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Author

Song-Hao Wang

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Preprint Oct 2026

Principled Design of Expected Improvement for Continuous Simulation Optimization

Expected improvement based on stochastic kriging (SK) surrogate is widely used in continuous simulation optimization, but unknown heteroscedastic noise makes three basic design choices consequential: the incumbent to define improvement, replication allocation, and final recommendation. Existing methods typically either...

Song-Hao Wang, Jiang-Lin Xia, Hao-Wei Wang et al. · 0 citations
#machine learning Preprint Sep 2026

GUIDE-FBO: Guidance via Uncertainty Intervention and Distributional Exchange for Federated Bayesian Optimization

GUIDE-FBO is proposed, in which agents exchange compact distributions over the locations of their respective optima inferred from local Gaussian process (GP) posteriors, rather than raw observations, query points, or surrogate parameters, and remains effective across settings ranging from homogeneous to severely hetero...

Jing Wei, Chen-Xi Li, Song-Hao Wang · 0 citations

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