Related papers: iX-BSP: Incremental Belief Space Planning
In this paper we introduce the concept of additive approximation schemes and apply it to load balancing problems. Additive approximation schemes aim to find a solution with an absolute error in the objective of at most $\epsilon h$ for some…
Time series forecasting enables early warning and has driven asset performance management from traditional planned maintenance to predictive maintenance. However, the lack of interpretability in forecasting methods undermines users' trust…
We study a budgeted hyper-parameter tuning problem, where we optimize the tuning result under a hard resource constraint. We propose to solve it as a sequential decision making problem, such that we can use the partial training progress of…
Two non-intrusive uncertainty propagation approaches are proposed for the performance analysis of engineering systems described by expensive-to-evaluate deterministic computer models with parameters defined as interval variables. These…
Estimating uncertainty in image-to-image networks is an important task, particularly as such networks are being increasingly deployed in the biological and medical imaging realms. In this paper, we introduce a new approach to this problem…
This study addresses the investment planning problem of a virtual power plant (VPP), formulated as a mixed-integer linear programming (MILP) model. As the number of binary variables increases and the investment time horizon extends, the…
We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…
Explainable boosting machines (EBMs) are popular "glass-box" models that learn a set of univariate functions using boosting trees. These achieve explainability through visualizations of each feature's effect. However, unlike linear model…
The Next Best View problem is a computer vision problem widely studied in robotics. To solve it, several methodologies have been proposed over the years. Some, more recently, propose the use of deep learning models. Predictions obtained…
Meta-learning owns unique effectiveness and swiftness in tackling emerging tasks with limited data. Its broad applicability is revealed by viewing it as a bi-level optimization problem. The resultant algorithmic viewpoint however, faces…
Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…
We address the challenge of quantifying Bayesian uncertainty and incorporating it in offline use cases of finite-state Markov Decision Processes (MDPs) with unknown dynamics. Our approach provides a principled method to disentangle…
This paper presents a model-based planner called the Probabilistic Sulu Planner or the p-Sulu Planner, which controls stochastic systems in a goal directed manner within user-specified risk bounds. The objective of the p-Sulu Planner is to…
Actively planning sensor views during object reconstruction is crucial for autonomous mobile robots. An effective method should be able to strike a balance between accuracy and efficiency. In this paper, we propose a seamless integration of…
We propose a new algorithm for inferring the state of hidden spins and reconstructing the connections in a synchronous kinetic Ising model, given the observed history. Focusing on the case in which the hidden spins are conditionally…
Search is an important tool for computing effective policies in single- and multi-agent environments, and has been crucial for achieving superhuman performance in several benchmark fully and partially observable games. However, one major…
Scientific knowledge expands by observing the world, hypothesizing some theories about it, and testing them against collected data. When those theories take the form of statistical models, statistical analyses are involved in the process of…
We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…
Gradient-boosted regression trees (GBRTs) are hugely popular for solving tabular regression problems, but provide no estimate of uncertainty. We propose Instance-Based Uncertainty estimation for Gradient-boosted regression trees (IBUG), a…
Real-world multiobjective optimization problems usually involve conflicting objectives that change over time, which requires the optimization algorithms to quickly track the Pareto optimal front (POF) when the environment changes. In recent…