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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.