Myopic Bayesian Design of Experiments via Posterior Sampling and Probabilistic Programming

1 code implementation • 25 May 2018 • Kirthevasan Kandasamy, Willie Neiswanger, Reed Zhang, Akshay Krishnamurthy, Jeff Schneider, Barnabas Poczos

We design a new myopic strategy for a wide class of sequential design of experiment (DOE) problems, where the goal is to collect data in order to to fulfil a certain problem specific goal.

Multi-Armed Bandits Probabilistic Programming +2