FigBO augments any myopic acquisition function with a decaying global-information-gain term and claims faster convergence with an unchanged asymptotic rate.
In: International Con- ference on Automated Machine Learning, pp
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FigBO: A Generalized Acquisition Function Framework with Look-Ahead Capability for Bayesian Optimization
FigBO augments any myopic acquisition function with a decaying global-information-gain term and claims faster convergence with an unchanged asymptotic rate.