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Conformal prediction, a post-hoc, distribution-free, finite-sample method of uncertainty quantification that offers formal coverage guarantees under the assumption of data exchangeability. Unfortunately, the resulting uncertainty regions…
Conformal prediction is a popular technique for constructing prediction intervals with distribution-free coverage guarantees. The coverage is marginal, meaning it only holds on average over the entire population but not necessarily for any…
Balancing safety and efficiency when planning in crowded scenarios with uncertain dynamics is challenging where it is imperative to accomplish the robot's mission without incurring any safety violations. Typically, chance constraints are…
In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…
Conformal risk control (CRC) provides distribution-free guarantees for controlling the expected loss at a user-specified level. Existing theory typically assumes that the loss decreases monotonically with a tuning parameter that governs the…
This paper addresses the problem of computing controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. We develop new methods for models of systems subject to both…
Predictive models are often required to produce reliable predictions under statistical conditions that are not matched to the training data. A common type of training-testing mismatch is covariate shift, where the conditional distribution…
Conformal Prediction (CP) has recently received a tremendous amount of interest, leading to a wide range of new theoretical and methodological results for predictive inference with formal theoretical guarantees. However, the vast majority…
This tutorial focuses on efficient methods to predictive monitoring (PM), the problem of detecting at runtime future violations of a given requirement from the current state of a system. While performing model checking at runtime would…
We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…
Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…
In recent years, advanced model-based and data-driven control methods are unlocking the potential of complex robotics systems, and we can expect this trend to continue at an exponential rate in the near future. However, ensuring safety with…
In this paper, we focus on the problem of shrinking-horizon Model Predictive Control (MPC) in uncertain dynamic environments. We consider controlling a deterministic autonomous system that interacts with uncontrollable stochastic agents…
Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and…
This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…
The risk-controlling prediction sets (RCPS) framework is a general tool for transforming the output of any machine learning model to design a predictive rule with rigorous error rate control. The key idea behind this framework is to use…
Split conformal prediction has recently sparked great interest due to its ability to provide formally guaranteed uncertainty sets or intervals for predictions made by black-box neural models, ensuring a predefined probability of containing…
Predictive safety filters enable the integration of potentially unsafe learning-based control approaches and humans into safety-critical systems. In addition to simple constraint satisfaction, many control problems involve additional…
Reinforcement learning (RL) methods have demonstrated their efficiency in simulation environments. However, many applications for which RL offers great potential, such as autonomous driving, are also safety critical and require a certified…
While Robust Model Predictive Control considers the worst-case system uncertainty, Stochastic Model Predictive Control, using chance constraints, provides less conservative solutions by allowing a certain constraint violation probability…