Citation
@article{duran2025scalable, title={Martingale Posterior Neural Networks for Fast Sequential Decision Making}, author={Duran-Martin, Gerardo and S{\'a}nchez-Betancourt, Leandro and Cartea, {\'A}lvaro and Murphy, Kevin}, journal={Advances in Neural Information Processing Systems}, volume={38}, year={2025} }
Overview
The code is divided into notebooks and scripts. To reproduce the experiments, run the following notebooks
Reproducing Bayesian optimisation results
Run bayesopt-classic notebook.
Reproducing recommender system results
Run recommender-systems notebook.
Reproducing MNIST for classification results
Run mnist-online-classification notebook.
Reproducing MNIST as a neural contextual bandit problem
Run mnist-bandit-analysis notebook.
Run in-between uncertainty results
Run toy-in-between notebook.
Dependencies
bayesian-optimization==2.0.3
click==8.1.8
distrax==0.1.5
flax==0.10.3
jax==0.5.1
jaxlib==0.5.1
toml==0.10.2
numpy==2.2.3
vbll==0.4.6
matplotlib==3.10.0