Past Event: Oden Institute Seminar

Exploring High Dimensional Spaces with Hyperplane Sampling

Scott Mitchell, Sandia National Laboratories

Abstract

One problem with higher dimensions is that spaces become bigger, but we still sample them with zero-dimensional points, which stays the same. One solution is k-d darts, sampling using k-dimensional hyperplanes. If we can evaluate the function along a hyperplane, substituting fixed coordinates into an equation, then great! Otherwise, we still gain efficiency by estimating the hyperplane with a surrogate, and adapting our sampling strategy using estimates of surrogate accuracy.