Open access
Aug 2026
PMCBO: A Distributed Multi-Task Collaborative Bayesian Optimization Algorithm via Expert Beliefs over Networks
This work rigorously proves that the cumulative regret bound of PMCBO can achieve sub-linearly with high probability, where the acquisition functions employ expected improvement (EI) and upper-confidence bound (UCB) based on a Gaussian process surrogate.
Youming Ge, Hai Jiang, Zhi-Hang Ji
· Mathematics · 0 citations