Hierarchical control architectures are widely used to decompose complex control problems into interacting control levels and are particularly important in robotics, where planning, whole-body motion, and lower-level control must be coordinated across different levels of abstraction and time scales. Their overall closed-loop performance, however, depends strongly on parameters distributed across the hierarchy, such that tuning controllers on different levels independently may neglect relevant cross-layer interactions. We propose a contextual Bayesian optimization framework for joint parameter learning in hierarchical control systems. Rather than modeling closed-loop performance only as a scalar black-box function, we retain separate observations of task performance, realization quality, and control effort. A correlated multi-output Gaussian process models these performance components, while their known aggregation into the overall closed-loop objective is evaluated analytically. The formulation exploits three complementary consequences of hierarchical control: informative performance quantities exposed by the hierarchy, coupling between parameters of different controller levels, and variations of these relations with operating conditions. We evaluate the approach for humanoid loco-manipulation, jointly tuning a centroidal predictive controller and a whole-body controller for physical box pushing under varying box mass. The proposed method achieves the lowest mean empirical regret during both training and adaptation among the considered baselines.

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