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We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Quantifying model uncertainty is critical for understanding prediction reliability, yet distinguishing between aleatoric and epistemic uncertainty remains challenging. We extend recent work from classification to regression to provide a…

In order to solve the problem of frequent deceleration of unmanned vehicles when approaching obstacles, this article uses a Deep Q-Network (DQN) and its extension, the Double Deep Q-Network (DDQN), to develop a local navigation system that…

Robotics · Computer Science 2024-04-29 Hao Liu , Yi Shen , Wenjing Zhou , Yuelin Zou , Chang Zhou , Shuyao He

Incomplete knowledge of the environment leads an agent to make decisions under uncertainty. One of the major dilemmas in Reinforcement Learning (RL) where an autonomous agent has to balance two contrasting needs in making its decisions is:…

Machine Learning · Statistics 2024-02-21 Valentina Zangirolami , Matteo Borrotti

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

Machine Learning · Computer Science 2024-01-17 Soyed Tuhin Ahmed

Supervised machine learning and predictive models have achieved an impressive standard today, enabling us to answer questions that were inconceivable a few years ago. Besides these successes, it becomes clear, that beyond pure prediction,…

Machine Learning · Statistics 2025-01-29 Cornelia Gruber , Patrick Oliver Schenk , Malte Schierholz , Frauke Kreuter , Göran Kauermann

The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use…

Machine Learning · Computer Science 2019-12-02 Wenjia Meng , Qian Zheng , Long Yang , Pengfei Li , Gang Pan

This paper proposes a differentiable robust LQR layer for reinforcement learning and imitation learning under model uncertainty and stochastic dynamics. The robust LQR layer can exploit the advantages of robust optimal control and…

Robotics · Computer Science 2021-06-11 Ngo Anh Vien , Gerhard Neumann

``Distribution shift'' is the main obstacle to the success of offline reinforcement learning. A learning policy may take actions beyond the behavior policy's knowledge, referred to as Out-of-Distribution (OOD) actions. The Q-values for…

Machine Learning · Computer Science 2025-01-14 Jing Zhang , Linjiajie Fang , Kexin Shi , Wenjia Wang , Bing-Yi Jing

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

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski

Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Dennis Becker , Stefan Wermter , Timo Gerkmann

Many current autonomous systems are being designed with a strong reliance on black box predictions from deep neural networks (DNNs). However, DNNs tend to be overconfident in predictions on unseen data and can give unpredictable results for…

Robotics · Computer Science 2019-03-04 Björn Lütjens , Michael Everett , Jonathan P. How

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

Deep learning has been shown to be highly effective for automatic modulation classification (AMC), which is a pivotal technology for next-generation cognitive communications. Yet, existing deep learning methods for AMC often lack robust…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Huian Yang , Rajeev Sahay

In supervised learning, understanding an input's proximity to the training data can help a model decide whether it has sufficient evidence for reaching a reliable prediction. While powerful probabilistic models such as Gaussian Processes…

Machine Learning · Computer Science 2024-06-19 Ifigeneia Apostolopoulou , Benjamin Eysenbach , Frank Nielsen , Artur Dubrawski

We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications, fundamental questions about inference and error…

Machine Learning · Computer Science 2022-12-06 YI Zhu , Jing Dong , Henry Lam

Opponent modeling is necessary in multi-agent settings where secondary agents with competing goals also adapt their strategies, yet it remains challenging because strategies interact with each other and change. Most previous work focuses on…

Machine Learning · Computer Science 2016-09-20 He He , Jordan Boyd-Graber , Kevin Kwok , Hal Daumé