Active Learning for Approximation of Expensive Functions with Normal Distributed Output Uncertainty

08/18/2016

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by   Joachim van der Herten, et al.

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When approximating a black-box function, sampling with active learning focussing on regions with non-linear responses tends to improve accuracy. We present the FLOLA-Voronoi method introduced previously for deterministic responses, and theoretically derive the impact of output uncertainty. The algorithm automatically puts more emphasis on exploration to provide more information to the models.