@article{noregretbayesianoptimizationwithunknown,
  title = {No-Regret Bayesian Optimization with Unknown Hyperparameters},
  author = {Felix Berkenkamp and Angela P. Schoellig and Andreas Krause},
  year = {2019},
  eprint = {1901.03357},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1901.03357v2},
}