I am trying to do a blackbox hyper-parameter optimization with GPR. To achieve I use GPR with Matern core with sklearn. Now I hope to know whether it fitted well, or whether it is over-fitted or under-fitted. Is there any way to do that evaluation? Also I use EI(expected improvement ) as acquisition function. Is it meaningful to compare the EI value round by round, then I could say it get better? (personally, I don't support this idea.)
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