Papers › Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index
Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index
Qian Xie, Raul Astudillo, Peter I. Frazier, Ziv Scully, Alexander Terenin
Bayesian optimization is a technique for efficiently optimizing unknown functions in a black-box manner. To handle practical settings where gathering data requires use of finite resources, it is desirable to explicitly incorporate function evaluation costs into Bayesian optimization policies. To understand how to do so, we develop a previously-unexplored connection between cost-aware Bayesian optimization and the Pandora's Box problem, a decision problem from economics. The Pandora's Box problem admits a Bayesian-optimal solution based on an expression called the Gittins index, which can be reinterpreted as an acquisition function. We study the use of this acquisition function for cost-aware Bayesian optimization, and demonstrate empirically that it performs well, particularly in medium-high dimensions. We further show that this performance carries over to classical Bayesian optimization without explicit evaluation costs. Our work constitutes a first step towards integrating techniques from Gittins index theory into Bayesian optimization.
In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.
For agents, Syntology's MCP tool lists every function and class Syntology harvested from this paper and whether it ran (how to connect): get_harvested_code_for_paper(arxiv_id="2406.20062")
Code
Syntology Ran 0 of 1 code samples harvested from 1 repository linked to this paper; 1 has no recorded run.
By repository: official repository: 1 sample from 1 repository, 0 ran. The run record, sample by sample. “Ran” means executed on a synthesized input, not that the code is correct or reproduces the paper.
Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.
Code Syntology ran Syntology
1 sample harvested; 0 ran; 0 honoured the contract we drafted; 1 has no recorded run. Read from Syntology's graph 2026-09-24; that is when this build read the record, not when the samples ran.
Licence: 0 of the 1 sample are pointer only, meaning Syntology does not serve that copy's text. This page shows no code text for any sample; each one links to its file in the repository.
Harvested from qianjanexie/pandorabayesopt. “Ran” means the sample executed on a synthesized input. It does not mean the output is correct, and nothing here reproduces the paper's results. “Honoured” and “violated” refer to a contract Syntology drafted from the code itself; “our draft was wrong” and “fixture could not drive it” are failures of Syntology's instrument, not of the code.
Each sample ends with its code_sha256, Syntology's identity for that exact code. An agent fetches the stored sample with Syntology's MCP tool get_code(code_sha256="…") (how to connect); click an identity to copy that call.
Repository labels, per sample. official repository: The archive marks this repository official for the paper. named in the paper: The archive records that the paper mentions this repository; it is not marked official. community (archive-listed): In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper. found in paper text by Syntology: Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted. community: Not in the archive's code links for this paper; a community repository Syntology harvested. Samples from a repository marked official are listed first. Licence labels name the repository's licence as recorded at harvest. “Pointer only” means Syntology does not serve that copy's text, for one of four reasons: no licence file was found; the licence was not identified; the licence is recorded as permissive but that copy's record is not marked cleared; or the licence is outside the permissive list Syntology serves text under (MIT, Apache-2.0, BSD and similar). Some licences outside that list permit redistribution, such as WTFPL, and GPL-3.0 under its conditions; they are simply not on the list. Hover a licence label for the reason. File links open the file on GitHub at the default branch, which may have changed since the harvest.
9a2fa591239b78e2 · report
Tasks
Results from the paper archive 2025-07-28
No leaderboard rows for this paper in the archive.
Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections