Curvature-aware Expected Free Energy as an Acquisition Function for Bayesian Optimization

ArXi:2603.26339v1 Announce Type: new We propose an Expected Free Energy-based acquisition function for Bayesian optimization to solve the joint learning and optimization problem, i.e., optimize and learn the underlying function simultaneously. We show that, under specific assumptions, Expected Free Energy reduces to Upper Confidence Bound, Lower Confidence Bound, and Expected Information Gain. We prove that Expected Free Energy has unbiased convergence guarantees for concave functions. Using the results from these derivations, we.