Bayesian Optimistic Optimisation with Exponentially Decaying Regret

Hung Tran-The, Sunil Gupta, Santu Rana, Svetha Venkatesh

Abstract: Bayesian optimisation (BO) is a well known algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{...