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We consider the problem of joint learning of multiple linear dynamical systems. This has received significant attention recently under different types of assumptions on the model parameters. The setting we consider involves a collection of…

Optimization and Control · Mathematics 2025-06-04 Hemant Tyagi

In this paper, a simple heuristic is proposed for the design of uncertainty aware predictive controllers for nonlinear models involving uncertain parameters. The method relies on Machine Learning-based approximation of ideal deterministic…

Systems and Control · Electrical Eng. & Systems 2021-02-05 Mazen Alamir

This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…

Systems and Control · Electrical Eng. & Systems 2025-09-04 Hannes Petrenz , Johannes Köhler , Francesco Borrelli

Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…

Optimization and Control · Mathematics 2025-03-06 Changrui Liu , Shengling Shi , Bart De Schutter

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

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…

Machine Learning · Computer Science 2026-02-03 Christopher Yeh , Nicolas Christianson , Alan Wu , Adam Wierman , Yisong Yue

The ability to achieve precise and smooth trajectory tracking is crucial for ensuring the successful execution of various tasks involving robotic manipulators. State-of-the-art techniques require accurate mathematical models of the robot…

Robotics · Computer Science 2024-06-21 Mohamed Abdelwahab , Giulio Giacomuzzo , Alberto Dalla Libera , Ruggero Carli

Complex events originate from other primitive events combined according to defined patterns and rules. Instead of using specialists' manual work to compose the model rules, we use machine learning (ML) to self-define these patterns and…

Machine Learning · Computer Science 2024-11-05 Maria J. P. Peixoto , Akramul Azim

Reward models (RMs) are essential for aligning large language models (LLM) with human expectations. However, existing RMs struggle to capture the stochastic and uncertain nature of human preferences and fail to assess the reliability of…

Machine Learning · Computer Science 2025-02-13 Xingzhou Lou , Dong Yan , Wei Shen , Yuzi Yan , Jian Xie , Junge Zhang

Deep neural network controllers for autonomous driving have recently benefited from significant performance improvements, and have begun deployment in the real world. Prior to their widespread adoption, safety guarantees are needed on the…

Machine Learning · Computer Science 2019-09-24 Rhiannon Michelmore , Matthew Wicker , Luca Laurenti , Luca Cardelli , Yarin Gal , Marta Kwiatkowska

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic…

Optimization and Control · Mathematics 2016-04-13 Alessio Benavoli , Dario Piga

We propose principled prediction intervals to quantify the uncertainty of a large class of synthetic control predictions (or estimators) in settings with staggered treatment adoption, offering precise non-asymptotic coverage probability…

Econometrics · Economics 2025-02-04 Matias D. Cattaneo , Yingjie Feng , Filippo Palomba , Rocio Titiunik

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We…

Machine Learning · Computer Science 2019-11-12 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent Coull

We establish a family of uncertainty principles for finite linear combinations of Hermite functions. More precisely, we give a geometric criterion on a subset $S\subset \RR^d$ ensuring that the $L^2$-seminorm associated to $S$ is equivalent…

Analysis of PDEs · Mathematics 2023-03-07 Alexander Dicke , Albrecht Seelmann , Ivan Veselic

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

Controlling stochastic systems with unknown dynamics and under complex specifications is specially challenging in safety-critical settings, where performance guarantees are essential. We propose a data-driven policy synthesis framework that…

Systems and Control · Electrical Eng. & Systems 2025-12-17 Ibon Gracia , Morteza Lahijanian

We consider a simple linear control problem in which a single parameter $b$, describing the effect of the control variable, is unknown and must be learned. We work in the setting of agnostic control: we allow $b$ to be any real number and…

Optimization and Control · Mathematics 2023-11-28 Jacob Carruth

In safety-critical systems that interface with the real world, the role of uncertainty in decision-making is pivotal, particularly in the context of machine learning models. For the secure functioning of Cyber-Physical Systems (CPS), it is…

Machine Learning · Computer Science 2024-04-29 Neha Kumari , Sumit Kumar. Sneha Priya , Ayush Kumar , Akash Fogla