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Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

Unbiased assessment of the predictivity of models learnt by supervised machine-learning methods requires knowledge of the learned function over a reserved test set (not used by the learning algorithm). The quality of the assessment depends,…

Statistics Theory · Mathematics 2022-07-11 Elias Fekhari , Bertrand Iooss , Joseph Muré , Luc Pronzato , Maria-João Rendas

Reliable forward uncertainty quantification in engineering requires methods that account for aleatory and epistemic uncertainties. In many applications, epistemic effects arising from uncertain parameters and model form dominate prediction…

Computational Engineering, Finance, and Science · Computer Science 2025-12-18 Akash Yadav , Ruda Zhang

People's decisions about how to allocate their limited computational resources are essential to human intelligence. An important component of this metacognitive ability is deciding whether to continue thinking about what to do and move on…

Artificial Intelligence · Computer Science 2022-01-04 Ruiqi He , Yash Raj Jain , Falk Lieder

Prediction models are popular in medical research and practice. By predicting an outcome of interest for specific patients, these models may help inform difficult treatment decisions, and are often hailed as the poster children for…

Model-based reinforcement learning methods typically learn models for high-dimensional state spaces by aiming to reconstruct and predict the original observations. However, drawing inspiration from model-free reinforcement learning, we…

Machine Learning · Computer Science 2019-12-10 Aaron Havens , Yi Ouyang , Prabhat Nagarajan , Yasuhiro Fujita

A typical trajectory planner of autonomous driving commonly relies on predicting the future behavior of surrounding obstacles. Recently, deep learning technology has been widely adopted to design prediction models due to their impressive…

Artificial Intelligence · Computer Science 2022-07-29 Weitao Zhou , Zhong Cao , Yunkang Xu , Nanshan Deng , Xiaoyu Liu , Kun Jiang , Diange Yang

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…

Machine Learning · Computer Science 2024-07-30 Noah Schutte , Krzysztof Postek , Neil Yorke-Smith

We present an end-to-end, model-based deep reinforcement learning agent which dynamically attends to relevant parts of its state during planning. The agent uses a bottleneck mechanism over a set-based representation to force the number of…

Artificial Intelligence · Computer Science 2021-11-05 Mingde Zhao , Zhen Liu , Sitao Luan , Shuyuan Zhang , Doina Precup , Yoshua Bengio

We investigate the problem of determining the predictive confidence (or, conversely, uncertainty) of a neural classifier through the lens of low-resource languages. By training models on sub-sampled datasets in three different languages, we…

Computation and Language · Computer Science 2022-10-28 Dennis Ulmer , Jes Frellsen , Christian Hardmeier

Selective prediction [Dru13, QV19] models the scenario where a forecaster freely decides on the prediction window that their forecast spans. Many data statistics can be predicted to a non-trivial error rate without any distributional…

Machine Learning · Computer Science 2025-08-14 Licheng Liu , Mingda Qiao

As artificial agents become increasingly capable, what internal structure is *necessary* for an agent to act competently under uncertainty? Classical results show that optimal control can be *implemented* using belief states or world…

Machine Learning · Computer Science 2026-04-03 Aran Nayebi

We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…

Machine Learning · Computer Science 2025-10-27 Maitreyi Swaroop , Tamar Krishnamurti , Bryan Wilder

This chapter develops a unified framework for studying misspecified learning situations in which agents optimize and update beliefs within an incorrect model of their environment. We review the statistical foundations of learning from…

Theoretical Economics · Economics 2026-01-16 Ignacio Esponda , Demian Pouzo

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Model-based reinforcement learning algorithms are typically more sample efficient than their model-free counterparts, especially in sparse reward problems. Unfortunately, many interesting domains are too complex to specify the complete…

Machine Learning · Computer Science 2022-03-11 Andrew Chester , Michael Dann , Fabio Zambetta , John Thangarajah

Despite recent progress improving the efficiency and quality of motion planning, planning collision-free and dynamically-feasible trajectories in partially-mapped environments remains challenging, since constantly replanning as unseen…

Robotics · Computer Science 2023-06-16 Abhish Khanal , Hoang-Dung Bui , Gregory J. Stein , Erion Plaku

Incorporating domain knowledge into the modeling process is an effective way to improve learning accuracy. However, as it is provided by humans, domain knowledge can only be specified with some degree of uncertainty. We propose to…

Machine Learning · Computer Science 2012-05-14 Yi Mao , Guy Lebanon

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh