Gaussian process bandits with adaptive discretization (Q1711556)

Problem: a black-box function is needed to be maximized in the Bayesian framework with a Gaussian process prior. A very illustrative title is given for the paper: Gaussian process bandits with adaptive discretization. A very nice statistical description is given to it, namely: \begin{itemize}\item general approach, \item tree based algorithm, \item analysis of algorithm like assumptions on the covariance function, details of the algorithm, regret bounds.\end{itemize} Computational benefits of the adaptivity, improved bounds for Matérn kernels, regret under noiseless observations are described. This paper gives several alternatives to the extensions. This work explains the algorithm very detailed.