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Related papers: Probabilistic Robustness Analysis -- Risks, Comple…

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This technical report considers worst-case robustness analysis of a network of locally controlled uncertain systems with uncertain parameter vectors belonging to the ellipsoid sets found by identification procedures. In order to deal with…

Systems and Control · Computer Science 2018-07-02 Anton Korniienko , Xavier Bombois , Hakan Hjalmarsson , Gérard Scorletti

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

In this discussion paper, we survey recent research surrounding robustness of machine learning models. As learning algorithms become increasingly more popular in data-driven control systems, their robustness to data uncertainty must be…

Machine Learning · Computer Science 2022-09-28 Brendon G. Anderson , Tanmay Gautam , Somayeh Sojoudi

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

Machine Learning · Computer Science 2021-04-08 Andrea Patane , Arno Blaas , Luca Laurenti , Luca Cardelli , Stephen Roberts , Marta Kwiatkowska

Quantifying the robustness of neural networks or verifying their safety properties against input uncertainties or adversarial attacks have become an important research area in learning-enabled systems. Most results concentrate around the…

Systems and Control · Electrical Eng. & Systems 2019-10-11 Mahyar Fazlyab , Manfred Morari , George J. Pappas

It is critical and challenging to design robust predictors for stochastic dynamical systems (SDSs) with uncertainty quantification (UQ) in the prediction. Specifically, robustness guarantees the worst-case performance when the predictor's…

Optimization and Control · Mathematics 2023-11-14 Tao Xu , Jianping He

Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…

Machine Learning · Statistics 2021-08-03 Benjie Wang , Stefan Webb , Tom Rainforth

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk

Robustness estimation is critical for the design and maintenance of resilient networks, one of the global challenges of the 21st century. Existing studies exploit network metrics to generate attack strategies, which simulate intentional…

Social and Information Networks · Computer Science 2016-08-16 Sebastian Wandelt , Xiaoqian Sun

Robustness in deep neural networks and machine learning algorithms in general is an open research challenge. In particular, it is difficult to ensure algorithmic performance is maintained on out-of-distribution inputs or anomalous instances…

Machine Learning · Computer Science 2022-11-23 Natalie Abreu , Nathan Vaska , Victoria Helus

Real-world problems typically require the simultaneous optimization of several, often conflicting objectives. Many of these multi-objective optimization problems are characterized by wide ranges of uncertainties in their decision variables…

Neural and Evolutionary Computing · Computer Science 2019-10-21 Faramarz Khosravi , Alexander Raß , Jürgen Teich

While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation and the vision of the Internet-of-Things fuel the interest in resource efficient approaches. These approaches require a carefully…

In this paper, we introduce a probabilistic approach to risk assessment of robot systems by focusing on the impact of uncertainties. While various approaches to identifying systematic hazards (e.g., bugs, design flaws, etc.) can be found in…

Robotics · Computer Science 2024-10-28 Woo-Jeong Baek , Tom P. Huck , Joschka Haas , Jonas Lewandrowski , Tamim Asfour , Torsten Kröger

Datasets can be biased due to societal inequities, human biases, under-representation of minorities, etc. Our goal is to certify that models produced by a learning algorithm are pointwise-robust to potential dataset biases. This is a…

Machine Learning · Computer Science 2021-10-12 Anna P. Meyer , Aws Albarghouthi , Loris D'Antoni

In many domains, worst-case guarantees on the performance (e.g., prediction accuracy) of a decision function subject to distributional shifts and uncertainty about the environment are crucial. In this work we develop a method to quantify…

Artificial Intelligence · Computer Science 2022-05-13 Hjalmar Wijk , Benjie Wang , Marta Kwiatkowska

Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either…

Optimization and Control · Mathematics 2022-02-23 Omid Nohadani , Kartikey Sharma

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the…

Optimization and Control · Mathematics 2022-12-19 Yoshihiro Kanno

Neural networks achieve outstanding accuracy in classification and regression tasks. However, understanding their behavior still remains an open challenge that requires questions to be addressed on the robustness, explainability and…

Machine Learning · Computer Science 2021-05-13 Anna-Kathrin Kopetzki , Stephan Günnemann

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey