Simulation code for AISTATS 2023 paper titled "Vector Optimization with Stochastic Bandit Feedback". All results can be reproduced by running notebook VectorOpt-Final.ipynb
SNW dataset is taken from Zuluga et al. (2016)
Requirements
ipython>=7.22.0 matplotlib>=3.4.2 numpy>=1.20.3 pandas>=1.3.3 cvxpy>=1.1.15