Randomized Kriging Believer for Parallel Bayesian Optimization with Regret Bounds

arXiv:2603.01470v3 Announce Type: replace Abstract: We consider the optimization problem of an expensive-to-evaluate black-box function, in which we can obtain noisy function values in parallel. For this problem, parallel Bayesian optimization (PBO) is a promising approach, which aims to optimize with fewer function evaluations by selecting a diverse input set for parallel evaluation. However, existing PBO methods suffer from poor practical performance or lack theoretical guarantees. In this study, we propose a PBO method, called randomized kriging believer (KB), based on a well-known KB heuri

Source: arXiv cs.LG — read the full report at the original publisher.

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