Xubo Yue

Why Non-myopic Bayesian Optimization is Promising and How Far Should We Look-ahead? A Study via Rollout

Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic programming (DP) formulation that maximizes a long-term reward over a rolling horizon. Though promising, lookahead BO faces the risk of error propagation through its incre…