Safe Risk-Averse Bayesian Optimization for Controller Tuning

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.