Related papers: Distributional Uncertainty and Adaptive Decision-M…
In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…
Despite rapid evolution, embedded computing systems increasingly feature resource constraints and workload uncertainties. To achieve much better system performance in unpredictable environments than traditional design approaches, a novel…
Autonomous systems with machine learning-based perception can exhibit unpredictable behaviors that are difficult to quantify, let alone verify. Such behaviors are convenient to capture in probabilistic models, but probabilistic model…
This paper addresses the problem of quantification and propagation of uncertainties associated with dependence modeling when data for characterizing probability models are limited. Practically, the system inputs are often assumed to be…
We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…
Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…
Motivated by the problem of tracking a direction in a decentralized way, we consider the general problem of cooperative learning in multi-agent systems with time-varying connectivity and intermittent measurements. We propose a distributed…
Planning under uncertainty is a central problem in the study of automated sequential decision making, and has been addressed by researchers in many different fields, including AI planning, decision analysis, operations research, control…
Networked dynamical systems are common throughout science in engineering; e.g., biological networks, reaction networks, power systems, and the like. For many such systems, nonlinearity drives populations of identical (or near-identical)…
This work presents the concept of kernel mean embedding and kernel probabilistic programming in the context of stochastic systems. We propose formulations to represent, compare, and propagate uncertainties for fairly general stochastic…
Regression tasks, notably in safety-critical domains, require proper uncertainty quantification, yet the literature remains largely classification-focused. In this light, we introduce a family of measures for total, aleatoric, and epistemic…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
Practitioners making decisions based on causal effects typically ignore structural uncertainty. We analyze when this uncertainty is consequential enough to warrant methodological solutions (Bayesian model averaging over competing causal…
ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…
AI predictive systems are increasingly embedded in decision making pipelines, shaping high stakes choices once made solely by humans. Yet robust decisions under uncertainty still rely on capabilities that current AI lacks: domain knowledge…
End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…
In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…
We study network design problems for nonlinear and nonconvex flow models without controllable elements under load scenario uncertainties, i.e., under uncertain injections and withdrawals. To this end, we apply the concept of adjustable…
Adaptive Computing is an application-agnostic outer loop framework to strategically deploy simulations and experiments to guide decision making for scale-up analysis. Resources are allocated over successive batches, which makes the…
This paper considers the distributed robust suboptimal consensus control problem of linear multi-agent systems, with both H2 and H_infty performance requirements. A novel two-step complementary design approach is proposed. In the first…