On Batch Bayesian Optimization

4 Nov 2019 · Sayak Ray Chowdhury, Aditya Gopalan ·

We present two algorithms for Bayesian optimization in the batch feedback setting, based on Gaussian process upper confidence bound and Thompson sampling approaches, along with frequentist regret guarantees and numerical results.

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Bayesian Optimization

Thompson Sampling

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Gaussian Process

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On Batch Bayesian Optimization

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