The paper derives provably tighter instantaneous regret bounds for GP-UCB and proposes (ε,δ)-optimal stopping criteria for Bayesian optimization based on those bounds.
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Regret-Based $(\epsilon,\delta)$-optimal Stopping Criteria for Bayesian Optimization
The paper derives provably tighter instantaneous regret bounds for GP-UCB and proposes (ε,δ)-optimal stopping criteria for Bayesian optimization based on those bounds.