Thompson Sampling in Function Spaces via Neural Operators
PositiveArtificial Intelligence
A new approach to Thompson sampling has been introduced, extending its application to optimization problems in function spaces. This method is particularly significant because it allows for efficient decision-making when querying costly operators, like high-fidelity simulators or physical experiments, while keeping functional evaluations inexpensive. By utilizing neural operator surrogates, this algorithm promises to enhance optimization strategies, making it a valuable advancement in the field.
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