2019
Myopic Posterior Sampling for Adaptive Goal Oriented Design of Experiments
Kirthevasan Kandasamy, Willie Neiswanger, Reed Zhang, Akshay Krishnamurthy, Jeff Schneider, Barnabas Poczos
ICML 2019oral
Bayesian methods for adaptive decision-making, such as Bayesian optimisation, active learning, and active search have seen great success in relevant applications. However, real world data collection tasks are more broad and complex, as we may need to achieve a combination of the above goals and/or a…