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Title: Nonmyopic Multifidelity Acitve Search
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.  more » « less
Award ID(s):
1940224 1845434
NSF-PAR ID:
10296614
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Proceedings of Machine Learning Research
Volume:
139
ISSN:
2640-3498
Page Range / eLocation ID:
8109-8118
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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