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Cascaded controller tuning is a multi-step iterative procedure that needs to be performed routinely upon maintenance and modification of mechanical systems. An automated data-driven method for cascaded controller tuning based on Bayesian…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Mohammad Khosravi , Varsha Behrunani , Roy S. Smith , Alisa Rupenyan , John Lygeros

In this paper, we present the concept of boosting the resiliency of optimization-based observers for cyber-physical systems (CPS) using auxiliary sources of information. Due to the tight coupling of physics, communication and computation, a…

Systems and Control · Electrical Eng. & Systems 2020-09-01 Olugbenga Moses Anubi , Charalambos Konstantinou , Carlos A. Wong , Satish Vedula

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

This paper presents an automated, model-free, data-driven method for the safe tuning of PID cascade controller gains based on Bayesian optimization. The optimization objective is composed of data-driven performance metrics and modeled using…

Systems and Control · Electrical Eng. & Systems 2021-08-12 Christopher König , Mohammad Khosravi , Markus Maier , Roy S. Smith , Alisa Rupenyan , John Lygeros

We propose a non-iterative method to optimize pseudo-labeling thresholds for learning object detection from a collection of low-cost datasets, each of which is annotated for only a subset of all the object classes. A popular approach to…

Computer Vision and Pattern Recognition · Computer Science 2022-10-21 Yuki Tanaka , Shuhei M. Yoshida , Makoto Terao

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

Bayesian optimization is a sequential method for minimizing objective functions that are expensive to evaluate and about which few assumptions can be made. By using all gathered data to train a Gaussian process model for the function and…

Machine Learning · Computer Science 2026-05-07 Jesse Schneider , William J. Welch

Multi-agent simulation is commonly used across multiple disciplines, specifically in artificial intelligence in recent years, which creates an environment for downstream machine learning or reinforcement learning tasks. In many practical…

Statistical Finance · Quantitative Finance 2022-09-22 Yuanlu Bai , Henry Lam , Svitlana Vyetrenko , Tucker Balch

Multi-Objective Learning Model Predictive Control is a novel data-driven control scheme which improves a linear system's closed-loop performance with respect to several convex control objectives over iterations of a repeated task. At each…

Systems and Control · Electrical Eng. & Systems 2024-10-21 Siddharth H. Nair , Charlott Vallon , Francesco Borrelli

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

Nonlinear, adaptive, or otherwise complex control techniques are increasingly relied upon to ensure the safety of systems operating in uncertain environments. However, the nonlinearity of the resulting closed-loop system complicates…

Systems and Control · Computer Science 2018-01-17 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

In this paper, we study a fixed-confidence, fixed-tolerance formulation of a class of stochastic bi-level optimization problems, where the upper-level problem selects from a finite set of systems based on a performance metric, and the…

Optimization and Control · Mathematics 2025-01-20 Yuhao Wang , Seong-Hee Kim , Enlu Zhou

Model-based reinforcement learning (RL) has emerged as a promising tool for developing controllers for real world systems (e.g., robotics, autonomous driving, etc.). However, real systems often have constraints imposed on their state space…

Machine Learning · Computer Science 2020-10-22 Akshita Gupta , Inseok Hwang

Monitoring machine learning systems post deployment is critical to ensure the reliability of the systems. Particularly importance is the problem of monitoring the performance of machine learning systems across all the data subgroups…

Machine Learning · Computer Science 2022-12-19 Huong Ha

We present extensive empirical evidence showing that current Bayesian simulation-based inference algorithms can produce computationally unfaithful posterior approximations. Our results show that all benchmarked algorithms -- (Sequential)…

Machine Learning · Statistics 2022-12-06 Joeri Hermans , Arnaud Delaunoy , François Rozet , Antoine Wehenkel , Volodimir Begy , Gilles Louppe

The adoption of cyber-physical systems (CPS) is on the rise in complex physical environments, encompassing domains such as autonomous vehicles, the Internet of Things (IoT), and smart cities. A critical attribute of CPS is robustness,…

Systems and Control · Electrical Eng. & Systems 2024-03-27 Changjian Zhang , Parv Kapoor , Romulo Meira-Goes , David Garlan , Eunsuk Kang , Akila Ganlath , Shatadal Mishra , Nejib Ammar

Discrete-time Control Barrier Functions (DTCBFs) form a powerful control theoretic tool to guarantee safety and synthesize safe controllers for discrete-time dynamical systems. In this paper, we provide an optimization-based algorithm,…

Optimization and Control · Mathematics 2025-09-24 Erfan Shakhesi , W. P. M. H. Heemels , Alexander Katriniok
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