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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 (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Machine Learning · Computer Science 2023-12-05 Bracha Laufer-Goldshtein , Adam Fisch , Regina Barzilay , Tommi Jaakkola

The commissioning of industrial electric drives still relies heavily on manual tuning of cascaded control loops, requiring expert knowledge and significant time. In this paper, we propose a fully automated approach for tuning the current…

Systems and Control · Electrical Eng. & Systems 2026-05-28 David Petrovic , Gian Antonio Susto , Angelo Cenedese

This paper presents a systematic method for the selection of the Model Predictive Control (MPC) stage cost. We match the MPC feedback law to a proportional-integral (PI) controller, which we efficiently tune by high-performance Monte Carlo…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Morten Ryberg Wahlgreen , John Bagterp Jørgensen , Mario Zanon

Hyperparameter optimization (HPO) plays a central role in the performance of deep learning models, yet remains computationally expensive and difficult to interpret, particularly for time-series forecasting. While Bayesian Optimization (BO)…

Machine Learning · Computer Science 2026-02-17 Ons Saadallah , Mátyás andó , Tamás Gábor Orosz

Model Predictive Control lacks the ability to escape local minima in nonconvex problems. Furthermore, in fast-changing, uncertain environments, the conventional warmstart, using the optimal trajectory from the last timestep, often falls…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Mohamed-Khalil Bouzidi , Yue Yao , Daniel Goehring , Joerg Reichardt

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Bayesian optimization (BO) is a popular method to optimize costly black-box functions. While traditional BO optimizes each new target task from scratch, meta-learning has emerged as a way to leverage knowledge from related tasks to optimize…

Machine Learning · Computer Science 2024-07-01 Jiarong Pan , Stefan Falkner , Felix Berkenkamp , Joaquin Vanschoren

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence.…

Machine Learning · Computer Science 2021-01-19 Vu Nguyen , Sebastian Schulze , Michael A Osborne

This work introduces a formulation of model predictive control (MPC) which adaptively reasons about the complexity of the model based on the task while maintaining feasibility and stability guarantees. Existing MPC implementations often…

Robotics · Computer Science 2024-11-07 Joseph Norby , Ardalan Tajbakhsh , Yanhao Yang , Aaron M. Johnson

Model Predictive Control (MPC) has shown the great performance of target optimization and constraint satisfaction. However, the heavy computation of the Optimal Control Problem (OCP) at each triggering instant brings the serious delay from…

Robotics · Computer Science 2021-03-18 Yu Luo , Mingxuan Jing , Tianying Ji , Fuchun Sun , Huaping Liu

Model predictive control (MPC) has been applied to many platforms in robotics and autonomous systems for its capability to predict a system's future behavior while incorporating constraints that a system may have. To enhance the performance…

Robotics · Computer Science 2024-07-08 Ran Tao , Sheng Cheng , Xiaofeng Wang , Shenlong Wang , Naira Hovakimyan

Model Predictive Control (MPC) is among the most widely adopted and reliable methods for robot control, relying critically on an accurate dynamics model. However, existing dynamics models used in the gradient-based MPC are limited by…

Robotics · Computer Science 2025-08-11 Jan Węgrzynowski , Piotr Kicki , Grzegorz Czechmanowski , Maciej Krupka , Krzysztof Walas

Model predictive control (MPC) is widely used for path tracking of autonomous vehicles due to its ability to handle various types of constraints. However, a considerable predictive error exists because of the error of mathematics model or…

Robotics · Computer Science 2020-07-21 Chaoyang Jiang , Hanqing Tian , Jibin Hu , Jiankun Zhai , Chao Wei , Jun Ni

Model Predictive Control (MPC) is a classic tool for optimal control of complex, real-world systems. Although it has been successfully applied to a wide range of challenging tasks in robotics, it is fundamentally limited by the prediction…

Robotics · Computer Science 2021-04-08 Nathan Hatch , Byron Boots

In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…

Optimization and Control · Mathematics 2016-04-25 Vincent Bachtiar , Chris Manzie , William H. Moase , Eric C. Kerrigan

Event-triggered model predictive control (eMPC) is a popular optimal control method with an aim to alleviate the computation and/or communication burden of MPC. However, it generally requires priori knowledge of the closed-loop system…

Robotics · Computer Science 2022-08-23 Fengying Dang , Dong Chen , Jun Chen , Zhaojian Li

Model predictive control (MPC) has become increasingly popular for the control of robot manipulators due to its improved performance compared to instantaneous control approaches. However, tuning these controllers remains a considerable…

Robotics · Computer Science 2024-12-09 Johan Ubbink , Ruan Viljoen , Erwin Aertbeliën , Wilm Decré , Joris De Schutter

Model predictive control (MPC) is an optimal control method that predicts the future states of the system being controlled and estimates the optimal control inputs that drive the predicted states to the required reference. The computations…

Systems and Control · Electrical Eng. & Systems 2023-05-05 Eslam Mostafa , Hussein A. Aly , Ahmed Elliethy
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