to run contextual bandit simulations
• process_context.py: Code to process contextual bandit simulations and perform inference
• optimize.py: Bash script to reproduce contextual bandit experiments
• run_context.sh: Bash script to reproduce contextual bandit experiments