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Reinforcement learning has been successfully used to solve difficult tasks in complex unknown environments. However, these methods typically do not provide any safety guarantees during the learning process. This is particularly problematic,…

Systems and Control · Electrical Eng. & Systems 2019-07-02 Torsten Koller , Felix Berkenkamp , Matteo Turchetta , Joschka Boedecker , Andreas Krause

Providing safety guarantees for learning-based controllers is important for real-world applications. One approach to realizing safety for arbitrary control policies is safety filtering. If necessary, the filter modifies control inputs to…

Systems and Control · Electrical Eng. & Systems 2023-12-18 Lukas Brunke , Siqi Zhou , Mingxuan Che , Angela P. Schoellig

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

Uncertainty quantification is a key pillar of trustworthy machine learning. It enables safe reactions under unsafe inputs, like predicting only when the machine learning model detects sufficient evidence, discarding anomalous data, or…

Machine Learning · Computer Science 2024-08-27 Michael Kirchhof

This paper proposes a safety controller for control-affine nonlinear systems with unmodelled dynamics and disturbances to improve closed-loop robustness. Uncertainty estimation-based control barrier functions (CBFs) are utilized to ensure…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Ersin Daş , Skylar X. Wei , Joel W. Burdick

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

To provide rigorous uncertainty quantification for online learning models, we develop a framework for constructing uncertainty sets that provably control risk -- such as coverage of confidence intervals, false negative rate, or F1 score --…

Machine Learning · Computer Science 2023-01-30 Shai Feldman , Liran Ringel , Stephen Bates , Yaniv Romano

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Safety-critical control tasks with high levels of uncertainty are becoming increasingly common. Typically, techniques that guarantee safety during learning and control utilize constraint-based safety certificates, which can be leveraged to…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Alexandre Capone , Ryan Cosner , Aaron Ames , Sandra Hirche

Learning-based methods have been successful in solving complex control tasks without significant prior knowledge about the system. However, these methods typically do not provide any safety guarantees, which prevents their use in…

Systems and Control · Computer Science 2018-11-08 Torsten Koller , Felix Berkenkamp , Matteo Turchetta , Andreas Krause

We propose the use of Bayesian networks, which provide both a mean value and an uncertainty estimate as output, to enhance the safety of learned control policies under circumstances in which a test-time input differs significantly from the…

Machine Learning · Computer Science 2019-02-18 Keuntaek Lee , Kamil Saigol , Evangelos A. Theodorou

Modern nonlinear control theory seeks to endow systems with properties such as stability and safety, and has been deployed successfully across various domains. Despite this success, model uncertainty remains a significant challenge in…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Andrew J. Taylor , Victor D. Dorobantu , Sarah Dean , Benjamin Recht , Yisong Yue , Aaron D. Ames

We present batching as an omnibus device for uncertainty quantification using simulation output. We consider the classical context of a simulationist performing uncertainty quantification on an estimator $\theta_n$ (of an unknown fixed…

Methodology · Statistics 2024-08-27 Yongseok Jeon , Yi Chu , Raghu Pasupathy , Sara Shashaani

The automated real-time recognition of unexpected situations plays a crucial role in the safety of autonomous vehicles, especially in unsupported and unpredictable scenarios. This paper evaluates different Bayesian uncertainty…

Machine Learning · Computer Science 2025-02-14 Ruben Grewal , Paolo Tonella , Andrea Stocco

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

We present a provably safe sampling-based motion planning algorithm for robotic systems affected by random disturbances of unknown distribution. We consider systems with linear or linearizable dynamics evolving in workspace with…

Robotics · Computer Science 2026-05-27 Ibon Gracia , Qi Heng Ho , Luca Laurenti , Morteza Lahijanian

This paper presents two stochastic model predictive control methods for linear time-invariant systems subject to unbounded additive uncertainties. The new methods are developed by formulating the chance constraints into deterministic form,…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Fei Li , Huiping Li , Yuyao He

Control systems operating in the real world face countless sources of unpredictable uncertainties. These random disturbances can render deterministic guarantees inapplicable and cause catastrophic safety failures. To overcome this, this…

Systems and Control · Electrical Eng. & Systems 2026-02-10 Pol Mestres , Blake Werner , Ryan K. Cosner , Aaron D. Ames

We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…

Machine Learning · Statistics 2021-04-12 Antoine Blanchard , Themistoklis Sapsis

Accurately detecting multiple change-points is critical for various applications, but determining the optimal number of change-points remains a challenge. Existing approaches based on information criteria attempt to balance goodness-of-fit…

Methodology · Statistics 2023-12-19 Hui Chen , Yinxu Jia , Guanghui Wang , Changliang Zou