Nonmyopic Multifidelity Active Search
- URL: http://arxiv.org/abs/2106.06356v1
- Date: Fri, 11 Jun 2021 12:55:51 GMT
- Title: Nonmyopic Multifidelity Active Search
- Authors: Quan Nguyen, Arghavan Modiri, Roman Garnett
- Abstract summary: We propose a model of multifidelity active search, as well as a novel, computationally efficient policy for this setting.
We evaluate the performance of our solution on real-world datasets and demonstrate significantly better performance than natural benchmarks.
- Score: 15.689830609697685
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Active search is a learning paradigm where we seek to identify as many
members of a rare, valuable class as possible given a labeling budget. Previous
work on active search has assumed access to a faithful (and expensive) oracle
reporting experimental results. However, some settings offer access to cheaper
surrogates such as computational simulation that may aid in the search. We
propose a model of multifidelity active search, as well as a novel,
computationally efficient policy for this setting that is motivated by
state-of-the-art classical policies. Our policy is nonmyopic and budget aware,
allowing for a dynamic tradeoff between exploration and exploitation. We
evaluate the performance of our solution on real-world datasets and demonstrate
significantly better performance than natural benchmarks.
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