Robust Entropy Search for Safe Efficient Bayesian Optimization

The practical use of Bayesian Optimization (BO) in engineering applications imposes special requirements: high sampling efficiency on the one hand and finding a robust solution on the other hand. We address the case of adversarial robustness, where all parameters are controllable during the optimization process, but a subset of them is uncontrollable or even adversely perturbed at the time of application. To this end, we develop an efficient information-based acquisition function that we call Robust Entropy Search (RES). We empirically demonstrate its benefits in experiments on synthetic and real-life data. The results showthat RES reliably finds robust optima, outperforming state-of-the-art algorithms.

Robustness in Fatigue Strength Estimation

Fatigue strength estimation is a costly manual material characterization process in which state-of-the-art approaches follow a standardized experiment and analysis procedure. In this paper, we examine a modular, Machine Learning-based approach for fatigue strength estimation that is likely to reduce the number of experiments and, thus, the overall experimental costs. Despite its high potential, deployment of a new approach in a real-life lab requires more than the theoretical definition and simulation. Therefore, we study the robustness of the approach against misspecification of the prior and discretization of the specified loads. We identify its applicability and its advantageous behavior over the state-of-the-art methods, potentially reducing the number of costly experiments.

Bayesian Optimization for Min Max Optimization

A solution that is only reliable under favourable conditions is hardly a safe solution. Min Max Optimization is an approach that returns optima that are robust against worst case conditions. We propose algorithms that perform Min Max Optimization in a setting where the function that should be optimized is not known a priori and hence has to be learned by experiments. Therefore we extend the Bayesian Optimization setting, which is tailored to maximization problems, to Min Max Optimization problems. While related work extends the two acquisition functions Expected Improvement and Gaussian Process Upper Confidence Bound; we extend the two acquisition functions Entropy Search and Knowledge Gradient. These acquisition functions are able to gain knowledge about the optimum instead of just looking for points that are supposed to be optimal. In our evaluation we show that these acquisition functions allow for better solutions - converging faster to the optimum than the benchmark settings.

Monte Carlo Tree Search for high precision manufacturing

Monte Carlo Tree Search (MCTS) has shown its strength for a lot of deterministic and stochastic examples, but literature lacks reports of applications to real world industrial processes. Common reasons for this are that there is no efficient simulator of the process available or there exist problems in applying MCTS to the complex rules of the process. In this paper, we apply MCTS for optimizing a high-precision manufacturing process that has stochastic and partially observable outcomes. We make use of an expert-knowledge-based simulator and adapt the MCTS default policy to deal with the manufacturing process.