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Regret-Based $(\epsilon,\delta)$-optimal Stopping Criteria for Bayesian Optimization

Machine Learning 2026-05-22 v1

Abstract

Bayesian optimization (BO) is a widely used iterative black-box optimization method that utilizes Gaussian process (GP) surrogate models. In practice, BO is typically terminated after a fixed evaluation budget is exhausted, which can incur unnecessary cost and provides no optimality guarantee on solution quality. Recent research in developing a practical stopping criterion has made empirical progress, yet a theoretically sound stopping criterion remains a work in progress. In this work, we present provably tighter instantaneous regret bounds for GP upper confidence bound (GP-UCB) at any given iteration. Then, we propose stopping criteria for GP-UCB based on this tighter bound that ensures an ϵ\epsilon-optimal solution with high probability 1δ1-\delta upon termination. Numerical experiments are performed to validate and demonstrate the effectiveness and efficiency of our stopping criteria.

Keywords

Cite

@article{arxiv.2605.22561,
  title  = {Regret-Based $(\epsilon,\delta)$-optimal Stopping Criteria for Bayesian Optimization},
  author = {Haowei Wang and Jingyi Wang and Qiyu Wei},
  journal= {arXiv preprint arXiv:2605.22561},
  year   = {2026}
}

Comments

21 pages

R2 v1 2026-07-22T07:26:26.794Z