Information Theoretic Bayesian Optimization over the Probability Simplex

ArXi:2603.09793v1 Announce Type: new Bayesian optimization is a data-efficient technique that has been shown to be extremely powerful to optimize expensive, black-box, and possibly noisy objective functions. Many applications involve optimizing probabilities and mixtures which naturally belong to the probability simplex, a constrained non-Euclidean domain defined by non-negative entries summing to one. This paper