arxiv
PublishedAugust 3, 2026 at 4:00 AM
Simple-regret rates and minimax optimality of fixed-prior expected improvement in Mat\'ern and squared-exponential RKHSs
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arXiv:2607.29245v1 Announce Type: cross Abstract: We study the expected improvement (EI) policy for minimizing a deterministic objective function $f$ on a nonempty compact set $\mathcal X \subset\mathbb R^d$. We assume that $f$ belongs to the RKHS $\mathcal H_k$ of a continuous positive-semidefinite
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Originally published on arxiv ↗