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Complex processes in science and engineering are often formulated as multistage decision-making problems. In this letter, we consider a cascade process, a type of multistage decision-making process. This is a multistage process in which the output of one stage is used as an input for the subsequent stage. When the cost of each stage is expensive, it is difficult to search for the optimal controllable parameters for each stage exhaustively. To address this problem, we formulate the optimization of the cascade process as an extension of the Bayesian optimization framework and propose two types of acquisition functions based on credible intervals and expected improvement. We investigate the theoretical properties of the proposed acquisition functions and demonstrate their effectiveness through numerical experiments. In addition, we consider suspension setting, an extension in which we are allowed to suspend the cascade process at the middle of the multistage decision-making process that often arises in practical problems. We apply the proposed method in a test problem involving a solar cell simulator, the motivation for this study.

In many product development problems, the performance of the product is governed by two types of parameters called design parameter and environmental parameter. While the former is fully controllable, the latter varies depending on the environment in which the product is used. The challenge of such a problem is to find the design parameter that maximizes the probability that the performance of the product will meet the desired requisite level given the variation of the environmental parameter. In this paper, we formulate this practical problem as active learning (AL) problems and propose efficient algorithms with theoretically guaranteed performance. Our basic idea is to use Gaussian Process (GP) model as the surrogate model of the product development process, and then to formulate our AL problems as Bayesian Quadrature Optimization problems for probabilistic threshold robustness (PTR) measure. We derive credible intervals for the PTR measure and propose AL algorithms for the optimization and level set estimation of the PTR measure. We clarify the theoretical properties of the proposed algorithms and demonstrate their efficiency in both synthetic and real-world product development problems.Preprint. Under review.

In the manufacturing industry, it is often necessary to repeat expensive operational testing of machine in order to identify the range of input conditions under which the machine operates properly. Since it is often difficult to accurately control the input conditions during the actual usage of the machine, there is a need to guarantee the performance of the machine after properly incorporating the possible variation in input conditions. In this paper, we formulate this practical manufacturing scenario as an Input Uncertain Reliable Level Set Estimation (IU-rLSE) problem, and provide an efficient algorithm for solving it. The goal of IU-rLSE is to identify the input range in which the outputs smaller/greater than a desired threshold can be obtained with high probability when the input uncertainty is properly taken into consideration. We propose an active learning method to solve the IU-rLSE problem efficiently, theoretically analyze its accuracy and convergence, and illustrate its empirical performance through numerical experiments on artificial and real data.

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