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Uncertainty quantification (UQ) is crucial for deploying machine learning models in high-stakes applications, where overconfident predictions can lead to serious consequences. An effective UQ method must balance computational efficiency…

Machine Learning · Computer Science 2026-02-23 Taeseong Yoon , Heeyoung Kim

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

Machine Learning · Computer Science 2025-12-09 Clinton Enwerem , Aniruddh G. Puranic , John S. Baras , Calin Belta

This paper introduces a novel and scalable framework for uncertainty estimation and separation with applications in data driven modeling in science and engineering tasks where reliable uncertainty quantification is critical. Leveraging an…

Machine Learning · Computer Science 2024-12-19 Navid Ansari , Hans-Peter Seidel , Vahid Babaei

Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…

Machine Learning · Computer Science 2019-10-24 Aditya Modi , Nan Jiang , Ambuj Tewari , Satinder Singh

When multiple agents learn in a decentralized manner, the environment appears non-stationary from the perspective of an individual agent due to the exploration and learning of the other agents. Recently proposed deep multi-agent…

Machine Learning · Computer Science 2020-06-16 Xueguang Lyu , Christopher Amato

Although distributional reinforcement learning (DRL) has been widely examined in the past few years, very few studies investigate the validity of the obtained Q-function estimator in the distributional setting. To fully understand how the…

Machine Learning · Computer Science 2023-08-01 Qi Kuang , Zhoufan Zhu , Liwen Zhang , Fan Zhou

Combining Reinforcement Learning (RL) with a prior controller can yield the best out of two worlds: RL can solve complex nonlinear problems, while the control prior ensures safer exploration and speeds up training. Prior work largely blends…

Machine Learning · Computer Science 2024-07-02 Emma Cramer , Bernd Frauenknecht , Ramil Sabirov , Sebastian Trimpe

Standard deep learning methods, such as Ensemble Models, Bayesian Neural Networks and Quantile Regression Models provide estimates to prediction uncertainties for data-driven deep learning models. However, they can be limited in their…

With the rapid advance of information technology, network systems have become increasingly complex and hence the underlying system dynamics are often unknown or difficult to characterize. Finding a good network control policy is of…

Performance · Computer Science 2022-04-08 Bai Liu , Qiaomin Xie , Eytan Modiano

Predictions in the form of probability distributions are crucial for effective decision-making. Quantile regression enables such predictions within spatial prediction settings that aim to create improved precipitation datasets by merging…

Machine Learning · Computer Science 2025-08-05 Georgia Papacharalampous , Hristos Tyralis , Nikolaos Doulamis , Anastasios Doulamis

Training sophisticated agents for optimal decision-making under uncertainty has been key to the rapid development of modern autonomous systems across fields. Notably, model-free reinforcement learning (RL) has enabled decision-making agents…

Machine Learning · Computer Science 2025-07-21 Thomas Banker , Ali Mesbah

Bayesian inference has many advantages in decision making of agents (e.g. robotics/simulative agent) over a regular data-driven black-box neural network: Data-efficiency, generalization, interpretability, and safety where these advantages…

Machine Learning · Computer Science 2025-05-14 Chengmin Zhou , Ville Kyrki , Pasi Fränti , Laura Ruotsalainen

Exploration is a significant challenge in practical reinforcement learning (RL), and uncertainty-aware exploration that incorporates the quantification of epistemic and aleatory uncertainty has been recognized as an effective exploration…

Machine Learning · Computer Science 2024-01-08 Parvin Malekzadeh , Ming Hou , Konstantinos N. Plataniotis

This paper focuses on the acquisition of mapless navigation skills within unknown environments. We introduce the Skill Q-Network (SQN), a novel reinforcement learning method featuring an adaptive skill ensemble mechanism. Unlike existing…

Robotics · Computer Science 2024-08-28 Hyunki Seong , David Hyunchul Shim

At the boundary between the known and the unknown, an agent inevitably confronts the dilemma of whether to explore or to exploit. Epistemic uncertainty reflects such boundaries, representing systematic uncertainty due to limited knowledge.…

Machine Learning · Computer Science 2026-03-03 Jianfei Ma , Wee Sun Lee

Curricula for goal-conditioned reinforcement learning agents typically rely on poor estimates of the agent's epistemic uncertainty or fail to consider the agents' epistemic uncertainty altogether, resulting in poor sample efficiency. We…

Machine Learning · Computer Science 2022-10-07 Julian Alverio , Boris Katz , Andrei Barbu

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We…

Machine Learning · Computer Science 2019-11-12 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent Coull

Autonomous driving is a promising technology to reduce traffic accidents and improve driving efficiency. In this work, a deep reinforcement learning (DRL)-enabled decision-making policy is constructed for autonomous vehicles to address the…

Signal Processing · Electrical Eng. & Systems 2020-07-20 Jiangdong Liao , Teng Liu , Xiaolin Tang , Xingyu Mu , Bing Huang , Dongpu Cao

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectation. A distributional RL algorithm may be characterised by…

Machine Learning · Computer Science 2023-03-20 Thibaut Théate , Antoine Wehenkel , Adrien Bolland , Gilles Louppe , Damien Ernst

Robust reinforcement learning (RRL) aims at seeking a robust policy to optimize the worst case performance over an uncertainty set of Markov decision processes (MDPs). This set contains some perturbed MDPs from a nominal MDP (N-MDP) that…

Machine Learning · Computer Science 2023-11-21 Ukjo Hwang , Songnam Hong