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TSEC: a framework for online experimentation under experimental constraints
We propose a new Thompson Sampling under Experimental Constraints (TSEC) method, which addresses this so-called "arm budget constraint".
APIK: Active Physics-Informed Kriging Model with Partial Differential Equations
We present in this work a PDE Informed Kriging model (PIK), which introduces PDE information via a set of PDE points and conducts posterior prediction similar to the standard kriging method.
Finding Optimal Points for Expensive Functions Using Adaptive RBF-Based Surrogate Model Via Uncertainty Quantification
Then it utilizes a model-guided selection criterion to identify a new point from a candidate set for function evaluation.
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