mlsanityData to 14 Oct 2026

Robust Entropy Search for Safe Efficient Bayesian Optimization

arXiv 2405.19059 ↗First posted 29 May 2024cs.LG stat.MLcited by 4

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Abstract (arXiv)

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.

Key facts. Cited by 4 papers in the map (data through 14 Oct 2026). Builds on 21 of its 50 references that are in the map. First posted on arXiv 29 May 2024.

Builds on

21 of 50 references.

References · 21

  1. 2017Max-value Entropy Search for Efficient Bayesian Optimizationcited by 206
  2. 2014Predictive Entropy Search for Efficient Global Optimization of Black-box Functionscited by 204
  3. 2013Expectation Propagation for approximate Bayesian inferencecited by 174
  4. 2016Bayesian Optimization with Safety Constraints: Safe and Automatic Parameter Tuning in Roboticscited by 134
  5. 2014Bayesian Optimization with Unknown Constraintscited by 109
  6. 2020Max-value Entropy Search for Multi-Objective Bayesian Optimization with Constraintscited by 81
  7. 2018Adversarially Robust Optimization with Gaussian Processescited by 62
  8. 2020Distributionally Robust Bayesian Optimizationcited by 61
  9. 2018Bayesian Optimization with Expensive Integrandscited by 24
  10. 2020Noisy-Input Entropy Search for Efficient Robust Bayesian Optimizationcited by 24
  11. 2021Sequential- and Parallel- Constrained Max-value Entropy Search via Information Lower Boundcited by 23
  12. 2016Unscented Bayesian Optimization for Safe Robot Graspingcited by 18
9 more
  1. 2019Bayesian optimisation under uncertain inputscited by 18
  2. 2020Mean-Variance Analysis in Bayesian Optimization under Uncertaintycited by 18
  3. 2022Distributionally Robust Bayesian Optimization with varphi-divergencescited by 16
  4. 2019Integrals over Gaussians under Linear Domain Constraintscited by 15
  5. 2022Generalizing Bayesian Optimization with Decision-theoretic Entropiescited by 11
  6. 2023Efficient Robust Bayesian Optimization for Arbitrary Uncertain Inputscited by 6
  7. 2023Robust expected improvement for Bayesian optimizationcited by 5
  8. 2021Bayesian Optimization for Min Max Optimizationcited by 2
  9. 2016Stratified Bayesian Optimizationcited by 1

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 1; 2026: 3.

4 papers.

  1. 2025Bayesian Optimization for Function-Valued Responses under Min-Max Criteriacited by 0
  2. 2026Fast and Provably Accurate Sequential Designs using Hilbert Space Gaussian Processescited by 0
  3. 2026A Human-in-the-Loop Bayesian Optimization Framework for Constraint-Aware Bioprocess Developmentcited by 0
  4. 2026Maximally Robust Satisficing Bayesian Optimizationcited by 0