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The performance of deep reinforcement learning methods prone to degenerate when applied to environments with non-stationary dynamics. In this paper, we utilize the latent context recurrent encoders motivated by recent Meta-RL materials, and…

This paper extends the Distributionally Robust Optimization (DRO) approach for offline contextual bandits. Specifically, we leverage this framework to introduce a convex reformulation of the Counterfactual Risk Minimization principle.…

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Despite extensive research on neural network calibration, existing methods typically apply global transformations that treat all predictions uniformly, overlooking the heterogeneous reliability of individual predictions. Furthermore, the…

This paper solves a new class of optimization problems under uncertainty, called Probable Event Constrained Optimization (PECO), which optimizes an objective function of decision variables and subjects to a set of Probable Event Constraints…

This paper proposes a robust approximation method for solving chance constrained optimization (CCO) of polynomials. Assume the CCO is defined with an individual chance constraint that is affine in the decision variables. We construct a…

Distributionally robust optimization (DRO) provides a framework for training machine learning models that are able to perform well on a collection of related data distributions (the "uncertainty set"). This is done by solving a min-max…

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Reinforcement learning (RL) has achieved promising results on most robotic control tasks. Safety of learning-based controllers is an essential notion of ensuring the effectiveness of the controllers. Current methods adopt whole consistency…

We study a challenging form of Smoothed Online Convex Optimization, a.k.a. SOCO, including multi-step nonlinear switching costs and feedback delay. We propose a novel machine learning (ML) augmented online algorithm, Robustness-Constrained…

Distributionally robust optimization (DRO) is a powerful framework for training robust models against data distribution shifts. This paper focuses on constrained DRO, which has an explicit characterization of the robustness level. Existing…

Reinforcement Learning (RL) algorithms have shown tremendous success in simulation environments, but their application to real-world problems faces significant challenges, with safety being a major concern. In particular, enforcing…

We address the challenge of learning safe and robust decision policies in presence of uncertainty in context of the real scientific problem of adaptive resource oversubscription to enhance resource efficiency while ensuring safety against…

Group Relative Policy Optimization (GRPO) enhances LLM reasoning but often induces overconfidence, where incorrect responses yield lower perplexity than correct ones, degrading relative calibration as described by the Area Under the Curve…

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

When minimizing the empirical risk in binary classification, it is a common practice to replace the zero-one loss with a surrogate loss to make the learning objective feasible to optimize. Examples of well-known surrogate losses for binary…

We consider control of uncertain linear time-varying stochastic systems from the perspective of regret minimization. Specifically, we focus on the problem of designing a feedback controller that minimizes the loss relative to a clairvoyant…

The field of risk-constrained reinforcement learning (RCRL) has been developed to effectively reduce the likelihood of worst-case scenarios by explicitly handling risk-measure-based constraints. However, the nonlinearity of risk measures…

In safe reinforcement learning (SRL) problems, an agent explores the environment to maximize an expected total reward and meanwhile avoids violation of certain constraints on a number of expected total costs. In general, such SRL problems…