cs.LG, math.OC

NeST-BO: Fast Local Bayesian Optimization via Newton-Step Targeting of Gradient and Hessian Information

arXiv:2510.05516v2 Announce Type: replace
Abstract: Bayesian optimization (BO) is effective for expensive black-box problems but remains challenging in high dimensions. We propose NeST-BO, a curvature-aware local BO method that targets a (modified) Ne…