Appendix

For both the RBF and the Matèrn-3/2 kernels, we consider three possible ranges of lengthscales, including [0.07,0.13],[0.17,0.23],[0.27,0.33]. Forbothtraining andthefastadaptation during testing, weapply 5-shot adaptation (i.e., 5black-box functions areused foradaptation) and set the number offew-shot gradient updates tobe5. Specifically, the amount of translation added to each dimension ofx is selected from the range [ 0.1xlim,0.1xlim]uniformly To address the continuous input domains and achieve a fair comparison between FSAF and MetaBO, we leverage the hierarchical gridding method similar to that in [27] for the maximization procedure of the AFs. The validation set is used for both few-shot adaptation of FSAF as well as finding the lengthscale parameter of the GP surrogate modelforposteriorinference.