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We present a novel framework for distributionally robust optimization (DRO), called cost-aware DRO (CADRO). The key idea of CADRO is to exploit the cost structure in the design of the ambiguity set to reduce conservatism. Particularly, the…

Optimization and Control · Mathematics 2023-05-17 Mathijs Schuurmans , Panagiotis Patrinos

We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

Machine Learning · Computer Science 2025-03-21 Zhiyu An , Zhibo Hou , Wan Du

Contemporary undertakings provide limitless opportunities for widespread application of machine reasoning and artificial intelligence in situations characterised by uncertainty, hostility and sheer volume of data. The paper develops a…

Artificial Intelligence · Computer Science 2022-08-05 Branko Ristic , Alessio Benavoli , Sanjeev Arulampalam

Conventional supervised learning methods are often vulnerable to spurious correlations, particularly under distribution shifts in test data. To address this issue, several approaches, most notably Group DRO, have been developed. While these…

Machine Learning · Computer Science 2026-02-13 Sung Ho Jo , Seonghwi Kim , Minwoo Chae

Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…

Machine Learning · Computer Science 2021-03-16 Eric Zelikman , Christopher Healy , Sharon Zhou , Anand Avati

Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…

Optimization and Control · Mathematics 2019-01-09 Xi Chen , Qihang Lin , Guanglin Xu

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

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

Machine Learning · Statistics 2025-05-06 Liviu Aolaritei , Soroosh Shafiee , Florian Dörfler

Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the…

Methodology · Statistics 2026-04-08 Shuoxun Xu , Zijian Guo , Brooke R. Staveland , Robert T. Knight , Lexin Li

Safety is a critical concern in motion planning for autonomous vehicles. Modern autonomous vehicles rely on neural network-based perception, but making control decisions based on these inference results poses significant safety risks due to…

Robotics · Computer Science 2025-12-24 Hyeongchan Ham , Heejin Ahn

Large Language Models (LLMs) have become increasingly pervasive, finding applications across many industries and disciplines. Ensuring the trustworthiness of LLM outputs is paramount, where Uncertainty Estimation (UE) plays a key role. In…

Computation and Language · Computer Science 2025-11-06 Kevin Wang , Subre Abdoul Moktar , Jia Li , Kangshuo Li , Feng Chen

A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…

Artificial Intelligence · Computer Science 2018-02-16 Sabina Marchetti , Alessandro Antonucci

We present a method for making neural network predictions robust to shifts from the training data distribution. The proposed method is based on making predictions via a diverse set of cues (called 'middle domains') and ensembling them into…

Computer Vision and Pattern Recognition · Computer Science 2021-09-06 Teresa Yeo , Oğuzhan Fatih Kar , Alexander Sax , Amir Zamir

Models trained via empirical risk minimization (ERM) are known to rely on spurious correlations between labels and task-independent input features, resulting in poor generalization to distributional shifts. Group distributionally robust…

Machine Learning · Computer Science 2022-12-12 Bhargavi Paranjape , Pradeep Dasigi , Vivek Srikumar , Luke Zettlemoyer , Hannaneh Hajishirzi

Predictions of uncertainty-aware models are diverse, ranging from single point estimates (often averaged over prediction samples) to predictive distributions, to set-valued or credal-set representations. We propose a novel unified…

Machine Learning · Computer Science 2025-02-18 Shireen Kudukkil Manchingal , Muhammad Mubashar , Kaizheng Wang , Fabio Cuzzolin

In resource-constrained and low-latency settings, uncertainty estimates must be efficiently obtained. Deep Ensembles provide robust epistemic uncertainty (EU) but require training multiple full-size models. BatchEnsemble aims to deliver…

Machine Learning · Computer Science 2026-01-26 Anton Zamyatin , Patrick Indri , Sagar Malhotra , Thomas Gärtner

Clinical decision requires reasoning in the presence of imperfect data. DTs are a well-known decision support tool, owing to their interpretability, fundamental in safety-critical contexts such as medical diagnosis. However, learning DTs…

This paper questions the effectiveness of a modern predictive uncertainty quantification approach, called \emph{evidential deep learning} (EDL), in which a single neural network model is trained to learn a meta distribution over the…

Machine Learning · Computer Science 2024-11-04 Maohao Shen , J. Jon Ryu , Soumya Ghosh , Yuheng Bu , Prasanna Sattigeri , Subhro Das , Gregory W. Wornell

Trustworthy machine learning aims at combating distributional uncertainties in training data distributions compared to population distributions. Typical treatment frameworks include the Bayesian approach, (min-max) distributionally robust…

Machine Learning · Computer Science 2025-05-05 Shixiong Wang , Haowei Wang , Xinke Li , Jean Honorio

Real-world learning tasks often encounter uncertainty due to covariate shift and noisy or inconsistent labels. However, existing robust learning methods merge these effects into a single distributional uncertainty set. In this work, we…

Methodology · Statistics 2026-03-17 Varun Venkatesh , Eyke Hüllermeier , Bernd Bischl , Mina Rezaei