arXiv stat.ML
· Papers
Simple-regret rates and minimax optimality of fixed-prior expected improvement in Mat'ern and squared-exponential RKHSs
arXiv:2607.29245v1 Announce Type: new Abstract: We study the expected improvement (EI) policy for minimizing a deterministic objective function $f$ on a nonempty compact set $mathcal X subsetmathbb R^d$. We assume that $f$ belongs to the RKHS $mathcal H_k$ of a continuous positive-semidefinite kernel $k$ on $mathc