OSCBO adaptively balances Gaussian process sharpness and calibration in Bayesian optimization by casting hyperparameter selection as constrained online learning, while preserving sublinear regret bounds.
Probabilistic forecasts, calibration and sharpness.Journal of the Royal Statistical Society Series B: Statistical Methodology
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Online Sharp-Calibrated Bayesian Optimization
OSCBO adaptively balances Gaussian process sharpness and calibration in Bayesian optimization by casting hyperparameter selection as constrained online learning, while preserving sublinear regret bounds.