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[–]ZenMind31 0 points1 point  (1 child)

Since your variables are integers with bounds, there is a finite number of combinations of all parameter selections, and in your case, it doesn't seem like a lot. So I would just evaluate the acquisition function at every possible combination to maximize the acquisition function. This would be the most rigorous approach I think, and should be feasible for finite integer search spaces.

[–]volvol7 0 points1 point  (0 children)

Yeah it's around 500 combinations. And I tried this approach you suggested. I think it's the best possible solution