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News/Simple-regret rates and minimax optimality of fixed-prior expected improvement in Mat\'ern and squared-exponential RKHSs
arxiv
PublishedSeptember 17, 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:2607.29245v2 Announce Type: replace-cross Abstract: We study expected improvement (EI) for minimizing a deterministic function $f$ in the RKHS $\mathcal H_k$ of a continuous positive-semidefinite kernel $k$ on a nonempty compact set $\mathcal X\subset\mathbb R^d$. Function values are observed

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