Regret-Based $(ε,δ)$-optimal Stopping Criteria for Bayesian Optimization
Bayesian optimization (BO) is a widely used iterative black-box optimization method that utilizes Gaussian process (GP) surrogate models. In practice, BO is typically terminated after a fixed evaluation budget is exhausted, which can incur unnecessary cost and provides no optimality guarantee on solution quality. Recent research in developing a practical stopping criterion has made empirical progress, yet a theoretically sound stopping criterion remains a work in progress. In this work, we present provably tighter instantaneous regret bounds for GP upper confidence bound (GP-UCB) at any given iteration. Then, we propose stopping criteria for GP-UCB based on this tighter bound that ensures...
| Authors | Haowei Wang, Jingyi Wang, Qiyu Wei |
|---|---|
| Primary category | cs.LG |
| Published | 21 May 2026 |
| Last updated at source | 21 May 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.