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This work provides a rigorous framework for studying continuous time control problems in uncertain environments. The framework considered models uncertainty in state dynamics as a measure on the space of functions. This measure is…

Optimization and Control · Mathematics 2018-02-22 Ryan Murray , Michele Palladino

Deep learning has the potential to dramatically impact navigation and tracking state estimation problems critical to autonomous vehicles and robotics. Measurement uncertainties in state estimation systems based on Kalman and other Bayes…

Machine Learning · Computer Science 2021-06-16 Rebecca L. Russell , Christopher Reale

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

Learning in sparse reward settings remains a challenge in Reinforcement Learning, which is often addressed by using intrinsic rewards. One promising strategy is inspired by human curiosity, requiring the agent to learn to predict the…

Machine Learning · Computer Science 2018-10-02 Gino Brunner , Manuel Fritsche , Oliver Richter , Roger Wattenhofer

Reinforcement learning is about learning agent models that make the best sequential decisions in unknown environments. In an unknown environment, the agent needs to explore the environment while exploiting the collected information, which…

Machine Learning · Computer Science 2021-02-12 Hong Qian , Yang Yu

Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods…

Machine Learning · Computer Science 2022-11-07 Guy Tennenholtz , Shie Mannor

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

The reward signal plays a central role in defining the desired behaviors of agents in reinforcement learning (RL). Rewards collected from realistic environments could be perturbed, corrupted, or noisy due to an adversary, sensor error, or…

Machine Learning · Computer Science 2025-03-12 Xi Chen , Zhihui Zhu , Andrew Perrault

Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…

Machine Learning · Computer Science 2021-03-24 Luchen Li , A. Aldo Faisal

The explore{exploit dilemma is one of the central challenges in Reinforcement Learning (RL). Bayesian RL solves the dilemma by providing the agent with information in the form of a prior distribution over environments; however, full…

Machine Learning · Computer Science 2012-03-19 Jonathan Sorg , Satinder Singh , Richard L. Lewis

Extended Kalman Filtering (EKF) can be used to propagate and quantify input uncertainty through a Deep Neural Network (DNN) assuming mild hypotheses on the input distribution. This methodology yields results comparable to existing methods…

Machine Learning · Computer Science 2018-09-18 Jessica S. Titensky , Hayden Jananthan , Jeremy Kepner

Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it…

Machine Learning · Computer Science 2021-04-02 Kamil Żbikowski , Michał Ostapowicz , Piotr Gawrysiak

This paper investigates the use of intrinsic reward to guide exploration in multi-agent reinforcement learning. We discuss the challenges in applying intrinsic reward to multiple collaborative agents and demonstrate how unreliable reward…

Artificial Intelligence · Computer Science 2019-06-06 Wendelin Böhmer , Tabish Rashid , Shimon Whiteson

We describe a new approach for managing aleatoric uncertainty in the Reinforcement Learning (RL) paradigm. Instead of selecting actions according to a single statistic, we propose a distributional method based on the second-order stochastic…

Machine Learning · Computer Science 2020-10-08 John D. Martin , Michal Lyskawinski , Xiaohu Li , Brendan Englot

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Given two sources of evidence about a latent variable, one can combine the information from both by multiplying the likelihoods of each piece of evidence. However, when one or both of the observation models are misspecified, the…

Machine Learning · Computer Science 2021-03-24 Dmitrii Krasheninnikov , Rohin Shah , Herke van Hoof

Many machine learning strategies designed to automate mathematical tasks leverage neural networks to search large combinatorial spaces of mathematical symbols. In contrast to traditional evolutionary approaches, using a neural network at…

In this paper, we leverage predictive uncertainty of deep neural networks to answer challenging questions material scientists usually encounter in machine learning based materials applications workflows. First, we show that by leveraging…

Materials Science · Physics 2021-04-26 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

The exploration \& exploitation dilemma poses significant challenges in reinforcement learning (RL). Recently, curiosity-based exploration methods achieved great success in tackling hard-exploration problems. However, they necessitate…

Machine Learning · Computer Science 2024-12-06 Yiran Wang , Chenshu Liu , Yunfan Li , Sanae Amani , Bolei Zhou , Lin F. Yang