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A comprehensive approach addressing identification and control for learningbased Model Predictive Control (MPC) for linear systems is presented. The design technique yields a data-driven MPC law, based on a dataset collected from the…

Systems and Control · Computer Science 2018-10-31 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

Dynamical systems that evolve continuously over time are ubiquitous throughout science and engineering. Machine learning (ML) provides data-driven approaches to model and predict the dynamics of such systems. A core issue with this approach…

Machine Learning · Computer Science 2023-11-23 Aditi S. Krishnapriyan , Alejandro F. Queiruga , N. Benjamin Erichson , Michael W. Mahoney

This work proposes a novel robust model predictive control (MPC) algorithm for linear systems affected by dynamic model uncertainty and exogenous disturbances. The uncertainty is modeled using a linear fractional perturbation structure with…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

Misclassification detection is an important problem in machine learning, as it allows for the identification of instances where the model's predictions are unreliable. However, conventional uncertainty measures such as Shannon entropy do…

Machine Learning · Statistics 2024-02-09 Eduardo Dadalto , Marco Romanelli , Georg Pichler , Pablo Piantanida

Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…

In the deployment of large language models (LLMs), accurate confidence estimation is critical for assessing the credibility of model predictions. However, existing methods often fail to overcome the issue of overconfidence on incorrect…

Computation and Language · Computer Science 2024-02-20 Pei Wang , Yejie Wang , Muxi Diao , Keqing He , Guanting Dong , Weiran Xu

Recent studies indicate that the effects of inter-annual climate-based variability in power system planning are significant and that long samples of demand & weather data (spanning multiple decades) should be considered. At the same time,…

Applications · Statistics 2019-05-30 Adriaan P Hilbers , David J Brayshaw , Axel Gandy

Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. This paper explores the application of established machine…

Machine Learning · Computer Science 2024-07-30 Sergio Caprioli , Jacopo Foschi , Riccardo Crupi , Alessandro Sabatino

Short-term probabilistic wind power forecasting can provide critical quantified uncertainty information of wind generation for power system operation and control. As the complicated characteristics of wind power prediction error, it would…

Machine Learning · Computer Science 2017-02-14 You Lin , Ming Yang , Can Wan , Jianhui Wang , Yonghua Song

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

Unbiased assessment of the predictivity of models learnt by supervised machine-learning methods requires knowledge of the learned function over a reserved test set (not used by the learning algorithm). The quality of the assessment depends,…

Statistics Theory · Mathematics 2022-07-11 Elias Fekhari , Bertrand Iooss , Joseph Muré , Luc Pronzato , Maria-João Rendas

This study introduces the Misclassification Likelihood Matrix (MLM) as a novel tool for quantifying the reliability of neural network predictions under distribution shifts. The MLM is obtained by leveraging softmax outputs and clustering…

This paper studies uncertainty set estimation for unknown linear systems. Uncertainty sets are crucial for the quality of robust control since they directly influence the conservativeness of the control design. Departing from the confidence…

Optimization and Control · Mathematics 2024-06-11 Yingying Li , Jing Yu , Lauren Conger , Taylan Kargin , Adam Wierman

Capacity expansion models used for policy support have increasingly represented both the variability and uncertainty of weather-dependent generation (wind and solar). However, although also uncertain, as demonstrated by the performance of…

Optimization and Control · Mathematics 2025-04-14 Kamran Forghani , Xiaoming Kan , Lina Reichenberg , Fredrik Hedenus

Data-driven soft sensors are crucial in predicting key performance indicators in industrial systems. However, current methods predominantly rely on the supervised learning paradigms of parameter updating, which inherently faces challenges…

Machine Learning · Computer Science 2025-01-09 Shuo Tong , Han Liu , Runyuan Guo , Wenqing Wang , Xueqiong Tian , Lingyun Wei , Lin Zhang , Huayong Wu , Ding Liu , Youmin Zhang

Classification problems are essential statistical tasks that form the foundation of decision-making across various fields, including patient prognosis and treatment strategies for critical conditions. Consequently, evaluating the…

Methodology · Statistics 2025-03-11 Jun Tamura , Yuki Itaya , Kenichi Hayashi , Kouji Yamamoto

Model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. The uncertainty does not represent the model error well. In this paper, temperature scaling is extended to dropout variational…

Machine Learning · Computer Science 2019-11-19 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

Sensor-driven systems are increasingly ubiquitous: they provide both data and information that can facilitate real-time decision-making and autonomous actuation, as well as enabling informed policy choices by service providers and…

Software Engineering · Computer Science 2019-02-07 Muffy Calder , Simon Dobson , Michael Fisher , Julie McCann

Random field Monte Carlo (MC) reliability analysis is a robust stochastic method to determine the probability of failure. This method, however, requires a large number of numerical simulations demanding high computational costs. This paper…

Machine Learning · Computer Science 2022-04-14 Mohammad Aminpour , Reza Alaie , Navid Kardani , Sara Moridpour , Majidreza Nazem

Sequential Monte Carlo (SMC) methods offer a principled approach to Bayesian uncertainty quantification but are traditionally limited by the need for full-batch gradient evaluations. We introduce a scalable variant by incorporating…

Machine Learning · Statistics 2025-05-20 Andrew Millard , Zheng Zhao , Joshua Murphy , Simon Maskell