ALMAB-DC

ALMAB-DC: Active Learning, Multi-Armed Bandits, and Distributed Computing for Sequential Experimental Design and Black-Box Optimization

arXiv:2603.21180v4 Announce Type: replace Abstract: Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation. We propose \textbf{ALMAB-DC}, a GP-based sequential design framework combining active learning, multi-armed bandits (MAB), and distributed asynchronous computing for expensive black-box experimentation. A...