{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/noisy-input-entropy-search-for-efficient","title":"Noisy-Input Entropy Search for Efficient Robust Bayesian Optimization","arxiv_id":"2002.02820","date":"2020-02-07","proceeding":null,"authors":["Lukas P. Fröhlich","Edgar D. Klenske","Julia Vinogradska","Christian Daniel","Melanie N. Zeilinger"],"abstract":"We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case of uncertainty about the input parameters. In this paper, we propose Noisy-Input Entropy Search (NES), a novel information-theoretic acquisition function that is designed to find robust optima for problems with both input and measurement noise. NES is based on the key insight that the robust objective in many cases can be modeled as a Gaussian process, however, it cannot be observed directly. We evaluate NES on several benchmark problems from the optimization literature and from engineering. The results show that NES reliably finds robust optima, outperforming existing methods from the literature on all benchmarks.","url_abs":"https://arxiv.org/abs/2002.02820v1","url_pdf":"https://arxiv.org/pdf/2002.02820v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"noisy-input-entropy-search-for-efficient","repo_url":"https://github.com/boschresearch/NoisyInputEntropySearch","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":{"status":"ok","spdx":"AGPL-3.0"}}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2002.02820","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}