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We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…
As the use of Artificial Intelligence (AI) components in cyber-physical systems is becoming more common, the need for reliable system architectures arises. While data-driven models excel at perception tasks, model outcomes are usually not…
In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective function widely adopted in inventory management, option…
We develop a data-driven approach to the computation of a-posteriori feasibility certificates to the solution sets of variational inequalities affected by uncertainty. Specifically, we focus on instances of variational inequalities with a…
We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set…
Many practical optimization problems involve uncertain parameters that are strictly positive. However, the most common uncertainty sets used in robust optimization are the box and the ellipsoidal sets, which may include non-positive values…
The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets. In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks. This paper takes…
Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…
Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…
For decades, researchers in fields, such as the natural and social sciences, have been verifying causal relationships and investigating hypotheses that are now well-established or understood as truth. These causal mechanisms are properties…
Maximum likelihood estimation of Gaussian mixture models with different class-specific covariance matrices is known to be problematic. This is due to the unboundedness of the likelihood, together with the presence of spurious maximizers.…
We propose a novel polyhedral uncertainty set for robust optimization, termed the smooth uncertainty set, which captures dependencies of uncertain parameters by constraining their pairwise differences. The bounds on these differences may be…
This paper studies the problem of steering the distribution of a linear time-invariant system from an initial normal distribution to a terminal normal distribution under no knowledge of the system dynamics. This data-driven control…
Given the advancements in data-driven modeling for complex engineering and scientific applications, this work utilizes a data-driven predictive control method, namely subspace predictive control, to coordinate hybrid power plant components…
Multidimensional data is often associated with uncertainties that are not well-described by normal distributions. In this work, we describe how such distributions can be projected to a low-dimensional space using uncertainty-aware principal…
Subset selection-based methods are widely used to explain deep vision models: they attribute predictions by highlighting the most influential image regions and support object-level explanations. While these methods perform well in…