2026
$\alpha$-PFN: Fast Entropy Search via In-Context Learning
Herilalaina Rakotoarison, Steven Adriaensen, Tom Viering, Samuel Gabriel Müller, Carl Hvarfner, Frank Hutter +1
ICML 2026poster
Information-theoretic acquisition functions such as Entropy Search (ES) offer a principled exploration–exploitation framework for Bayesian optimization (BO). However, their practical implementation relies on complicated and slow approximations, i.e., a Monte Carlo estimation of the information gain.…