Currently the main.py contains implementation of OFUL algorithm by Abbasi-Yadkori 2011 from paper titled 'Improved Algorithms for Linear Stochastic Bandits'.
The dataset is Yahoo! Learning to rank : https://webscope.sandbox.yahoo.com/catalog.php?datatype=c&did=44 To use this dataset extract all files. This will extract 6 .txt files (set1.train.txt, set1.test.txt .....). Place them in a folder accessible to main.py.