Raghuram Shankar
← Bayesian Optimization

Part 2 · Intuition

Drive the loop yourself

Below is a live Gaussian process on a hidden function, with a budget of 12 evaluations. Click anywhere on the top panel to spend an evaluation there yourself — or press BO step and let expected improvement (the green curve underneath, red dot = its argmax) choose. Try to beat the machine: spend your 12, reset, then let EI spend its 12, and compare best-found values. Reveal the true function only at the end.

A genuine GP posterior (RBF kernel, ℓ = 0.12) and genuine expected improvement, computed live in your browser at every click. Watch how EI ignores regions the posterior already pins down, and how the band collapses at each observation.