Stagger Thompson Sampler, a Hit-and-Run Thompson sampling variant with argmax-mean initialization and a log-uniform proposal, beats standard Thompson sampling, PSS, and common acquisition functions on synthetic benchmarks from 3 to 300 dimensions.
Unexpected improvements to expected improvement for Bayesian optimization
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Fast, Precise Thompson Sampling for Bayesian Optimization
Stagger Thompson Sampler, a Hit-and-Run Thompson sampling variant with argmax-mean initialization and a log-uniform proposal, beats standard Thompson sampling, PSS, and common acquisition functions on synthetic benchmarks from 3 to 300 dimensions.