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Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

Modern deep models for summarization attains impressive benchmark performance, but they are prone to generating miscalibrated predictive uncertainty. This means that they assign high confidence to low-quality predictions, leading to…

Computation and Language · Computer Science 2023-04-19 Polina Zablotskaia , Du Phan , Joshua Maynez , Shashi Narayan , Jie Ren , Jeremiah Liu

Efficient exploration remains a challenging problem in reinforcement learning, especially for those tasks where rewards from environments are sparse. A commonly used approach for exploring such environments is to introduce some "intrinsic"…

Machine Learning · Computer Science 2020-07-16 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative…

Artificial Intelligence · Computer Science 2024-09-11 Mira Jürgens , Nis Meinert , Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be successful, an optimistic RL algorithm must over-estimate…

Machine Learning · Computer Science 2021-12-07 Aldo Pacchiano , Philip J. Ball , Jack Parker-Holder , Krzysztof Choromanski , Stephen Roberts

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

The performance of offline reinforcement learning (RL) suffers from the limited size and quality of static datasets. Model-based offline RL addresses this issue by generating synthetic samples through a dynamics model to enhance overall…

Machine Learning · Computer Science 2024-11-13 Zhongjian Qiao , Jiafei Lyu , Kechen Jiao , Qi Liu , Xiu Li

In supervised learning, understanding an input's proximity to the training data can help a model decide whether it has sufficient evidence for reaching a reliable prediction. While powerful probabilistic models such as Gaussian Processes…

Machine Learning · Computer Science 2024-06-19 Ifigeneia Apostolopoulou , Benjamin Eysenbach , Frank Nielsen , Artur Dubrawski

Offline or batch reinforcement learning seeks to learn a near-optimal policy using history data without active exploration of the environment. To counter the insufficient coverage and sample scarcity of many offline datasets, the principle…

Machine Learning · Computer Science 2022-06-14 Laixi Shi , Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

Accurate sensor calibration is crucial for autonomous systems, yet its uncertainty quantification remains underexplored. We present the first approach to integrate uncertainty awareness into online extrinsic calibration, combining Monte…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Mathieu Cocheteux , Julien Moreau , Franck Davoine

Deep neural networks have proven to be extremely powerful, however, they are also vulnerable to adversarial attacks which can cause hazardous incorrect predictions in safety-critical applications. Certified robustness via randomized…

Machine Learning · Computer Science 2024-10-29 Sina Däubener , Kira Maag , David Krueger , Asja Fischer

We study offline reinforcement learning (RL), which aims to learn an optimal policy based on a dataset collected a priori. Due to the lack of further interactions with the environment, offline RL suffers from the insufficient coverage of…

Machine Learning · Computer Science 2022-05-06 Ying Jin , Zhuoran Yang , Zhaoran Wang

In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy.…

Machine Learning · Computer Science 2022-11-04 Jie Wang , Rui Gao , Hongyuan Zha

Techniques for understanding the functioning of complex machine learning models are becoming increasingly popular, not only to improve the validation process, but also to extract new insights about the data via exploratory analysis. Though…

Machine Learning · Statistics 2018-11-02 Jayaraman J. Thiagarajan , Irene Kim , Rushil Anirudh , Peer-Timo Bremer

Reinforcement learning has emerged as one of the prominent topics attracting attention in modern statistical learning, with policy evaluation being a key component. Unlike the traditional machine learning literature on this topic, our work…

Machine Learning · Statistics 2025-03-04 Weidong Liu , Jiyuan Tu , Xi Chen , Yichen Zhang

This paper investigates the challenges of optimal online policy learning under missing data. State-of-the-art algorithms implicitly assume that rewards are always observable. I show that when rewards are missing at random, the Upper…

Econometrics · Economics 2025-07-29 Filippo Palomba

Intrinsic rewards play a central role in handling the exploration-exploitation trade-off when designing sequential decision-making algorithms, in both foundational theory and state-of-the-art deep reinforcement learning. The LinUCB…

Machine Learning · Computer Science 2022-04-13 Jordan T. Ash , Cyril Zhang , Surbhi Goel , Akshay Krishnamurthy , Sham Kakade

It is highly desirable to know how uncertain a model's predictions are, especially for models that are complex and hard to understand as in deep learning. Although there has been a growing interest in using deep learning methods in…

Machine Learning · Computer Science 2024-08-28 Davood Karimi , Simon K. Warfield , Ali Gholipour

Dynamic neural networks are a recent technique that promises a remedy for the increasing size of modern deep learning models by dynamically adapting their computational cost to the difficulty of the inputs. In this way, the model can adjust…

Machine Learning · Computer Science 2023-12-11 Lassi Meronen , Martin Trapp , Andrea Pilzer , Le Yang , Arno Solin

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…