Replication code for the paper Fast Rates for Contextual Linear Optimization.
Figure 2(b) can be generated by first running "experiment.py" to obtain the csv files "regret_no_kernel.csv", "regret_kernel_SGD.csv", "regret_kernel_gurobi.csv", and then running "plotting.R".
Dependencies:
- Gurobi 9.0.2
- Python 3.7.6
- Numpy 1.18.1
- Sklearn 0.22.1
- Pandas 1.0.1