4b03821747e89ce803b2dac590f6a39b-Supplemental-Conference.pdf

Theimplementation optimizes theacquisition function, andtheposterior mean,bysampling adensegridofpoints,and uses a gradient-based optimizer to further optimize the single best point. Thus, onlyacquisition function setup and acquisition function optimization are considered as part of the runtime. For the synthetic test functions, 100 sampled optimal pairs are used for each acquisition function. GP hyperparameters are marginalized over for these tasks, so an equal number ofoptimal pairs aresampled foreachhyperparameter set. Thehyperparameters are re-sampled onafixedschedule throughout the run.