We study expected improvement (EI) for minimizing a deterministic function
f in the RKHS
Hk of a continuous positive-semidefinite kernel
k on a nonempty compact set
X⊂Rd. Function values are observed exactly, and EI is computed from a fixed zero-mean Gaussian-process model with covariance
σ2k,
σ>0. A weak-EI policy queries a point whose EI is at least a fixed positive fraction of its maximum. We introduce a notion of sequential separation radius relating ranked selected-point innovation norms to Kolmogorov widths, drawing on greedy approximation. Standard power-function estimates from scattered-data approximation and a finite-budget regret argument yield the rates. After
N post-initial queries, every weak-EI policy has simple regret
O(N−ν/d) for isotropic Matérn kernels of smoothness
ν>0 and
O(exp[−c1min{N,N1/dlog(eN)}]) for the isotropic squared-exponential kernel, with
c1>0. For
d=1, the sharper bound
O(exp[−c2Nlog(eN)]) holds for exact EI, with
c2>0. These bounds are uniform over each fixed RKHS ball. If
X has nonempty interior and
B>0, the exact EI policy is minimax-rate optimal over the RKHS ball of radius
B for Matérn kernels, even among randomized strategies whose final recommendation need not be a query point. For the squared-exponential kernel, it is minimax-rate optimal up to constants in the exponent among deterministic methods whose final recommendation may be any point of
X.