  Sampling is ubiquitous in machine learning methodologies. Due to the growth
of large datasets and model complexity, we want to learn and adapt the sampling
process while training a representation. Towards achieving this grand goal, a
variety of sampling techniques have been proposed. However, most of them either
use a fixed sampling scheme or adjust the sampling scheme based on simple
heuristics. They cannot choose the best sample for model training in different
stages. Inspired by "Think, Fast and Slow" (System 1 and System 2) in cognitive
science, we propose a reward-guided sampling strategy called Adaptive Sample
with Reward (ASR) to tackle this challenge. To the best of our knowledge, this
is the first work utilizing reinforcement learning (RL) to address the sampling
problem in representation learning. Our approach optimally adjusts the sampling
process to achieve optimal performance. We explore geographical relationships
among samples by distance-based sampling to maximize overall cumulative reward.
We apply ASR to the long-standing sampling problems in similarity-based loss
functions. Empirical results in information retrieval and clustering
demonstrate ASR's superb performance across different datasets. We also discuss
an engrossing phenomenon which we name as "ASR gravity well" in experiments.
