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We consider the problem of quantifying uncertainty over expected cumulative rewards in model-based reinforcement learning. In particular, we focus on characterizing the variance over values induced by a distribution over MDPs. Previous work…

Machine Learning · Computer Science 2023-03-08 Carlos E. Luis , Alessandro G. Bottero , Julia Vinogradska , Felix Berkenkamp , Jan Peters

In offline reinforcement learning (RL), the absence of active exploration calls for attention on the model robustness to tackle the sim-to-real gap, where the discrepancy between the simulated and deployed environments can significantly…

Machine Learning · Computer Science 2024-06-28 He Wang , Laixi Shi , Yuejie Chi

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

Quantification of uncertainty is one of the most promising approaches to establish safe machine learning. Despite its importance, it is far from being generally solved, especially for neural networks. One of the most commonly used…

Machine Learning · Computer Science 2021-01-11 Joachim Sicking , Maram Akila , Maximilian Pintz , Tim Wirtz , Asja Fischer , Stefan Wrobel

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Exploration is a crucial and distinctive aspect of reinforcement learning (RL) that remains a fundamental open problem. Several methods have been proposed to tackle this challenge. Commonly used methods inject random noise directly into the…

Machine Learning · Computer Science 2024-11-06 Sebastian Griesbach , Carlo D'Eramo

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…

Multiagent Systems · Computer Science 2025-01-03 David Goll , Jobst Heitzig , Wolfram Barfuss

Diffusion models are a class of flexible generative models trained with an approximation to the log-likelihood objective. However, most use cases of diffusion models are not concerned with likelihoods, but instead with downstream objectives…

Machine Learning · Computer Science 2024-01-08 Kevin Black , Michael Janner , Yilun Du , Ilya Kostrikov , Sergey Levine

We introduce a new algorithm for multi-objective reinforcement learning (MORL) with linear preferences, with the goal of enabling few-shot adaptation to new tasks. In MORL, the aim is to learn policies over multiple competing objectives…

Machine Learning · Computer Science 2019-11-07 Runzhe Yang , Xingyuan Sun , Karthik Narasimhan

In this paper, we consider learning scenarios where the learned model is evaluated under an unknown test distribution which potentially differs from the training distribution (i.e. distribution shift). The learner has access to a family of…

Machine Learning · Computer Science 2022-02-14 Alekh Agarwal , Tong Zhang

Temporal distribution shift (TDS) erodes the long-term accuracy of recommender systems, yet industrial practice still relies on periodic incremental training, which struggles to capture both stable and transient patterns. Existing…

Machine Learning · Computer Science 2025-11-27 Yuxuan Zhu , Cong Fu , Yabo Ni , Anxiang Zeng , Yuan Fang

This paper studies Distributionally Robust Optimization (DRO), a fundamental framework for enhancing the robustness and generalization of statistical learning and optimization. An effective ambiguity set for DRO must involve distributions…

Machine Learning · Computer Science 2025-10-28 Jiaqi Wen , Jianyi Yang

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…

Machine Learning · Computer Science 2021-02-16 Yuping Luo , Huazhe Xu , Yuanzhi Li , Yuandong Tian , Trevor Darrell , Tengyu Ma

Most reinforcement learning practitioners evaluate their policies with online Monte Carlo estimators for either hyperparameter tuning or testing different algorithmic design choices, where the policy is repeatedly executed in the…

Machine Learning · Computer Science 2024-10-03 Shuze Liu , Shangtong Zhang

A set of novel approaches for estimating epistemic uncertainty in deep neural networks with a single forward pass has recently emerged as a valid alternative to Bayesian Neural Networks. On the premise of informative representations, these…

Computer Vision and Pattern Recognition · Computer Science 2022-07-06 Janis Postels , Mattia Segu , Tao Sun , Luca Sieber , Luc Van Gool , Fisher Yu , Federico Tombari

Diffusion Probabilistic Models (DPMs) have achieved significant success in generative tasks. However, their training and sampling processes suffer from the issue of distribution mismatch. During the denoising process, the input data…

Machine Learning · Computer Science 2025-02-25 Zekun Wang , Mingyang Yi , Shuchen Xue , Zhenguo Li , Ming Liu , Bing Qin , Zhi-Ming Ma

In this paper, we study distributionally robust offline reinforcement learning (robust offline RL), which seeks to find an optimal policy purely from an offline dataset that can perform well in perturbed environments. In specific, we…

Machine Learning · Computer Science 2023-08-23 Jose Blanchet , Miao Lu , Tong Zhang , Han Zhong

Model-based optimization (MBO) is increasingly applied to design problems in science and engineering. A common scenario involves using a fixed training set to train models, with the goal of designing new samples that outperform those…

Machine Learning · Computer Science 2023-11-10 Farhan Damani , David H Brookes , Theodore Sternlieb , Cameron Webster , Stephen Malina , Rishi Jajoo , Kathy Lin , Sam Sinai