Inexact acquisition maximization with bounded accumulated inaccuracy preserves sublinear regret, and random grid search with |X_t|=Theta(t) is a sufficient acquisition solver.
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Bayesian Optimization with Inexact Acquisition: Is Random Grid Search Sufficient?
Inexact acquisition maximization with bounded accumulated inaccuracy preserves sublinear regret, and random grid search with |X_t|=Theta(t) is a sufficient acquisition solver.