English

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

Machine Learning 2025-10-07 v1 Optimization and Control

Abstract

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.

Keywords

Cite

@article{arxiv.2510.03893,
  title  = {BONSAI: Structure-exploiting robust Bayesian optimization for networked black-box systems under uncertainty},
  author = {Akshay Kudva and Joel A. Paulson},
  journal= {arXiv preprint arXiv:2510.03893},
  year   = {2025}
}

Comments

Published in Computers and Chemical Engineering, 2025

R2 v1 2026-07-01T06:17:18.902Z