Bandit optimisation of functions in the Mat'ern kernel RKHS
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Abstract (arXiv)
We consider the problem of optimising functions in the reproducing kernel Hilbert space (RKHS) of a Mat'ern kernel with smoothness parameter nu over the domain [0,1]d under noisy bandit feedback. Our contribution, the π-GP-UCB algorithm, is the first practical approach with guaranteed sublinear regret for all nu>1 and d ≥ 1. Empirical validation suggests better performance and drastically improved computational scalablity compared with its predecessor, Improved GP-UCB.
Key facts. Cited by 40 papers in the map (data through 7 Oct 2026). First posted on arXiv 28 Jan 2020.
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Citing papers per year: 2021: 8; 2022: 5; 2023: 11; 2024: 4; 2025: 5; 2026: 7.
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- 2021Gaussian Process Bandit Optimization with Few Batchescited by 57
- 2021Optimal Order Simple Regret for Gaussian Process Banditscited by 52
- 2021Neural Contextual Bandits without Regretcited by 40
- 2021Mitigating Covariate Shift in Imitation Learning via Offline Data Without Great Coveragecited by 26
- 2023On the Sublinear Regret of GP-UCBcited by 25
- 2023Kernelized Reinforcement Learning with Order Optimal Regret Boundscited by 20
- 2022Improved Convergence Rates for Sparse Approximation Methods in Kernel-Based Learningcited by 18
- 2023Randomized Gaussian Process Upper Confidence Bound with Tighter Bayesian Regret Boundscited by 16
- 2023Posterior Sampling-Based Bayesian Optimization with Tighter Bayesian Regret Boundscited by 15
- 2021Open Problem: Tight Online Confidence Intervals for RKHS Elementscited by 13
- 2025Improved Regret Bounds for Gaussian Process Upper Confidence Bound in Bayesian Optimizationcited by 13
- 2021Lenient Regret and Good-Action Identification in Gaussian Process Banditscited by 12
28 more
- 2025Improved Regret Analysis in Gaussian Process Bandits: Optimality for Noiseless Reward, RKHS norm, and Non-Stationary Variancecited by 12
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Banditscited by 11
- 2024Tighter Confidence Bounds for Sequential Kernel Regressioncited by 7
- 2022Instance-Dependent Regret Analysis of Kernelized Banditscited by 5
- 2023Adaptation to Misspecified Kernel Regularity in Kernelised Banditscited by 5
- 2024Regret Analysis for Randomized Gaussian Process Upper Confidence Boundcited by 4
- 2024Sample-efficient Bayesian Optimisation Using Known Invariancescited by 4
- 2024Local Linearity: the Key for No-regret Reinforcement Learning in Continuous MDPscited by 4
- 2021Bayesian Optimistic Optimisation with Exponentially Decaying Regretcited by 3
- 2022On Average-Case Error Bounds for Kernel-Based Bayesian Quadraturecited by 3
- 2023(Private) Kernelized Bandits with Distributed Biased Feedbackcited by 3
- 2023On the Suboptimality of GP-UCB under Polynomial Effective Optimismcited by 3
- 2025Regret Analysis of Posterior Sampling-Based Expected Improvement for Bayesian Optimizationcited by 3
- 2026On Regret Bounds of Thompson Sampling for Bayesian Optimizationcited by 2
- 2026Batched Kernelized Bandits: Refinements and Extensionscited by 2
- 2021High-Dimensional Simulation Optimization via Brownian Fields and Sparse Gridscited by 0
- 2022Dual Instrumental Method for Confounded Kernelized Banditscited by 0
- 2023Reward Learning as Doubly Nonparametric Bandits: Optimal Design and Scaling Lawscited by 0
- 2023Physics Inspired Approaches To Understanding Gaussian Processescited by 0
- 2023Kernel ε-Greedy for Multi-Armed Bandits with Covariatescited by 0
- 2023Distributed Optimization via Kernelized Multi-armed Banditscited by 0
- 2025Linear Bandits beyond Inner Product Spaces, the case of Bandit Optimal Transportcited by 0
- 2025Safely Learning Controlled Stochastic Dynamicscited by 0
- 2026Sharper Guarantees for Misspecified Kernelized Bandit Optimizationcited by 0
- 2026Learning Kernel-Based MDPs from Episodic Preferential Feedbackcited by 0
- 2026Near-Optimal Regret in Adversarial Kernel Banditscited by 0
- 2026UBP2: Uncertainty-Balanced Preference Planning for Efficient Preference-based Reinforcement Learningcited by 0
- 2026Improved Regret Analysis for Parallel Gaussian Process Bandit Optimizationcited by 0
- 2026Improved Regret Analysis for Parallel Gaussian Process Bandit Optimization17 Aug 2026
- 2026UBP2: Uncertainty-Balanced Preference Planning for Efficient Preference-based Reinforcement Learning17 Jun 2026
- 2026Near-Optimal Regret in Adversarial Kernel Bandits26 May 2026
- 2026Learning Kernel-Based MDPs from Episodic Preferential Feedback22 May 2026
- 2026Sharper Guarantees for Misspecified Kernelized Bandit Optimization7 May 2026
- 2026Batched Kernelized Bandits: Refinements and Extensions13 Mar 2026
- 2026On Regret Bounds of Thompson Sampling for Bayesian Optimization10 Mar 2026
- 2025Regret Analysis of Posterior Sampling-Based Expected Improvement for Bayesian Optimization13 Jul 2025
