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Conformal prediction has been explored as a general and efficient way to provide uncertainty quantification for time series. However, current methods struggle to handle time series data with change points - sudden shifts in the underlying…

Machine Learning · Computer Science 2025-12-02 Sophia Sun , Rose Yu

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

Quantitative tools are increasingly appealing for decision support in healthcare, driven by the growing capabilities of advanced AI systems. However, understanding the predictive uncertainties surrounding a tool's output is crucial for…

Computer Vision and Pattern Recognition · Computer Science 2025-10-20 Roel Hulsman , Valentin Comte , Lorenzo Bertolini , Tobias Wiesenthal , Antonio Puertas Gallardo , Mario Ceresa

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

We propose a framework for planning in unknown dynamic environments with probabilistic safety guarantees using conformal prediction. Particularly, we design a model predictive controller (MPC) that uses i) trajectory predictions of the…

Robotics · Computer Science 2023-06-09 Lars Lindemann , Matthew Cleaveland , Gihyun Shim , George J. Pappas

We investigate the problem of safe control synthesis for systems operating in environments with uncontrollable agents whose dynamics are unknown but coupled with those of the controlled system. This scenario naturally arises in various…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Shuqi Wang , Siqi Wang , Shaoyuan Li , Xiang Yin

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Sequence-to-Sequence (seq2seq) tasks transcribe the input sequence to a target sequence. The Connectionist Temporal Classification (CTC) criterion is widely used in multiple seq2seq tasks. Besides predicting the target sequence, a side…

Computation and Language · Computer Science 2023-02-01 Jinchuan Tian , Brian Yan , Jianwei Yu , Chao Weng , Dong Yu , Shinji Watanabe

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…

Machine Learning · Statistics 2025-06-02 Victor Li , Baiting Chen , Yuzhen Mao , Qi Lei , Zhun Deng

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

Robotic tasks which involve uncertainty--due to variation in goal, environment configuration, or confidence in task model--may require human input to instruct or adapt the robot. In tasks with physical contact, several existing methods for…

Robotics · Computer Science 2026-02-17 Kevin Haninger , Christian Hegeler , Luka Peternel

While deep learning models often achieve high predictive accuracy, their predictions typically do not come with any provable guarantees on risk or reliability, which are critical for deployment in high-stakes applications. The framework of…

Machine Learning · Computer Science 2025-10-13 Christopher Yeh , Nicolas Christianson , Adam Wierman , Yisong Yue

In safety-critical applications such as medical image segmentation, prediction systems must provide reliability guarantees that extend beyond conventional expected loss control. While risk-controlling prediction sets (RCPS) offer…

Machine Learning · Computer Science 2026-02-17 Jiayi Huang , Amirmohammad Farzaneh , Osvaldo Simeone

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

Conformal prediction is a powerful tool to generate uncertainty sets with guaranteed coverage using any predictive model, under the assumption that the training and test data are i.i.d.. Recently, it has been shown that adversarial examples…

Machine Learning · Computer Science 2024-05-01 Ge Yan , Yaniv Romano , Tsui-Wei Weng

Motion planning for autonomous driving must account for multi-modal uncertainty in both the intentions and trajectories of surrounding vehicles. Handling uncertainty in a worst-case manner guarantees robustness but often leads to excessive…

Robotics · Computer Science 2026-05-22 Zekun Xing , Ramkrishna Chaudhari , Marion Leibold , Dirk Wollherr , Martin Buss

Conformal prediction methodologies have significantly advanced the quantification of uncertainties in predictive models. Yet, the construction of confidence regions for model parameters presents a notable challenge, often necessitating…

Machine Learning · Statistics 2024-05-30 Charles Guille-Escuret , Eugene Ndiaye

This article is devoted to providing a review of mathematical formulations in which Polynomial Chaos Theory (PCT) has been incorporated into stochastic model predictive control (SMPC). In the past decade, PCT has been shown to provide a…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Prabhat K. Mishra , Joel A. Paulson , Richard D. Braatz

We address the challenge of enabling bipedal robots to traverse rough terrain by developing probabilistically safe planning and control strategies that ensure dynamic feasibility and centroidal robustness under terrain uncertainty.…

Robotics · Computer Science 2025-10-10 Kasidit Muenprasitivej , Ye Zhao , Glen Chou