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We here consider the subset simulation method which approaches a failure event using a decreasing sequence of nested intermediate failure events. The method resembles importance sampling, which actively explores a probability space by…

Computation · Statistics 2020-03-16 Kenan Šehić , Mirza Karamehmedović

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

In this paper, we present an extension to the recursive Gaussian Process (RGP) regression that enables the satisfaction of inequality constraints and is well suited for a real-time execution in control applications. The soft inequality…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Ricus Husmann , Sven Weishaupt , Harald Aschemann

Generative modeling provides a powerful framework for learning data distributions. These models initially relied on probabilistic methods such as Gaussian Processes (GP) for uncertainty-aware predictions and shifted towards larger trainable…

Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…

Machine Learning · Computer Science 2025-09-09 Stephan Rabanser

Accurate estimates of long-term risk probabilities and their gradients are critical for many stochastic safe control methods. However, computing such risk probabilities in real-time and in unseen or changing environments is challenging.…

Systems and Control · Electrical Eng. & Systems 2024-08-20 Zhuoyuan Wang , Yorie Nakahira

The Alternating Current Optimal Power Flow (ACOPF) problem is a core task in power system operations, aimed at determining cost-effective generation dispatch while satisfying physical and operational constraints. However, conventional ACOPF…

Optimization and Control · Mathematics 2026-05-15 Vincenzo Di Vito , Kaarthik Sundar , Ferdinando Fioretto , Deepjyoti Deka

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair

Though the convex optimization has been widely used in power systems, it still cannot guarantee to yield a tight (accurate) solution to some problems. To mitigate this issue, this paper proposes an ensemble learning based convex…

Systems and Control · Electrical Eng. & Systems 2020-05-18 Ren Hu , Qifeng Li , Feng Qiu

Vanilla Reinforcement Learning (RL) can efficiently solve complex tasks but does not provide any guarantees on system behavior. To bridge this gap, we propose a three-step safe RL procedure for continuous action spaces that provides…

Robotics · Computer Science 2023-09-29 Hanna Krasowski , Prithvi Akella , Aaron D. Ames , Matthias Althoff

Repetitive motion tasks are common in robotics, but performance can degrade over time due to environmental changes and robot wear and tear. Iterative learning control (ILC) improves performance by using information from previous iterations…

Robotics · Computer Science 2026-02-23 Unnati Nigam , Radhendushka Srivastava , Faezeh Marzbanrad , Michael Burke

Gaussian Process Regression (GPR) is a powerful and elegant method for learning complex functions from noisy data with a wide range of applications, including in safety-critical domains. Such applications have two key features: (i) they…

Machine Learning · Computer Science 2024-12-23 Robert Reed , Luca Laurenti , Morteza Lahijanian

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

We study the identification of continuous-time vector fields from irregularly sampled trajectories. We introduce spectral flow learning, which learns in a windowed flow space using a lag-linear label operator that aggregates lagged Koopman…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Chi Ho Leung , Philip E. Paré

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Alexander von Rohr , Matthias Neumann-Brosig , Sebastian Trimpe

This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…

Robotics · Computer Science 2024-04-08 Jie Wang , Youmin Zhang

This work focuses on the design of modern power system controllers for automatic voltage regulators (AVR) and the applications of machine learning (ML) algorithms to correctly classify the stability of the IEEE 14 bus system. The LQG…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Md. Rayid Hasan Mojumder

Variational approximation techniques and inference for stochastic models in machine learning has gained much attention the last years. Especially in the case of Gaussian Processes (GP) and their deep versions, Deep Gaussian Processes…

Statistics Theory · Mathematics 2019-09-24 Roman Föll , Ingo Steinwart

This paper focuses on learning a model of system dynamics online while satisfying safety constraints. Our objective is to avoid offline system identification or hand-specified models and allow a system to safely and autonomously estimate…

Systems and Control · Electrical Eng. & Systems 2022-01-25 Vikas Dhiman , Mohammad Javad Khojasteh , Massimo Franceschetti , Nikolay Atanasov