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Hao-Wei Wang

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#machine learning Preprint May 2026

Regret-Based $(\epsilon,\delta)$-optimal Stopping Criteria for Bayesian Optimization

This work presents provably tighter instantaneous regret bounds for GP upper confidence bound (GP-UCB) at any given iteration and proposes stopping criteria for GP-UCB based on this tighter bound that ensures an $\epsilon$-optimal solution with high probability $1-\delta$ upon termination.

Hao-Wei Wang, Jingyi Wang, Qi-Yu Wei · 0 citations
Preprint Oct 2026

Principled Design of Expected Improvement for Continuous Simulation Optimization

Expected improvement based on stochastic kriging (SK) surrogate is widely used in continuous simulation optimization, but unknown heteroscedastic noise makes three basic design choices consequential: the incumbent to define improvement, replication allocation, and final recommendation. Existing methods typically either...

Song-Hao Wang, Jiang-Lin Xia, Hao-Wei Wang et al. · 0 citations

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