Efficient Performance-based MPC Tuning in High Dimensions using Bayesian Optimization over Sparse Subspaces

Author:

Kudva Akshay,Huynh Melanie T.,Mesbah Ali,Paulson Joel A.

Publisher

Elsevier BV

Reference17 articles.

1. BoTorch: A framework for efficient Monte-Carlo Bayesian optimization;Balandat;Advances in neural information processing systems,2020

2. Eriksson, D. and Jankowiak, M. (2021). High-dimensional Bayesian optimization with sparse axis-aligned sub-spaces. In UAI, 493–503.

3. Frazier, P.I. (2018). A tutorial on Bayesian optimization. arXiv preprint arXiv:1807.02811.

4. Identification for control: From the early achievements to the revival of experiment design;Gevers;European Journal of Control,2005

5. The No-U-Turn sampler: Adaptively setting path lengths in Hamiltonian Monte Carlo;Hoffman;Journal of Machine Learning Research,2014

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