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Overparameterized models have recently challenged conventional learning theory by exhibiting improved generalization beyond the interpolation limit, a phenomenon known as benign overfitting. This work introduces Adaptive Benign Overfitting…

Statistical Finance · Quantitative Finance 2026-02-02 Luis Ontaneda Mijares , Nick Firoozye

Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

Machine Learning · Statistics 2023-09-12 Qing Chang , Max Goplerud

In this paper, we present an approach for quantifying the propagated uncertainty of robot systems in an online and data-driven manner. Especially in Human-Robot Collaboration, keeping track of the safety compliance during run time is…

Robotics · Computer Science 2023-02-22 Woo-Jeong Baek , Torsten Kröger

We present a novel technique for solving the problem of safe control for a general class of nonlinear, control-affine systems subject to parametric model uncertainty. Invoking Lyapunov analysis and the notion of fixed-time stability (FxTS),…

Optimization and Control · Mathematics 2020-11-26 Mitchell Black , Ehsan Arabi , Dimitra Panagou

LLMs' overconfidence, particularly when hallucinating, poses a significant challenge for the deployment of the models in safety-critical settings and makes a reliable estimation of uncertainty necessary. Existing approaches for uncertainty…

Machine Learning · Computer Science 2026-05-26 Hamed Karimi , Vaishali Meyappan , Reza Samavi

This paper deals with the parameter estimation problem of the Single-Input-Single-Output (SISO) switched Hammerstein system. Suppose that the switching law is arbitrary but can be observed online. All subsystems are parameterized and the…

Systems and Control · Computer Science 2017-05-18 Jing Zhang , Han-Fu Chen

A new framework is developed for control of constrained nonlinear systems with structured parametric uncertainties. Forward invariance of a safe set is achieved through online parameter adaptation and data-driven model estimation. The new…

Systems and Control · Electrical Eng. & Systems 2020-06-01 Brett T. Lopez , Jean-Jacques E. Slotine , Jonathan P. How

For constrained linear systems with bounded disturbances and parametric uncertainty, we propose a robust adaptive model predictive control strategy with online parameter estimation. Constraints enforcing persistently exciting closed loop…

Optimization and Control · Mathematics 2023-03-08 Xiaonan Lu , Mark Cannon

Safety is a critical concern in learning-enabled autonomous systems especially when deploying these systems in real-world scenarios. An important challenge is accurately quantifying the uncertainty of unknown models to generate provably…

Robotics · Computer Science 2025-03-25 Hao Zhou , Yanze Zhang , Wenhao Luo

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

For systems with uncertain linear models, bounded additive disturbances and state and control constraints, a robust model predictive control algorithm incorporating online model adaptation is proposed. Sets of model parameters are…

Optimization and Control · Mathematics 2020-07-16 Xiaonan Lu , Mark Cannon , Denis Koksal-Rivet

This work applies universal adaptive control to control barrier functions to achieve forward invariance of a safe set despite the presence of unmatched parametric uncertainties. The approach combines two ideas. The first is to construct a…

Systems and Control · Electrical Eng. & Systems 2022-08-17 Brett T. Lopez , Jean-Jacques Slotine

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…

Systems and Control · Electrical Eng. & Systems 2021-10-15 Rohan Sinha , James Harrison , Spencer M. Richards , Marco Pavone

This work presents the development of an online parameter estimation algorithm for the identification of resonating modes in a linear system of arbitrary order. The method employs a short-time Fourier transform of the input and output…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Amin Rezaeizadeh , Silvia Mastellone

To provide rigorous uncertainty quantification for online learning models, we develop a framework for constructing uncertainty sets that provably control risk -- such as coverage of confidence intervals, false negative rate, or F1 score --…

Machine Learning · Computer Science 2023-01-30 Shai Feldman , Liran Ringel , Stephen Bates , Yaniv Romano

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

This paper presents extensions of finite-time stability results to some prototypical adaptive control and estimation frameworks. First, we present a novel scheme of online parameter estimation that guarantees convergence of the estimation…

Optimization and Control · Mathematics 2020-10-20 Kunal Garg , Parag Bobade , Dimitra Panagou

Low-Rank Adaptation (LoRA) enables parameter-efficient fine-tuning of large language models by decomposing weight updates into low-rank matrices, significantly reducing storage and computational overhead. While effective, standard LoRA…

Machine Learning · Computer Science 2025-09-03 Patryk Marszałek , Klaudia Bałazy , Jacek Tabor , Tomasz Kuśmierczyk

The transfer of reinforcement learning (RL) techniques into real-world applications is challenged by safety requirements in the presence of physical limitations. Most RL methods, in particular the most popular algorithms, do not support…

Systems and Control · Computer Science 2021-05-18 Kim P. Wabersich , Melanie N. Zeilinger