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Related papers: On Controller Tuning with Time-Varying Bayesian Op…

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Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Alexander von Rohr , David Stenger , Dominik Scheurenberg , Sebastian Trimpe

We consider the problem of sequentially optimizing a time-varying objective function using time-varying Bayesian optimization (TVBO). Current approaches to TVBO require prior knowledge of a constant rate of change to cope with stale data…

Machine Learning · Computer Science 2025-02-05 Paul Brunzema , Alexander von Rohr , Friedrich Solowjow , Sebastian Trimpe

In this work, we propose a framework for adapting the controller's parameters based on learning optimal solutions from contextual black-box optimization problems. We consider a class of control design problems for dynamical systems…

Systems and Control · Electrical Eng. & Systems 2025-06-27 Viet-Anh Le , Andreas A. Malikopoulos

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

We study the problem of tuning the parameters of a room temperature controller to minimize its energy consumption, subject to the constraint that the daily cumulative thermal discomfort of the occupants is below a given threshold. We…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Wenjie Xu , Bratislav Svetozarevic , Loris Di Natale , Philipp Heer , Colin N Jones

Controller tuning and parameter optimization are crucial in system design to improve closed-loop system performance. Bayesian optimization has been established as an efficient model-free controller tuning and adaptation method. However,…

Systems and Control · Electrical Eng. & Systems 2024-04-24 Christopher König , Raamadaas Krishnadas , Efe C. Balta , Alisa Rupenyan

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying, expensive, noisy black-box function $f$. However, most of the asymptotic guarantees offered by TVBO algorithms rely on the assumption that…

Machine Learning · Statistics 2025-10-21 Anthony Bardou , Patrick Thiran

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

Time-Varying Bayesian Optimization (TVBO) is the go-to framework for optimizing a time-varying black-box objective function that may be noisy and expensive to evaluate, but its excellent empirical performance remains to be understood…

Machine Learning · Statistics 2025-10-21 Anthony Bardou , Patrick Thiran

Learning-based model predictive control has been widely applied in autonomous racing to improve the closed-loop behaviour of vehicles in a data-driven manner. When environmental conditions change, e.g., due to rain, often only the…

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

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

Efficient tuning of building climate controllers to optimize occupant utility is essential for ensuring overall comfort and satisfaction. However, this is a challenging task since the latent utility are difficult to measure directly.…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Wenbin Wang , Jicheng Shi , Colin N. Jones

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual…

Machine Learning · Computer Science 2023-09-22 Wenjie Xu , Yuning Jiang , Bratislav Svetozarevic , Colin N. Jones

Experiments in engineering are typically conducted in controlled environments where parameters can be set to any desired value. This assumes that the same applies in a real-world setting -- an assumption that is often incorrect as many…

Machine Learning · Computer Science 2025-11-18 Mike Diessner , Kevin J. Wilson , Richard D. Whalley

We propose an adaptive method for online time-varying (TV) convex optimization, termed $\mathcal{L}_{1}$ adaptive optimization ($\mathcal{L}_{1}$-AO). TV optimizers utilize a prediction model to exploit the temporal structure of TV…

Optimization and Control · Mathematics 2025-03-04 Jinrae Kim , Naira Hovakimyan

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

Controller tuning and parameter optimization are crucial in system design to improve both the controller and underlying system performance. Bayesian optimization has been established as an efficient model-free method for controller tuning…

Systems and Control · Electrical Eng. & Systems 2023-06-26 Christopher Koenig , Miks Ozols , Anastasia Makarova , Efe C. Balta , Andreas Krause , Alisa Rupenyan

This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Marko Nonhoff , Emiliano Dall'Anese , Matthias A. Müller
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