Jul 2026
How Many Initial Points Does Bayesian Optimization Need?
It is empirically observed that the total cost of Bayesian Optimization is U-shaped in $n_0$, and this tradeoff persists across MLE, Bayesian MCMC, and exact GP hyperparameters, as well as across acquisition functions.
Mujin Cheon, J. Odgers, Dong-Yeun Koh et al.
· arXiv.org · 0 citations