• Make sure you are using python 3.6+
• Make sure pip is installed with either virtualenv or not.

• Create a 'data' directory in the root of repo for your data and output.
• Create a 'scores' directory under 'data' directory.
• pip install -r requirments.txt

Run following command to preprocess dataset

python dataset.py

Run following command to run a LASSO bandit agent 10 times with default reward function

python main.py -a lasso -s 10 -r default