Inertial confinement fusion (ICF) involves initiating nuclear fusion reactions by imploding a small fuel pellet, causing the fuel to reach high densities and temperatures. A novel triple-shell pellet design has been proposed that is composed of three concentric spherical shells encasing an inner volume of Deuterium-Tritium fuel. This design, an alternative to the more widely tested single shell design, addresses different physics constraints. For example, the triple shell's inner-most shell is composed of a heavy metal allowing it to trap electromagnetic radiation inside the fuel, which minimizes radiative losses. Additionally, the other shells smooth out small irregularities that form during the implosion process, such as Rayleigh-Taylor (RT) instabilities. To perform its intended purpose, the optimal physical dimensions of each shell must be determined, including shell radii and thicknesses. This research presents the results of a Bayesian optimization procedure that uses one-dimensional (1D) radiation-hydrodynamic simulations to determine the optimal triple shell design parameters. This procedure advances the research in triple shell designs by determining dimensions that best avoid hydrodynamic instability growth and optimize the total energy output of implosions. The optimization process began by generating a set of simulation data by randomly querying simulations from parameter space. This initial dataset was used as the starting point for a Bayesian optimization algorithm. The yield optimized design specifying the radius and thickness of each shell is p_in=271.47, p_th=48.438, d_in=491.48, d_th=21.193, a_in=893.01, a_th=206.99 in units of microns. When fielded in ICF experiments, a capsule with parameters outlined in this paper will produce high energy output and low RT instability presence in implosions.