David Stenger

Johanna Menn, Miriam Kober, Paul Brunzema et al.

Bayesian optimization (BO) is a popular and effective approach for tuning expensive, noisy experiments, but requires the formulation of an explicit objective function. Preferential BO (PBO) removes this requirement by learning from pairwise human feedback, yet existing methods struggle to efficiently optimize beyond low- and medium-dimensional problems due to their global search approaches. We address this limitation by developing a family of local PBO methods that transfer key ideas from high-dimensional BO to the preferential setting. In particular, we introduce local PBO methods which adapt trust-region and derivative-informed local search to pairwise preference feedback, where the latter exploits first- and second-order derivatives of the Laplace-approximated GP posterior. Our benchmark on GP sample paths, standard optimization benchmark functions, and policy-search tasks shows that local PBO methods are especially effective in high-dimensional and complex landscapes with steep optima. Compared with global preference-based baselines, they can substantially reduce cumulative regret, making them particularly useful for real-world preference-based optimization tasks such as policy search.

Johanna Menn, David Stenger, Sebastian Trimpe

Bayesian optimization is a popular black-box optimization method for parameter learning in control and robotics. It typically requires an objective function that reflects the user's optimization goal. However, in practical applications, this objective function is often inaccessible due to complex or unmeasurable performance metrics. Preferential Bayesian optimization (PBO) overcomes this limitation by leveraging human feedback through pairwise comparisons, eliminating the need for explicit performance quantification. When applying PBO to hardware systems, such as in quadcopter control, crashes can cause time-consuming experimental resets, wear and tear, or otherwise undesired outcomes. Standard PBO methods cannot incorporate feedback from such crashed experiments, resulting in the exploration of parameters that frequently lead to experimental crashes. We thus introduce CrashPBO, a user-friendly mechanism that enables users to both express preferences and report crashes during the optimization process. Benchmarking on synthetic functions shows that this mechanism reduces crashes by 63% and increases data efficiency. Through experiments on three robotics platforms, we demonstrate the wide applicability and transferability of CrashPBO, highlighting that it provides a flexible, user-friendly framework for parameter learning with human feedback on preferences and crashes.

Tobin Holtmann, David Stenger, Andres Posada-Moreno et al.

State estimation in control and systems engineering traditionally requires extensive manual system identification or data-collection effort. However, transformer-based foundation models in other domains have reduced data requirements by leveraging pre-trained generalist models. Ultimately, developing zero-shot foundation models of system dynamics could drastically reduce manual deployment effort. While recent work shows that transformer-based end-to-end approaches can achieve zero-shot performance on unseen systems, they are limited to sensor models seen during training. We introduce the foundation model unscented Kalman filter (FM-UKF), which combines a transformer-based model of system dynamics with analytically known sensor models via an UKF, enabling generalization across varying dynamics without retraining for new sensor configurations. We evaluate FM-UKF on a new benchmark of container ship models with complex dynamics, demonstrating a competitive accuracy, effort, and robustness trade-off compared to classical methods with approximate system knowledge and to an end-to-end approach. The benchmark and dataset are open sourced to further support future research in zero-shot state estimation via foundation models.

Alexander von Rohr, David Stenger, Dominik Scheurenberg et al.

Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and high-dimensional search spaces remains challenging. We extend a recently proposed local variant of BO to include crash constraints, where the controller can only be successfully evaluated in an a-priori unknown feasible region. We demonstrate the efficiency of the proposed method through simulations and hardware experiments. Our findings showcase the potential of local BO to enhance controller performance and reduce the time and resources necessary for tuning.

David Stenger, Armin Lindicke, Alexander von Rohr et al.

Searching large and complex design spaces for a global optimum can be infeasible and unnecessary. A practical alternative is to iteratively refine the neighborhood of an initial design using local optimization methods such as gradient descent. We propose local entropy search (LES), a Bayesian optimization paradigm that explicitly targets the solutions reachable by the descent sequences of iterative optimizers. The algorithm propagates the posterior belief over the objective through the optimizer, resulting in a probability distribution over descent sequences. It then selects the next evaluation by maximizing mutual information with that distribution, using a combination of analytic entropy calculations and Monte-Carlo sampling of descent sequences. Empirical results on high-complexity synthetic objectives and benchmark problems show that LES achieves strong sample efficiency compared to existing local and global Bayesian optimization methods.

Ali Gharib, David Stenger, Robert Ritschel et al.

This paper tackles the multi-objective optimization of the cost functional of a path-following model predictive control for vehicle longitudinal and lateral control. While the inherent optimal character of the model predictive control and the direct consideration of constraints gives a very powerful tool for many applications, is the determination of an appropriate cost functional a non-trivial task. This results on the one hand from the number of degrees of freedom or the multitude of adjustable parameters and on the other hand from the coupling of these. To overcome this situation a Bayesian optimization procedure is present, which gives the possibility to determine optimal cost functional parameters for a given desire. Moreover, a Pareto-front for a whole set of possible configurations can be computed.