3 papers
stat.ML2025
On the convergence rate of noisy Bayesian Optimization with Expected Improvement
Jingyi Wang, Haowei Wang, Nai-Yuan Chiang +1
Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open…
cs.LG2024
On Improved Regret Bounds In Bayesian Optimization with Gaussian Noise
Jingyi Wang, Haowei Wang, Cosmin G. Petra +1
Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as t…
math.OC2023
Local convergence of a sequential quadratic programming method for a class of nonsmooth nonconvex objectives
Jingyi Wang, Cosmin G. Petra
A sequential quadratic programming (SQP) algorithm is designed for nonsmooth optimization problems with upper-C^2 objective functions. Upper-C^2 functions are locally equivalent to…