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In-situ parallel workflows couple multiple component applications, such as simulation and analysis, via streaming data transfer. in order to avoid data exchange via shared file systems. Such workflows are challenging to configure for optimal performance due to the large space of possible configurations. Expert experience is rarely sufficient to identify optimal configurations, and existing empirical auto-tuning approaches are inefficient due to the high cost of obtaining training data for machine learning models. It is also infeasible to optimize individual components independently, due to component interactions. We propose here a new auto-tuning method, Component-based Ensemble Active Learning (CEAL), that combines machine learning techniques with knowledge of in-situ workflow structure to enable automated workflow configuration with a limited number of performance measurements.