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Bayesian methods, distributionally robust optimization methods, and regularization methods are three pillars of trustworthy machine learning combating distributional uncertainty, e.g., the uncertainty of an empirical distribution compared…

Machine Learning · Computer Science 2024-03-26 Shixiong Wang , Haowei Wang

Direct data-driven control methods are known to be vulnerable to uncertainty in stochastic systems. In this paper, we propose a new robust data-driven predictive control (DDPC) framework. By analyzing non-unique solutions to behavioral…

Optimization and Control · Mathematics 2026-04-23 Yibo Wang , Qingyuan Liu , Chao Shang

Robust Markov Decision Processes (RMDPs) intend to ensure robustness with respect to changing or adversarial system behavior. In this framework, transitions are modeled as arbitrary elements of a known and properly structured uncertainty…

Machine Learning · Computer Science 2019-07-25 Esther Derman , Daniel Mankowitz , Timothy Mann , Shie Mannor

This paper presents a Model-Inspired Distributionally Robust Data-enabled Predictive Control (MDR-DeePC) framework for systems with partially known and uncertain dynamics. The proposed method integrates model-based equality constraints for…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Shihao Li , Jiachen Li , Christopher Martin , Soovadeep Bakshi , Dongmei Chen

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

The quantization problem aims to find the best possible approximation of probability measures on ${\mathbb{R}}^d$ using finite, discrete measures. The Wasserstein distance is a typical choice to measure the quality of the approximation.…

Probability · Mathematics 2023-09-11 Rajmadan Lakshmanan , Alois Pichler

Despite the wide empirical success of modern machine learning algorithms and models in a multitude of applications, they are known to be highly susceptible to seemingly small indiscernible perturbations to the input data known as…

Machine Learning · Statistics 2022-04-05 Adel Javanmard , Mahdi Soltanolkotabi

Multi-Agent Reinforcement Learning (MARL) has shown promising results across several domains. Despite this promise, MARL policies often lack robustness and are therefore sensitive to small changes in their environment. This presents a…

Machine Learning · Computer Science 2023-10-18 Alexander Bukharin , Yan Li , Yue Yu , Qingru Zhang , Zhehui Chen , Simiao Zuo , Chao Zhang , Songan Zhang , Tuo Zhao

Synthetic data generation has become an emerging tool to help improve the adversarial robustness in classification tasks since robust learning requires a significantly larger amount of training samples compared with standard classification…

Machine Learning · Computer Science 2023-07-06 Yidong Ouyang , Liyan Xie , Guang Cheng

Predictive inference requires balancing statistical accuracy against informational complexity, yet the choice of complexity measure is usually imposed rather than derived. We treat econometric objects as predictive rules, mappings from…

Statistics Theory · Mathematics 2026-02-16 Nicholas G. Polson , Daniel Zantedeschi

Ensuring robust decision-making in multi-agent systems is challenging when agents have distinct, possibly conflicting objectives and lack full knowledge of each other's strategies. This is apparent in safety-critical applications such as…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Francesco Bianchin , Robert Lefringhausen , Elisa Gaetan , Samuel Tesfazgi , Sandra Hirche

Entropy regularization is an important idea in reinforcement learning, with great success in recent algorithms like Soft Q Network (SQN) and Soft Actor-Critic (SAC1). In this work, we extend this idea into the on-policy realm. We propose…

Machine Learning · Computer Science 2020-10-19 Jingbin Liu , Xinyang Gu , Shuai Liu

It is of soaring demand to develop statistical analysis tools that are robust against contamination as well as preserving individual data owners' privacy. In spite of the fact that both topics host a rich body of literature, to the best of…

Statistics Theory · Mathematics 2022-09-01 Mengchu Li , Thomas B. Berrett , Yi Yu

Soft robots can execute tasks with safer interactions. However, control techniques that can effectively exploit the systems' capabilities are still missing. Differential dynamic programming (DDP) has emerged as a promising tool for…

This paper proposes a robust control design method using reinforcement-learning for controlling partially-unknown dynamical systems under uncertain conditions. The method extends the optimal reinforcement-learning algorithm with a new…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Phuong D. Ngo , Fred Godtliebsen

Ensuring the robustness of deep reinforcement learning (DRL) agents against adversarial attacks is critical for their trustworthy deployment. Recent research highlights the challenges of achieving state-adversarial robustness and suggests…

Machine Learning · Computer Science 2025-02-25 Haoran Li , Zicheng Zhang , Wang Luo , Congying Han , Jiayu Lv , Tiande Guo , Yudong Hu

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

Inverse reinforcement learning aims to infer the reward function that explains expert behavior observed through trajectories of state--action pairs. A long-standing difficulty in classical IRL is the non-uniqueness of the recovered reward:…

Machine Learning · Statistics 2025-12-09 Denis Belomestny , Alexey Naumov , Sergey Samsonov

Dynamic programming (DP) is an algorithmic design paradigm for the efficient, exact solution of otherwise intractable, combinatorial problems. However, DP algorithm design is often presented in an ad-hoc manner. It is sometimes difficult to…

Data Structures and Algorithms · Computer Science 2024-05-17 Max A. Little , Xi He , Ugur Kayas

Sample-based trajectory optimisers are a promising tool for the control of robotics with non-differentiable dynamics and cost functions. Contemporary approaches derive from a restricted subclass of stochastic optimal control where the…

Robotics · Computer Science 2021-10-07 Tom Lefebvre , Guillaume Crevecoeur