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.