decide which experiment to perform next J. Močkus, Optimisation Techniques 1, 400 (1974) Probabilistic (Surrogate) Model Approximation of the true objective function O(x) ~ f(x), e.g. Gaussian process, GP(x,x') Acquisition Function Selection of the next sample point, e.g. upper confidence bound (UCB), probability of improvement (PI), expected improvement (EI) known new (parameters to sample)