ResearchBenchmarksPortfolio Optimization on Model M2 Scenario S3Follow1.222Annualized Sharpe RatioGP-EI1.042081.088791.13551.18221Apr 18, 2025Evaluation ResultsMethodMethodLinksAnnualized Sharpe RatioGP-EIη=500η=5002025.041.222GP-PIη=500η=5002025.041.195GP-UCBη=500η=5002025.041.159BNN-UCBη=500η=5002025.041.102BNN-EIη=500η=5002025.041.093BNN-PIη=500η=5002025.041.085TPE-ASη=500η=5002025.041.049