BOO achieves exponentially decaying regret O(N^{-√N}) by combining Bayesian optimisation and partitioning-based optimistic optimisation for Matérn GP functions with ν > 4 + D/2.
Assume that there is a partitioning procedureP (m;a,b ) wherea =O(N 1/D),b =D and 2≤ m < √ N− 1
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Bayesian Optimistic Optimisation with Exponentially Decaying Regret
BOO achieves exponentially decaying regret O(N^{-√N}) by combining Bayesian optimisation and partitioning-based optimistic optimisation for Matérn GP functions with ν > 4 + D/2.