Guided Bayesian Optimization

Abstract

This article presents the guided Bayesian optimization (BO) algorithm as an efficient data-driven method for iteratively tuning closed-loop controller parameters using a digital twin of the system. The digital twin is built using closed-loop data acquired during standard BO iterations, and activated when the uncertainty in the Gaussian Process model of the optimization objective on the real system is high. We define a controller tuning framework independent of the controller or the plant structure. Our proposed methodology is model-free, making it suitable for nonlinear and unmodelled plants with measurement noise. The objective function consists of performance metrics modeled by Gaussian processes. We utilize the available information in the closed-loop system to progressively maintain a digital twin that guides the optimizer, improving the data efficiency of our method. Switching the digital twin on and off is triggered by our data-driven criteria related to the digital twin’s uncertainty estimations in the BO tuning framework. Effectively, it replaces much of the exploration of the real system with exploration performed on the digital twin. We analyze the properties of our method in simulation and demonstrate its performance on two real closed-loop systems with different plant and controller structures. The experimental results show that our method requires fewer experiments on the physical plant than Bayesian optimization to find the optimal controller parameters.