Method and system for parallel batch processing of data sets using gaussian process with batch upper confidence bound

Abstract

A method and system for selecting a batch of input data from available input data for parallel evaluation by a function is disclosed. The function is modeled as drawn from a Gaussian process. Observations are used to determine a mean and a variance of the modeled function. An upper confidence bound is determined from the determined mean and variance. A decision rule is applied to select input data from the available input data to add to the batch of input data. The selection of the input data is based on a domain-specific time varying parameter. Intermediate observations are hallucinated within the batch. The hallucinated observations are used with the decision rule to select subsequent input data from the available input data for the batch of input data. The input data of the batch is evaluated in parallel with the function. The resulting determined data outputs are stored.