Near-optimal design of experiments via regret minimization

Z Allen-Zhu, Y Li, A Singh… - … Conference on Machine …, 2017 - proceedings.mlr.press
We consider computationally tractable methods for the experimental design problem, where
k out of n design points of dimension p are selected so that certain optimality criteria are …

Near-optimal discrete optimization for experimental design: A regret minimization approach

Z Allen-Zhu, Y Li, A Singh, Y Wang - Mathematical Programming, 2021 - Springer
The experimental design problem concerns the selection of k points from a potentially large
design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed …

Elementary symmetric polynomials for optimal experimental design

ZE Mariet, S Sra - Advances in Neural Information …, 2017 - proceedings.neurips.cc
We revisit the classical problem of optimal experimental design (OED) under a new
mathematical model grounded in a geometric motivation. Specifically, we introduce models …

Bayesian experimental design using regularized determinantal point processes

M Derezinski, F Liang… - … Conference on Artificial …, 2020 - proceedings.mlr.press
We establish a fundamental connection between Bayesian experimental design and
determinantal point processes (DPPs). Experimental design is a classical task in …

Accelerating experimental design by incorporating experimenter hunches

C Li, S Rana, S Gupta, V Nguyen, S Venkatesh… - arXiv preprint arXiv …, 2019 - arxiv.org
Experimental design is a process of obtaining a product with target property via
experimentation. Bayesian optimization offers a sample-efficient tool for experimental design …

acebayes: An R package for Bayesian optimal design of experiments via approximate coordinate exchange

A Overstall, D Woods, M Adamou - arXiv preprint arXiv:1705.08096, 2017 - arxiv.org
We describe the R package acebayes and demonstrate its use to find Bayesian optimal
experimental designs. A decision-theoretic approach is adopted, with the optimal design …

Combinatorial algorithms for optimal design

V Madan, M Singh… - … on Learning Theory, 2019 - proceedings.mlr.press
In an optimal design problem, we are given a set of linear experiments $ v_1,…,
v_n\in\mathbb {R}^ d $ and $ k\geq d $, and our goal is to select a set or a multiset …

Computing optimal designs of multiresponse experiments reduces to second-order cone programming

G Sagnol - Journal of Statistical Planning and Inference, 2011 - Elsevier
Elfving's theorem is a major result in the theory of optimal experimental design, which gives
a geometrical characterization of c-optimality. In this paper, we extend this theorem to the …

Adaptive experimental design with temporal interference: A maximum likelihood approach

PW Glynn, R Johari, M Rasouli - Advances in Neural …, 2020 - proceedings.neurips.cc
Suppose an online platform wants to compare a treatment and control policy (eg, two
different matching algorithms in a ridesharing system, or two different inventory management …

Adaptive designs of experiments for accurate approximation of a target region

V Picheny, D Ginsbourger, O Roustant, RT Haftka… - 2010 - asmedigitalcollection.asme.org
This paper addresses the issue of designing experiments for a metamodel that needs to be
accurate for a certain level of the response value. Such a situation is common in constrained …