13 citations · 14 across the 6 of their papers we have counts for
3 papers · 2 filters
Bayesian Optimization with Expected Improvement: No Regret and the Choice of Incumbent
Jingyi Wang, Haowei Wang, Szu Hui Ng +1
Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven empirical success in applications, the cumulative r…
Convergence Rates of Constrained Expected Improvement
Haowei Wang, Jingyi Wang, Zhongxiang Dai +3
Constrained Bayesian optimization (CBO) methods have seen significant success in black-box optimization with constraints. One of the most commonly used CBO methods is the constrain…
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…