- 2025Safely Learning Controlled Stochastic Dynamics3 Jun 2025
- 2025Improved Regret Bounds for Gaussian Process Upper Confidence Bound in Bayesian Optimization2 Jun 2025
- 2025Linear Bandits beyond Inner Product Spaces, the case of Bandit Optimal Transport11 Feb 2025
- 2025Improved Regret Analysis in Gaussian Process Bandits: Optimality for Noiseless Reward, RKHS norm, and Non-Stationary Variance10 Feb 2025
28 more
- 2024Local Linearity: the Key for No-regret Reinforcement Learning in Continuous MDPs31 Oct 2024
- 2024Sample-efficient Bayesian Optimisation Using Known Invariances22 Oct 2024
- 2024Regret Analysis for Randomized Gaussian Process Upper Confidence Bound2 Sep 2024
- 2024Tighter Confidence Bounds for Sequential Kernel Regression19 Mar 2024
- 2023Distributed Optimization via Kernelized Multi-armed Bandits7 Dec 2023
- 2023On the Suboptimality of GP-UCB under Polynomial Effective Optimism3 Dec 2023
- 2023Posterior Sampling-Based Bayesian Optimization with Tighter Bayesian Regret Bounds7 Nov 2023
- 2023On the Sublinear Regret of GP-UCB14 Jul 2023
- 2023Kernel ε-Greedy for Multi-Armed Bandits with Covariates29 Jun 2023
- 2023Kernelized Reinforcement Learning with Order Optimal Regret Bounds13 Jun 2023
- 2023Physics Inspired Approaches To Understanding Gaussian Processes18 May 2023
- 2023Adaptation to Misspecified Kernel Regularity in Kernelised Bandits26 Apr 2023
- 2023Reward Learning as Doubly Nonparametric Bandits: Optimal Design and Scaling Laws23 Feb 2023
- 2023Randomized Gaussian Process Upper Confidence Bound with Tighter Bayesian Regret Bounds3 Feb 2023
- 2023(Private) Kernelized Bandits with Distributed Biased Feedback28 Jan 2023
- 2022Dual Instrumental Method for Confounded Kernelized Bandits7 Sep 2022
- 2022Instance-Dependent Regret Analysis of Kernelized Bandits12 Mar 2022
- 2022On Average-Case Error Bounds for Kernel-Based Bayesian Quadrature22 Feb 2022
- 2022Improved Convergence Rates for Sparse Approximation Methods in Kernel-Based Learning8 Feb 2022
- 2022A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Bandits3 Feb 2022
- 2021Open Problem: Tight Online Confidence Intervals for RKHS Elements28 Oct 2021
- 2021Gaussian Process Bandit Optimization with Few Batches15 Oct 2021
- 2021Optimal Order Simple Regret for Gaussian Process Bandits20 Aug 2021
- 2021High-Dimensional Simulation Optimization via Brownian Fields and Sparse Grids19 Jul 2021
- 2021Neural Contextual Bandits without Regret7 Jul 2021
- 2021Mitigating Covariate Shift in Imitation Learning via Offline Data Without Great Coverage6 Jun 2021
- 2021Bayesian Optimistic Optimisation with Exponentially Decaying Regret10 May 2021
- 2021Lenient Regret and Good-Action Identification in Gaussian Process Bandits11 Feb 2021
- 2021Gaussian Process Bandit Optimization with Few Batchescited by 57
- 2021Optimal Order Simple Regret for Gaussian Process Banditscited by 52
- 2021Neural Contextual Bandits without Regretcited by 40
- 2023On the Sublinear Regret of GP-UCBcited by 25
- 2023Kernelized Reinforcement Learning with Order Optimal Regret Boundscited by 20
- 2022Improved Convergence Rates for Sparse Approximation Methods in Kernel-Based Learningcited by 18
- 2023Randomized Gaussian Process Upper Confidence Bound with Tighter Bayesian Regret Boundscited by 16
- 2023Posterior Sampling-Based Bayesian Optimization with Tighter Bayesian Regret Boundscited by 15
- 2021Open Problem: Tight Online Confidence Intervals for RKHS Elementscited by 13
- 2025Improved Regret Bounds for Gaussian Process Upper Confidence Bound in Bayesian Optimizationcited by 13
- 2021Lenient Regret and Good-Action Identification in Gaussian Process Banditscited by 12
- 2025Improved Regret Analysis in Gaussian Process Bandits: Optimality for Noiseless Reward, RKHS norm, and Non-Stationary Variancecited by 12
12 most cited of 36 All 36 (JSON)
- 2026Improved Regret Analysis for Parallel Gaussian Process Bandit Optimization17 Aug 2026
- 2026Near-Optimal Regret in Adversarial Kernel Bandits26 May 2026
- 2026Sharper Guarantees for Misspecified Kernelized Bandit Optimization7 May 2026
- 2026Batched Kernelized Bandits: Refinements and Extensions13 Mar 2026
- 2026On Regret Bounds of Thompson Sampling for Bayesian Optimization10 Mar 2026
- 2025Regret Analysis of Posterior Sampling-Based Expected Improvement for Bayesian Optimization13 Jul 2025
- 2025Safely Learning Controlled Stochastic Dynamics3 Jun 2025
- 2025Improved Regret Bounds for Gaussian Process Upper Confidence Bound in Bayesian Optimization2 Jun 2025
- 2025Linear Bandits beyond Inner Product Spaces, the case of Bandit Optimal Transport11 Feb 2025
- 2025Improved Regret Analysis in Gaussian Process Bandits: Optimality for Noiseless Reward, RKHS norm, and Non-Stationary Variance10 Feb 2025
- 2024Local Linearity: the Key for No-regret Reinforcement Learning in Continuous MDPs31 Oct 2024
- 2024Sample-efficient Bayesian Optimisation Using Known Invariances22 Oct 2024
12 newest of 36 All 36 (JSON)