The Matlab code accompanies the work "Parameter Optimizaton for Learning-based Control of Control Affine Systems" by Armin Lederer, Alexandre Capone and Sandra Hirche accepted at the 2nd Annual Conference on Learning for Dynamics and Control. The code is as is and is not maintained. Execution of the code requires MATLAB R2019a, the Optimization Toolbox, the Statistics and Machine Learning Toolbox, and the Parallel Computing Toolbox.