No-Regret Constrained Bayesian Optimization of Noisy and Expensive Hybrid Models using Differentiable Quantile Function Approximations

1 code implementation • 5 May 2023 • Congwen Lu, Joel A. Paulson

Since these bounds depend sublinearly on the number of iterations under some regularity assumptions, we establis bounds on the convergence rate to the optimal solution of the original constrained problem.

Bayesian Optimization