# Intuitive Understanding of Expected Improvement for Gaussian Process

by GENIVI-LEARNER   Last Updated September 11, 2019 10:19 AM

So I am learning Bayesian Optimization and came across expected improvement.

My question is are we searching for the point in the Gaussian Process model whose expected value (determined by mean and confidence) shall be decreased the most if sampled at that point? So is the starting criteria is to take the lowest point in GP and from there determine what is the next point that whose expected value is lowest then any other point in the GP?

How do we intuitively quantify expected improvement distribution $$\phi$$ in the graph attached?

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