Safe Risk-Averse Bayesian Optimization for Controller Tuning
Abstract: Controller tuning and parameter optimization are crucial in system design to improve both the controller and underlying system performance. Bayesian optimization (BO) has been established as an efficient model-free method for controller tuning and adaptation. Standard methods, however, are not enough for high-precision systems to be robust with respect to unknown input-dependent noise and stable under safety constraints. In this work, we present a novel data-driven approach, RAGoOSe, for safe controller tuning in the presence of heteroscedastic noise, combining safe learning with risk-averse Bayesian optimization. We demonstrate the method for synthetic benchmark and compare its performance to established BO-based tuning methods. We further evaluate RaGoose performance on a real precision-motion system utilized in semiconductor industry applications and compare it to the built-in auto-tuning routine.
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