Dong-Yeun Koh

EARL-BO: Reinforcement Learning for Multi-Step Lookahead, High-Dimensional Bayesian Optimization

To avoid myopic behavior, multi-step lookahead Bayesian optimization (BO) algorithms consider the sequential nature of BO and have demonstrated promising results in recent years. However, owing to the curse of dimensionality, most of these methods make significant approximations or suffer scalabilit…