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Repository for Adaptive TS Tutorial

This repository contains the data and code for the advanced tutorial paper: Trajectory-Oriented Optimization via Adaptive Thompson Sampling and Grid Refinement: A Tutorial with the adaptive_ts Package

Please see the following sub-directories which walk through the experiments and analysis in the paper:

Dependencies

Python

  • We recommend installing in a virtual environment like venv (and using requirements.txt) or conda (and using env.yml) for dependencies.
## One of:
python -m venv adaptive-ts-env
source adaptive-ts-env/bin/activate
pip install -r requirements.txt
## Or:
conda create adaptive-ts-env --file=env.yaml --python=3.12 
conda activate adaptive-ts-env

Pipx

R

  • To run the MetaRVM case study, you will need the following dependencies, which are included in the Docker image (see below)
# install from CRAN
install.packages(c("data.table", "odin", "devtools","pkgbuild","dde","optparse","jsonlite"))
# install from github
devtools::install_github('RESUME-EPI/MetaRVM@main',force=T,upgrade = "never")

Docker

To run the metaRVM case study in an isolated environment, one can use Docker. Docker install instructions are available here: https://docs.docker.com/desktop/

And to pull the docker image to run the experiments:

docker pull dogara/run-metarvm:tutorial

Contact

For questions, please feel free to open an issue or contact:

David O'Gara
Decision and Infrastructure Sciences | Modeling, Simulation, and High-Performance Computing
Argonne National Laboratory
dogara@anl.gov

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