arXiv AI

Decision Making Needs Uncertainty Quantification [Lecture Notes]

arXiv:2607. 14407v1 Announce Type: cross Abstract: Many signal processing systems ultimately exist to {act}.

arXiv AI
Aug 19

Quantifying Risk Under Evolving Uncertainty: Belief-Dependent Robustness for Safe Sequential Decision Making

The paper introduces RATTL (Risk-Adversarial Total-Reward Learning), a framework that adjusts an agent’s caution based on epistemic uncertainty by using a Bayesian posterior over dynamics and a Wasserstein ambiguity set whose radius depends on that posterior. As evidence accumulates, the radius shrinks, smoothly transitioning the agent’s behavior from worst-case robustness to risk-neutral reward maximization. The authors prove a Safety Sandwich theorem showing RATTL’s value lies between the uninformed robust value and the full-knowledge optimum, and demonstrate the method on a binary-hazard example where the criterion reduces to Conditional Value-at-Risk.

By Deep Kumar Ganguly, Jan Kretinsky
arXiv AI
Aug 12

Infra-Bayesian Reinforcement Learning Agents Outperform Classical RL For Worst-Case Robustness

arXiv:2605. 23146v3 Announce Type: replace-cross Abstract: Classical reinforcement learning assumes the agent interacts with a fixed environment whose behavior does not depend on the agent's policy.

By Manish Aryal, Faiyaz Azam, Agnivo Banerjee, Syed Mahir Ahamed, Sai Sidhanth Manoharan Jayanthi, Allegra Laro, Cl\'ement Legentilhomme, Andrew Lin, Florian Lorkowski, Marina P\'erez del Valle, Radman Rakhshandehroo, Patric Rommel, Emanuel Ruzak, Nathan Theng, Paul Yushin Rapoport
arXiv Machine Learning
1d ago

A Ground-Truth Framework for Uncertainty Disentanglement with Posterior Risk

The paper introduces a ground‑truth framework for disentangling uncertainty into epistemic and aleatoric components using sample‑conditional pointwise posterior risk. It evaluates current methods, finding that Spectral‑normalized Neural Gaussian Processes and Variational Latent Gaussian Processes best recover the ground‑truth uncertainty, while most methods align more closely with posterior variance and miss predictor bias. The study also explores the entanglement of estimated uncertainties and the impact of modeling choices, providing practical guidance and releasing 13 semi‑synthetic datasets for further validation.

By Frieder Wizgall, Georg Tirpitz, Moritz Seiler, Kerstin Ritter, B\'alint Mucs\'anyi