Let k (,) be the ν = 2 .5 Matérn kernel.

The "folk wisdom" in the literature is that the focus on local optimization sidesteps the curse of dimensionality;

Providing guarantees on the decision-making processes of autonomous systems, often based on complex black-box machine learning models, is paramount for their safe deployment. This need motivates efforts towards responsible artificial intelligence, which broadly entails questions of reliability, robustness, fairness, and interpretability.

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This appendix contains the proofs of the results found in Section 4. We start by introducing a useful The claim follows then directly from (4) and the definition of mutual information.Lemma 2. We then can compute the derivative and ask under which conditions it is non negative. The function b defined in (18) is monotonically increasing for positive arguments. Finally, let us fix ε > 0. Combining Lemmas 7 and 8, we obtain: b( σ The following result makes this statement precise. The following lemma makes this statement precise. In this Appendix, we collect details about the experiment presented in Section 6. Code for the used acquisition functions can be found at ISE selects the next parameter to evaluate according to (6), which is a non convex optimization problem constrained in one of the variables.

Right: measurement overthefirst60epochs. Update step adaptation (see Section 4.3)isapplied.