Tag: ei
-
Bayesian Optimization with Expected Improvement: No Regret and the Choice of Incumbent
Bayesian Optimization with Expected Improvement: No Regret and the Choice of Incumbent arXiv:2508.15674v1 Announce Type: new Abstract: Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven empirical success in applications, the cumulative regret upper bound of EI remains an open question. In this paper, we…
-
A Unified Framework for Entropy Search and Expected Improvement in Bayesian Optimization
A Unified Framework for Entropy Search and Expected Improvement in Bayesian Optimization arXiv:2501.18756v1 Announce Type: new Abstract: Bayesian optimization is a widely used method for optimizing expensive black-box functions, with Expected Improvement being one of the most commonly used acquisition functions. In contrast, information-theoretic acquisition functions aim to reduce uncertainty about the function’s optimum and…
-
On the convergence of noisy Bayesian Optimization with Expected Improvement
On the convergence of noisy Bayesian Optimization with Expected Improvement arXiv:2501.09262v1 Announce Type: new Abstract: Expected improvement (EI) is one of the most widely-used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open questions remain on the theoretical convergence behaviors and rates for EI. In this paper, we…