Related papers: Incorporating Explicit Uncertainty Estimates into …
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…
Offline (or batch) reinforcement learning (RL) algorithms seek to learn an optimal policy from a fixed dataset without active data collection. Based on the composition of the offline dataset, two main categories of methods are used:…
Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of…
In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…
The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…
Current approaches to model-based offline reinforcement learning often incorporate uncertainty-based reward penalization to address the distributional shift problem. These approaches, commonly known as pessimistic value iteration, use Monte…
The field of algorithms with predictions incorporates machine learning advice in the design of online algorithms to improve real-world performance. A central consideration is the extent to which predictions can be trusted -- while existing…
In a data-scarce field such as healthcare, where models often deliver predictions on patients with rare conditions, the ability to measure the uncertainty of a model's prediction could potentially lead to improved effectiveness of decision…
Uncertainty estimates help to identify ambiguous, novel, or anomalous inputs, but the reliable quantification of uncertainty has proven to be challenging for modern deep networks. In order to improve uncertainty estimation, we propose…
We consider an offline learning problem for an agent who first estimates an unknown price impact kernel from a static dataset, and then designs strategies to liquidate a risky asset while creating transient price impact. We propose a novel…
Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate…
In offline reinforcement learning (RL), we learn policies from fixed datasets without environment interaction. The major challenges are to provide guarantees on the (1) performance and (2) safety of the resulting policy. A technique called…
Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…
Currently, various uncertainty quantification methods have been proposed to provide certainty and probability estimates for deep learning models' label predictions. Meanwhile, with the growing demand for the right to be forgotten, machine…
Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…
The proliferation of Deep Neural Networks has resulted in machine learning systems becoming increasingly more present in various real-world applications. Consequently, there is a growing demand for highly reliable models in many domains,…
Handling missing data is a central challenge in data-driven analysis. Modern imputation methods not only aim for accurate reconstruction but also differ in how they represent and quantify uncertainty. Yet, the reliability and calibration of…
Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…
For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…
We present a novel observation about the behavior of offline reinforcement learning (RL) algorithms: on many benchmark datasets, offline RL can produce well-performing and safe policies even when trained with "wrong" reward labels, such as…