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The connections between optimal control and Bayesian inference have long been recognised, with the field of stochastic (optimal) control combining these frameworks for the solution of partially observable control problems. In particular,…

Optimization and Control · Mathematics 2022-03-10 Manuel Baltieri

The closed-loop performance of model predictive controllers (MPCs) is sensitive to the choice of prediction models, controller formulation, and tuning parameters. However, prediction models are typically optimized for prediction accuracy…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Farshud Sorourifar , Georgios Makrygirgos , Ali Mesbah , Joel A. Paulson

In the realm of supervised learning, Bayesian learning has shown robust predictive capabilities under input and parameter perturbations. Inspired by these findings, we demonstrate the robustness properties of Bayesian learning in the…

Machine Learning · Computer Science 2022-05-17 Nardos Ayele Ashenafi , Wankun Sirichotiyakul , Aykut C. Satici

This paper presents a sample-efficient data-driven method to design model predictive control (MPC) for cable-actuated soft robotics using Bayesian optimization. Instead of modeling the complex dynamics of the soft robots, the proposed…

Robotics · Computer Science 2022-10-18 Anuj Pal , Tianyi He , Wenpeng Wei

We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown parameter. Given a prior distribution for the unknown parameter, we…

Optimization and Control · Mathematics 2025-12-23 Nicolas Baradel , Quentin Cormier

Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…

Machine Learning · Computer Science 2021-10-29 Wesley J. Maddox , Maximilian Balandat , Andrew Gordon Wilson , Eytan Bakshy

Active policy search combines the trial-and-error methodology from policy search with Bayesian optimization to actively find the optimal policy. First, policy search is a type of reinforcement learning which has become very popular for…

Robotics · Computer Science 2024-02-13 Ruben Martinez-Cantin

Experimental (design) optimization is a key driver in designing and discovering new products and processes. Bayesian Optimization (BO) is an effective tool for optimizing expensive and black-box experimental design processes. While Bayesian…

Machine Learning · Computer Science 2024-02-28 Arun Kumar A , Alistair Shilton , Sunil Gupta , Santu Rana , Stewart Greenhill , Svetha Venkatesh

We address the problem of automatically finding the parameters of a statistical machine translation system that maximize BLEU scores while ensuring that decoding speed exceeds a minimum value. We propose the use of Bayesian Optimization to…

Computation and Language · Computer Science 2016-04-19 Daniel Beck , Adrià de Gispert , Gonzalo Iglesias , Aurelien Waite , Bill Byrne

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard…

Systems and Control · Electrical Eng. & Systems 2021-03-03 Christopher König , Matteo Turchetta , John Lygeros , Alisa Rupenyan , Andreas Krause

Designing predictive controllers towards optimal closed-loop performance while maintaining safety and stability is challenging. This work explores closed-loop learning for predictive control parameters under imperfect information while…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Sebastian Hirt , Maik Pfefferkorn , Ali Mesbah , Rolf Findeisen

Bayesian optimization has become a fundamental global optimization algorithm in many problems where sample efficiency is of paramount importance. Recently, there has been proposed a large number of new applications in fields such as…

Artificial Intelligence · Computer Science 2019-02-06 Ruben Martinez-Cantin

Most machine learning methods require careful selection of hyper-parameters in order to train a high performing model with good generalization abilities. Hence, several automatic selection algorithms have been introduced to overcome tedious…

Machine Learning · Computer Science 2020-01-17 Raju Ram , Sabine Müller , Franz-Josef Pfreundt , Nicolas R. Gauger , Janis Keuper

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal…

Computation · Statistics 2018-03-14 David J. Price , Nigel G. Bean , Joshua V. Ross , Jonathan Tuke

We propose an adaptive optimisation approach for tuning stochastic model predictive control (MPC) hyper-parameters while jointly estimating probability distributions of the transition model parameters based on performance rewards. In…

Robotics · Computer Science 2022-06-02 Rel Guzman , Rafael Oliveira , Fabio Ramos

Safe learning of control policies remains challenging, both in optimal control and reinforcement learning. In this article, we consider safe learning of parametrized predictive controllers that operate with incomplete information about the…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Sebastian Hirt , Maik Pfefferkorn , Rolf Findeisen

We develop a new method for stochastic optimization using the Bayesian statistics approach. More precisely, we optimize parameters of chess engines as those data are available to us, but the method should apply to all situations where we…

Optimization and Control · Mathematics 2022-07-06 Ivan Ivec , Ivana Vojnović

Bayesian optimisation is an adaptive sampling strategy for constructing a Gaussian process surrogate to efficiently search for the global minimum of a black-box computational model. Gaussian processes have limited applicability in…

Applications · Statistics 2025-12-04 Thomas A. Archbold , Ieva Kazlauskaite , Fehmi Cirak

Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…

Machine Learning · Computer Science 2021-01-05 Ruduan Plug

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters