Traditional sampling techniques (grid vs random vs sobol vs latin hypercube)

Traditional sampling techniques (grid vs random vs sobol vs latin hypercube)

13.131 Lượt nghe
Traditional sampling techniques (grid vs random vs sobol vs latin hypercube)
Welcome to video #1 of the Adaptive Experimentation series, presented by graduate student Sterling Baird @sterling-baird at the 18th IEEE Conference on eScience in Salt Lake City, UT (Oct 10-14, 2022). In this video, Sterling introduces the concept of adaptive experimentation and covers traditional sampling approaches, including grid, random, Latin hypercube, and Sobol sampling. He also discusses the use of discrepancy as a metric for performance evaluation. Don't miss the next installment in this informative series on experimental optimization. Github link to jupyter notebook https://github.com/sparks-baird/self-driving-lab-demo/blob/main/notebooks/escience/1.0-traditional-doe-vs-bayesian.ipynb next video in series: https://youtu.be/Evua529dAgc 0:00 introduction to adaptive experimentation 2:09 Comparing grid/random search with quasi-random search with adaptive experimentation approaches (grid vs human intuition) 4:40 traditional optimization jupyter notebook tutorial 6:14 grid sampling 7:45 latin hypercube and sobol sampling 9:36 comparing different sampling 11:05 discrepancy comparison in low and high dimensional data