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We present a numerical method for learning unknown nonautonomous stochastic dynamical system, i.e., stochastic system subject to time dependent excitation or control signals. Our basic assumption is that the governing equations for the…

Machine Learning · Computer Science 2025-03-04 Yuan Chen , Dongbin Xiu

Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…

Optimization and Control · Mathematics 2019-09-26 Dimitris Boskos , Jorge Cortés , Sonia Martínez

Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

When the historical data are limited, the conditional probabilities associated with the nodes of Bayesian networks are uncertain and can be empirically estimated. Second order estimation methods provide a framework for both estimating the…

Machine Learning · Statistics 2022-08-09 Conrad D. Hougen , Lance M. Kaplan , Federico Cerutti , Alfred O. Hero

Autonomous mobile robots operating in remote, unstructured environments must adapt to new, unpredictable terrains that can change rapidly during operation. In such scenarios, a critical challenge becomes estimating the robot's dynamics on…

Robotics · Computer Science 2025-07-18 William Ward , Sarah Etter , Tyler Ingebrand , Christian Ellis , Adam J. Thorpe , Ufuk Topcu

Online joint estimation of unknown parameters and states in a dynamical system with uncertainty quantification is crucial in many applications. For example, digital twins dynamically update their knowledge of model parameters and states to…

Methodology · Statistics 2026-01-01 Liliang Wang , Alex Gorodetsky

We present an efficient distributed online learning scheme to classify data captured from distributed, heterogeneous, and dynamic data sources. Our scheme consists of multiple distributed local learners, that analyze different streams of…

Machine Learning · Computer Science 2013-08-27 Luca Canzian , Yu Zhang , Mihaela van der Schaar

Domain adaptation is a common problem in robotics, with applications such as transferring policies from simulation to real world and lifelong learning. Performing such adaptation, however, requires informative data about the environment to…

Machine Learning · Computer Science 2021-03-15 Karol Arndt , Oliver Struckmeier , Ville Kyrki

A key challenge in online learning is that classical algorithms can be slow to adapt to changing environments. Recent studies have proposed "meta" algorithms that convert any online learning algorithm to one that is adaptive to changing…

Machine Learning · Statistics 2017-11-08 Kwang-Sung Jun , Francesco Orabona , Stephen Wright , Rebecca Willett

This paper presents a safe, efficient, and agile ground vehicle navigation algorithm for 3D off-road terrain environments. Off-road navigation is subject to uncertain vehicle-terrain interactions caused by different terrain conditions on…

Robotics · Computer Science 2022-09-20 Hojin Lee , Junsung Kwon , Cheolhyeon Kwon

Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…

Machine Learning · Computer Science 2018-11-05 Chaosheng Dong , Yiran Chen , Bo Zeng

We propose a novel planning technique for satisfying tasks specified in temporal logic in partially revealed environments. We define high-level actions derived from the environment and the given task itself, and estimate how each action…

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…

Machine Learning · Computer Science 2013-02-08 Eric Bauer , Daphne Koller , Yoram Singer

Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…

Machine Learning · Computer Science 2025-08-27 Xin Du , Subramanian Ramamoorthy , Wouter Duivesteijn , Jin Tian , Mykola Pechenizkiy

In this paper, we present an approach for quantifying the propagated uncertainty of robot systems in an online and data-driven manner. Especially in Human-Robot Collaboration, keeping track of the safety compliance during run time is…

Robotics · Computer Science 2023-02-22 Woo-Jeong Baek , Torsten Kröger

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…

Machine Learning · Computer Science 2020-04-21 Yibo Yang , Mohamed Aziz Bhouri , Paris Perdikaris

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Surprise-based learning allows agents to rapidly adapt to non-stationary stochastic environments characterized by sudden changes. We show that exact Bayesian inference in a hierarchical model gives rise to a surprise-modulated trade-off…

Machine Learning · Statistics 2020-09-25 Vasiliki Liakoni , Alireza Modirshanechi , Wulfram Gerstner , Johanni Brea

We consider apprenticeship learning, i.e., having an agent learn a task by observing an expert demonstrating the task in a partially observable environment when the model of the environment is uncertain. This setting is useful in…

Machine Learning · Computer Science 2012-07-03 Takaki Makino , Johane Takeuchi

Continuously learning to solve unseen tasks with limited experience has been extensively pursued in meta-learning and continual learning, but with restricted assumptions such as accessible task distributions, independently and identically…

Machine Learning · Computer Science 2020-12-01 Mengdi Xu , Wenhao Ding , Jiacheng Zhu , Zuxin Liu , Baiming Chen , Ding Zhao