Huh, the convergent lines of thought are pretty cool!
Your suggested solution is indeed what I’m also gesturing towards. A “barbell strategy” works best if we only have few dimensions we don’t want to make comparable, I think.
(AFAIU It grows only linearly, but we still want to perform some sampling of the top options to avoid the winners curse?)
Huh, the convergent lines of thought are pretty cool!
Your suggested solution is indeed what I’m also gesturing towards. A “barbell strategy” works best if we only have few dimensions we don’t want to make comparable, I think.
(AFAIU It grows only linearly, but we still want to perform some sampling of the top options to avoid the winners curse?)