Gaussian Process Bandit Optimization with Machine Learning Predictions and Application to Hypothesis Generation
arXiv:2601.22315v1 Announce Type: new Abstract: Many real-world optimization problems involve an expensive ground-truth oracle (e.g., human evaluation, physical experiments) and a cheap, low-fidelity prediction oracle (e.g., machine learning models, simulations). Meanwhile, abundant offline data (e.g., past experiments and predictions) are often available and can be used to pretrain powerful predictive models, as well as to provide an informative prior. We propose Prediction-Augmented Gaussian Process Upper Confidence Bound (PA-GP-UCB), a novel Bayesian optimization algorithm that leverages both oracles and […]