Annealed entropic allocation is an adaptive sampling policy using an annealed weighted soft-min surrogate with saddlepoint prefactors to approximate optimal static budget allocation in ranking and selection.
Siyang Gao, Weiwei Chen, and Leyuan Shi
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Annealed Entropic Allocation for Ranking and Selection
Annealed entropic allocation is an adaptive sampling policy using an annealed weighted soft-min surrogate with saddlepoint prefactors to approximate optimal static budget allocation in ranking and selection.