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Related papers: Bayesian Optimisation for Robust Model Predictive …

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In this review, we assess the use of Bayesian methods in model predictive control (MPC), focusing on neural-network-based modeling, control design, and uncertainty quantification. We systematically analyze individual studies and how they…

Artificial Intelligence · Computer Science 2025-10-08 Asli Karacelik

This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…

Systems and Control · Electrical Eng. & Systems 2025-05-21 Hossein Nejatbakhsh Esfahani , Kai Liu , Javad Mohammadpour Velni

We study the problem of performance optimization of closed-loop control systems with unmodeled dynamics. Bayesian optimization (BO) has been demonstrated to be effective for improving closed-loop performance by automatically tuning…

Machine Learning · Computer Science 2023-01-31 Wenjie Xu , Colin N Jones , Bratislav Svetozarevic , Christopher R. Laughman , Ankush Chakrabarty

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…

Machine Learning · Statistics 2020-02-04 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato

Probabilistic programming systems enable users to encode model structure and naturally reason about uncertainties, which can be leveraged towards improved Bayesian optimization (BO) methods. Here we present a probabilistic program embedding…

Artificial Intelligence · Computer Science 2019-02-06 Alexander Lavin

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 optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas

Data-enabled predictive control (DeePC) leverages system measurements in characterizing system dynamics for optimal control. The performance of DeePC relies on optimizing its hyperparameters, especially in noisy systems where the optimal…

Optimization and Control · Mathematics 2025-06-02 Jinbao Wang , Shiliang Zhang , Jun Liu , Xuehui Ma , Haolin Liu

Integrating measurements and historical data can enhance control systems through learning-based techniques, but ensuring performance and safety is challenging. Robust model predictive control strategies, like stochastic model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-28 J. Pohlodek , H. Alsmeier , B. Morabito , C. Schlauch , A. Savchenko , R. Findeisen

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

Consensus-based optimization (CBO) is a versatile multi-particle metaheuristic optimization method suitable for performing nonconvex and nonsmooth global optimizations in high dimensions. It has proven effective in various applications…

Optimization and Control · Mathematics 2026-05-12 Massimo Fornasier , Peter Richtárik , Konstantin Riedl , Lukang Sun

Bayesian optimisation (BO) is a well-known efficient algorithm for finding the global optimum of expensive, black-box functions. The current practical BO algorithms have regret bounds ranging from $\mathcal{O}(\frac{logN}{\sqrt{N}})$ to…

Machine Learning · Computer Science 2026-04-28 Hung Tran-The , Sunil Gupta , Santu Rana , Svetha Venkatesh

The tuning of hyperparameters becomes increasingly important as machine learning (ML) models have been extensively applied in data mining applications. Among various approaches, Bayesian optimization (BO) is a successful methodology to tune…

Machine Learning · Computer Science 2022-06-07 Yang Li , Yu Shen , Huaijun Jiang , Tianyi Bai , Wentao Zhang , Ce Zhang , Bin Cui

In outdoor environments, mobile robots are required to navigate through terrain with varying characteristics, some of which might significantly affect the integrity of the platform. Ideally, the robot should be able to identify areas that…

Robotics · Computer Science 2018-02-20 Rafael Oliveira , Lionel Ott , Vitor Guizilini , Fabio Ramos

Bayesian optimization (BO) has become a popular strategy for global optimization of many expensive real-world functions. Contrary to a common belief that BO is suited to optimizing black-box functions, it actually requires domain knowledge…

Machine Learning · Computer Science 2022-07-08 Zi Wang , George E. Dahl , Kevin Swersky , Chansoo Lee , Zelda Mariet , Zachary Nado , Justin Gilmer , Jasper Snoek , Zoubin Ghahramani

We propose a performance-based autotuning method for cascade control systems, where the parameters of a linear axis drive motion controller from two control loops are tuned jointly. Using Bayesian optimization as all parameters are tuned…

Systems and Control · Electrical Eng. & Systems 2021-01-22 Mohammad Khosravi , Varsha Behrunani , Piotr Myszkorowski , Roy S. Smith , Alisa Rupenyan , John Lygeros

A recurring and important task in control engineering is parameter tuning under constraints, which conceptually amounts to optimization of a blackbox function accessible only through noisy evaluations. For example, in control practice…

Systems and Control · Electrical Eng. & Systems 2025-01-24 Christian Fiedler , Johanna Menn , Sebastian Trimpe

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Manual tuning of performance-critical controller parameters can be tedious and sub-optimal. Bayesian Optimization (BO) is an increasingly popular practical alternative to automatically optimize controller parameters from few experiments.…

Systems and Control · Electrical Eng. & Systems 2025-01-22 David Stenger , Dominik Scheurenberg , Heike Vallery , Sebastian Trimpe

BayesianOptimization(BO) is a sample-efficient black-box optimizer, and extensive methods have been proposed to build the absolute function response of the black-box function through a probabilistic surrogate model, including…

Machine Learning · Computer Science 2024-02-07 Xiaoxing Wang , Jiaxing Li , Chao Xue , Wei Liu , Weifeng Liu , Xiaokang Yang , Junchi Yan , Dacheng Tao
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