Fixed-prior expected improvement attains the minimax simple-regret rate N^{-ν/d} on Matérn RKHS balls and near-optimal exponential rates on squared-exponential RKHS balls.
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Simple-regret rates and minimax optimality of fixed-prior expected improvement in Mat\'ern and squared-exponential RKHSs
Fixed-prior expected improvement attains the minimax simple-regret rate N^{-ν/d} on Matérn RKHS balls and near-optimal exponential rates on squared-exponential RKHS balls.