Related papers: Data-Driven Robust Optimization using Unsupervised…
As autonomous systems become more complex and integral in our society, the need to accurately model and safely control these systems has increased significantly. In the past decade, there has been tremendous success in using deep learning…
In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…
When sample data are governed by an unknown sequence of independent but possibly non-identical distributions, the data-generating process (DGP) in general cannot be perfectly identified from the data. For making decisions facing such…
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…
Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…
Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…
Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…
Current approaches to novelty or anomaly detection are based on deep neural networks. Despite their effectiveness, neural networks are also vulnerable to imperceptible deformations of the input data. This is a serious issue in critical…
Dealing with uncertainty is essential for efficient reinforcement learning. There is a growing literature on uncertainty estimation for deep learning from fixed datasets, but many of the most popular approaches are poorly-suited to…
Robust reinforcement learning (RL) is to find a policy that optimizes the worst-case performance over an uncertainty set of MDPs. In this paper, we focus on model-free robust RL, where the uncertainty set is defined to be centering at a…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…
Uncertainty estimation is critical for numerous applications of deep neural networks and draws growing attention from researchers. Here, we demonstrate an uncertainty quantification approach for deep neural networks used in inverse problems…
The deep neural network has attained significant efficiency in image recognition. However, it has vulnerable recognition robustness under extensive data uncertainty in practical applications. The uncertainty is attributed to the inevitable…
The rapid development of machine learning (ML) and artificial intelligence (AI) applications requires the training of large numbers of models. This growing demand highlights the importance of training models without human supervision, while…
A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…
In this paper, we revisit techniques for uncertainty estimation within deep neural networks and consolidate a suite of techniques to enhance their reliability. Our investigation reveals that an integrated application of diverse…
The non-convexity and intractability of distributionally robust chance constraints make them challenging to cope with. From a data-driven perspective, we propose formulating it as a robust optimization problem to ensure that the…