Collaborative Contextual Bayesian Optimization

ArXi:2604.18912v1 Announce Type: new Discovering optimal designs through sequential data collection is essential in many real-world applications. While Bayesian Optimization (BO) has achieved remarkable success in this setting, growing attention has recently turned to context-specific optimal design, formalized as Contextual Bayesian Optimization (CBO). Unlike BO, CBO is inherently challenging as it must approximate an entire mapping from the context space to its corresponding optimal design, requiring simultaneous exploration across contexts and exploitation within each.