With the rapid development of ground source heat pump (GSHP) system, energy saving measures are of special interest for practice. In order to meet heating demand, capacity control of GSHP system can be carried out by regulating either part load ratio (PLR) or supply water temperature. A data-driven optimization approach was developed and applied on a school building in heating mode, which aims at minimizing energy consumption without compromising thermal comfort. An artificial neural network (ANN) model of the GSHP system was proposed and trained with experimental data as well as simulated data of a validated physics-based model, which was employed for data supplement to cover more data variations. The multi-objective optimization problem was then solved using genetic algorithm. The results suggest the optimal operation strategy for either continuous or staged capacity control regarding heating demand variation. With the proposed optimal control strategy, energy savings as compared to existing strategy can be up to 22% for a single month and 14% for the whole heating season.