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Related papers: Model-Based Uncertainty in Value Functions

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Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods…

Machine Learning · Computer Science 2022-11-07 Guy Tennenholtz , Shie Mannor

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…

Machine Learning · Computer Science 2021-12-15 Benjamin Kompa , Jasper Snoek , Andrew Beam

Rule-based classification models described in the language of logic directly predict boolean values, rather than modeling a probability and translating it into a prediction as done in statistical models. The vast majority of existing…

Artificial Intelligence · Computer Science 2022-11-04 Yusik Kim

Model-Based Reinforcement Learning distinguishes between physical dynamics models operating on proprioceptive inputs and latent dynamics models operating on high-dimensional image observations. A prominent latent approach is the Recurrent…

Machine Learning · Computer Science 2026-04-29 Julia Berger , Bernd Frauenknecht , Sebastian Trimpe , Bastian Leibe

This paper explores the problem of uncertainty quantification in the behavioral setting for data-driven control. Building on classical ideas from robust control, the problem is regarded as that of selecting a metric which is best suited to…

Optimization and Control · Mathematics 2022-04-07 Alberto Padoan , Jeremy Coulson , Henk J. van Waarde , John Lygeros , Florian Dörfler

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…

Machine Learning · Computer Science 2024-06-05 Filippo Valdettaro , A. Aldo Faisal

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

Dynamical Systems · Mathematics 2026-03-25 Mohamed Akrout , Dan Wilson

Offline Reinforcement Learning (RL) faces distributional shift and unreliable value estimation, especially for out-of-distribution (OOD) actions. To address this, existing uncertainty-based methods penalize the value function with…

Machine Learning · Computer Science 2024-04-10 Xudong Yu , Chenjia Bai , Hongyi Guo , Changhong Wang , Zhen Wang

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…

Machine Learning · Computer Science 2025-12-02 Adriel Sosa Marco , John Daniel Kirwan , Alexia Toumpa , Simos Gerasimou

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Designing effective reward functions is a cornerstone of reinforcement learning (RL), yet it remains a challenging process due to the inefficiencies and inconsistencies inherent in conventional reward engineering methodologies. Recent…

Machine Learning · Computer Science 2025-07-04 Yang Yang , Xiaolu Zhou , Bosong Ding , Miao Xin

Reinforcement learning suffers from limitations in real practices primarily due to the number of required interactions with virtual environments. It results in a challenging problem because we are implausible to obtain a local optimal…

Machine Learning · Computer Science 2024-10-28 Qizhen Wu , Kexin Liu , Lei Chen

Uncertainty quantification in deep learning is crucial for safe and reliable decision-making in downstream tasks. Existing methods quantify uncertainty at the last layer or other approximations of the network which may miss some sources of…

Machine Learning · Statistics 2025-04-25 James McInerney , Nathan Kallus

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

Uncertainty is ubiquitous in games, both in the agents playing games and often in the games themselves. Working with uncertainty is therefore an important component of successful deep reinforcement learning agents. While there has been…

Machine Learning · Computer Science 2022-08-22 Owen Lockwood , Mei Si

Bringing deep neural networks (DNNs) into safety critical applications such as automated driving, medical imaging and finance, requires a thorough treatment of the model's uncertainties. Training deep neural networks is already resource…

Computer Vision and Pattern Recognition · Computer Science 2022-05-31 Julian Burghoff , Robin Chan , Hanno Gottschalk , Annika Muetze , Tobias Riedlinger , Matthias Rottmann , Marius Schubert

Reinforcement learning (RL) algorithms typically deal with maximizing the expected cumulative return (discounted or undiscounted, finite or infinite horizon). However, several crucial applications in the real world, such as drug discovery,…

Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles…

Machine Learning · Computer Science 2021-12-10 Youngseog Chung , Willie Neiswanger , Ian Char , Jeff Schneider

We study the exploration problem with approximate linear action-value functions in episodic reinforcement learning under the notion of low inherent Bellman error, a condition normally employed to show convergence of approximate value…

Machine Learning · Computer Science 2020-06-30 Andrea Zanette , Alessandro Lazaric , Mykel Kochenderfer , Emma Brunskill