mlsanityData to 14 Oct 2026

BONSAI: Structure-exploiting robust Bayesian optimization for networked black-box systems under uncertainty

arXiv 2510.03893 ↗First posted 4 Oct 2025cs.LG math.OCcited by 5

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Abstract (arXiv)

Optimal design under uncertainty remains a fundamental challenge in advancing reliable, next-generation process systems. Robust optimization (RO) offers a principled approach by safeguarding against worst-case scenarios across a range of uncertain parameters. However, traditional RO methods typically require known problem structure, which limits their applicability to high-fidelity simulation environments. To overcome these limitations, recent work has explored robust Bayesian optimization (RBO) as a flexible alternative that can accommodate expensive, black-box objectives. Existing RBO methods, however, generally ignore available structural information and struggle to scale to high-dimensional settings. In this work, we introduce BONSAI (Bayesian Optimization of Network Systems under uncertAInty), a new RBO framework that leverages partial structural knowledge commonly available in simulation-based models. Instead of treating the objective as a monolithic black box, BONSAI represents it as a directed graph of interconnected white- and black-box components, allowing the algorithm to utilize intermediate information within the optimization process. We further propose a scalable Thompson sampling-based acquisition function tailored to the structured RO setting, which can be efficiently optimized using gradient-based methods. We evaluate BONSAI across a diverse set of synthetic and real-world case studies, including applications in process systems engineering. Compared to existing simulation-based RO algorithms, BONSAI consistently delivers more sample-efficient and higher-quality robust solutions, highlighting its practical advantages for uncertainty-aware design in complex engineering systems.

Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 20 of its 45 references that are in the map. First posted on arXiv 4 Oct 2025.

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20 of 45 references.

References · 20

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8 more
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Cited by year (2026 to 14 Oct)

Citing papers per year: 2026: 5.

5 papers.