HyperPrior GP-TS

Adaptive Prior Selection in Gaussian Process Bandits with Thompson Sampling

arXiv:2502.01226v4 Announce Type: replace Abstract: Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume that this prior is known but in practice this seldom holds.