Safe Risk-averse Bayesian Optimization for Controller Tuning

TL;DR

This paper introduces RaGoOSE, a novel risk-averse Bayesian optimization method designed for safe controller tuning under heteroscedastic noise, demonstrating improved robustness and safety in high-precision system applications.

Contribution

The paper presents RaGoOSE, a new data-driven approach that combines safe learning with risk-averse Bayesian optimization for controller tuning under unknown input-dependent noise.

Findings

RaGoOSE outperforms existing BO tuning methods on synthetic benchmarks.

RaGoOSE achieves safer and more reliable tuning in high-precision systems.

Application to semiconductor industry system shows practical effectiveness.

Abstract

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 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.