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Reinforcement Learning (RL) is emerging as tool for tackling complex control and decision-making problems. However, in high-risk environments such as healthcare, manufacturing, automotive or aerospace, it is often challenging to bridge the…

Artificial Intelligence · Computer Science 2022-04-28 Paul Festor , Giulia Luise , Matthieu Komorowski , A. Aldo Faisal

Uncertainty quantification is one of the central challenges for machine learning in real-world applications. In reinforcement learning, an agent confronts two kinds of uncertainty, called epistemic uncertainty and aleatoric uncertainty.…

Machine Learning · Computer Science 2023-07-06 Takuya Kanazawa , Haiyan Wang , Chetan Gupta

Characterizing aleatoric and epistemic uncertainty on the predicted rewards can help in building reliable reinforcement learning (RL) systems. Aleatoric uncertainty results from the irreducible environment stochasticity leading to…

Machine Learning · Computer Science 2022-06-06 Bertrand Charpentier , Ransalu Senanayake , Mykel Kochenderfer , Stephan Günnemann

We present a novel statistical approach to incorporating uncertainty awareness in model-free distributional reinforcement learning involving quantile regression-based deep Q networks. The proposed algorithm, $\textit{Calibrated Evidential…

Machine Learning · Computer Science 2024-06-05 Alex Christopher Stutts , Danilo Erricolo , Theja Tulabandhula , Amit Ranjan Trivedi

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

Uncertainty is ubiquitous in games, both in the agents playing games and often in the games themselves. Working with uncertainty is therefore an important component of successful deep reinforcement learning agents. While there has been…

Machine Learning · Computer Science 2022-08-22 Owen Lockwood , Mei Si

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…

Machine Learning · Computer Science 2020-01-06 Mohammad Hossein Shaker , Eyke Hüllermeier

There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…

Machine Learning · Computer Science 2021-04-28 Yuandu Lai , Yucheng Shi , Yahong Han , Yunfeng Shao , Meiyu Qi , Bingshuai Li

A key factor for ensuring safety in Autonomous Vehicles (AVs) is to avoid any abnormal behaviors under undesirable and unpredicted circumstances. As AVs increasingly rely on Deep Neural Networks (DNNs) to perform safety-critical tasks,…

Machine Learning · Computer Science 2020-07-03 Fabio Arnez , Huascar Espinoza , Ansgar Radermacher , François Terrier

Reinforcement Learning has applications in field of mechatronics, robotics, and other resource-constrained control system. Problem of resource allocation is primarily solved using traditional predefined techniques and modern deep learning…

Machine Learning · Computer Science 2021-06-18 Neel Gandhi , Shakti Mishra

Deep neural networks (DNNs) have achieved tremendous success in computer vision, natural language processing, and scientific and engineering domains. However, DNNs can make unexpected, incorrect, yet overconfident predictions, leading to…

Machine Learning · Computer Science 2025-12-16 Wenchong He , Zhe Jiang , Tingsong Xiao , Zelin Xu , Yukun Li

Assessing the quality of aleatoric uncertainty estimates from uncertainty quantification (UQ) deep learning methods is important in scientific contexts, where uncertainty is physically meaningful and important to characterize and interpret…

Machine Learning · Computer Science 2024-11-14 Rebecca Nevin , Aleksandra Ćiprijanović , Brian D. Nord

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions…

Artificial Intelligence · Computer Science 2025-10-27 Mingxuan Li , Junzhe Zhang , Elias Bareinboim

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

Uncertainty quantification (UQ) is a critical aspect of artificial intelligence (AI) systems, particularly in high-risk domains such as healthcare, autonomous systems, and financial technology, where decision-making processes must account…

While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…

Machine Learning · Computer Science 2024-07-16 Ashwin Ramaswamy , Ransalu Senanayake

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

Machine Learning · Computer Science 2022-05-02 Joachim Sicking , Maram Akila , Jan David Schneider , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd
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