Many types of modern lasers feature nonlinear properties, which makes controlling their operation a challenging engineering problem. In particular, fibre lasers present both high-performance devices that are already used for diverse industrial applications, but also interesting and not yet fully understood nonlinear systems. Fibre laser systems operating at high power often have multiple equilibrium states, and this produces complications with the reproducibility and management of such devices. Self-tuning and feedback-enabled machine learning approaches might define a new era in laser science and technology. The present study is the first to demonstrate experimentally the application of machine learning algorithms for control of the pulsed regimes in an all-normal dispersion, figure-eight fibre laser with two independent amplifying fibre loops. The ability to control the laser operation state by electronically varying two drive currents makes this scheme particularly attractive for implementing machine learning approaches. The self-tuning adjustment of two independent gain levels in the laser cavity enables generation-on-demand pulses with different duration, energy, spectral characteristics and time coherence. We introduce and evaluate the application of several objective functions related to selection of the pulse duration, energy and degree of temporal coherence of the radiation. Our results open up the possibility for new designs of pulsed fibre lasers with robust electronics-managed control.