Scalable Adaptive Batch Sampling in Simulation-Based Design With Heteroscedastic Noise
Abstract
In this study, we propose a scalable batch sampling scheme for optimization of simulation models with spatially varying noise. The proposed scheme has two primary advantages: (i) reduced simulation cost by recommending batches of samples at carefully selected spatial locations and (ii) improved scalability by actively considering replicating at previously observed sampling locations. Replication improves the scalability of the proposed sampling...
Paper Details
Title
Scalable Adaptive Batch Sampling in Simulation-Based Design With Heteroscedastic Noise
Published Date
Dec 15, 2020
Journal
Volume
143
Issue
3
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