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ccrdallas t1_ir5d2pn wrote

If you have inexpensive features then you could try and build a Determinantal Point Process, a model for sampling diverse subsets (diversity defined via the features and an appropriate kernel). The downside is that this method, at worst, typically scales poorly (O(N^3 )) with the number of samples although there is recent work in this field to speed up inference. I can’t say a priori if it is fast enough for your task.

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