This paper reviews data-driven optimization techniques for decision-making under uncertainty.
problem Decision-making under uncertainty in the era of big data and deep learning.
method Comprehensive review of data-driven distributionally robust optimization, chance constrained program, robust optimization, and scenario-based optimization.
result Identification of potential research opportunities in closed-loop data-driven optimization and scenario-based optimization leveraging deep learning.
This paper emphasizes the need for uncertainty quantification in data-driven ML models for nuclear engineering.
problem Uncertainty in ML predictions due to data noise, model architecture, and stochastic training.
method Explains and compares uncertainties in physics-based and data-driven models, and presents techniques to quantify ML prediction uncertainties.
result The importance of uncertainty quantification in ML models for nuclear engineering applications.
Bayesian neural networks quantify uncertainty in molecular property predictions.
problem Uncertainty in molecular property predictions due to limited data quality and quantity.
method Bayesian neural networks to decompose and quantify model- and data-driven uncertainties.
result Data noise significantly affects data-driven uncertainties in molecular property predictions.
New methods quantify uncertainties in AI weather forecasts.
problem Uncertainty in AI weather predictions.
method Comparing ensemble and post-hoc uncertainty quantification methods.
result Probabilistic forecasts improve over ensemble physics-based models.
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the regularization parameter. The type of regularization (e.g. the norm used to regularize)…
Quantifying and managing uncertainties that occur when data-driven models such as those provided by AI and machine learning methods are applied is crucial. This whitepaper provides a brief motivation and first overview of the state of the art in identifying and quantifying sources of uncertainty for data-driven compone…
Data-driven methods for improving turbulence modeling in Reynolds-Averaged Navier-Stokes (RANS) simulations have gained significant interest in the computational fluid dynamics community. Modern machine learning algorithms have opened up a new area of black-box turbulence models allowing for the tuning of RANS simulati…
Bayesian neural networks improve uncertainty in data-driven VFMs for oil and gas wells.
problem Uncertainty and robustness in data-driven VFMs for oil and gas wells.
method Bayesian neural networks with variational inference for uncertainty quantification.
result Variational inference provides more robust predictions on future data.
Develops scenario theory for multi-criteria decision making.
problem Need for robustness assessment with multiple criteria and datasets.
method Collectively treats risks associated with individual criteria for multi-criteria decision problems.
result More accurate robustness certificates and sharper quantification of simultaneous criterion satisfaction.
The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can accelerate this process by fitting data-driven models to experimental data as it is coll…
Paper introduces a new uncertainty measure for misclassification detection.
problem Effective detection of unreliable model predictions in machine learning.
method Data-driven measure of uncertainty relative to an observer based on soft-predictions.
result Demonstrates improved misclassification detection over state-of-the-art methods.
Paper proposes a new model to assess risks in energy storage systems considering both exogenous and endogenous uncertainties.
problem Current risk assessment ignores the stochastic nature of energy storage availability.
method Data-driven unified model with exogenous and endogenous uncertainty description for four types of generic energy storage.
result Comparative results show more severe risks for endogenous uncertainty, suggesting new strategies for system operators.
Develops a new method for uncertainty quantification in high-dimensional learning.
problem Challenges in uncertainty quantification in high-dimensional regression or learning problems.
method Data-driven approach for UQ that corrects bias terms from training data.
result Non-asymptotic confidence intervals that avoid overestimating uncertainty.
A new method quantifies uncertainty in brain injury simulations.
problem High computational cost and high-dimensional inputs/outputs limit traditional UQ methods for biofidelic head models.
method Two-stage, data-driven manifold learning framework using Gaussian kernel-density estimation, diffusion maps, and Grassmannian diffusion maps.
result Surrogate models reduce computational cost while providing highly accurate approximations of the computational model.
Paper proposes a robust hypothesis testing method using Sinkhorn distance.
problem Hypothesis testing for small samples.
method Data-driven approach using Sinkhorn uncertainty sets.
result The method provides a more flexible detector compared to Wasserstein robust test.
Paper proposes a fast data-driven AC-OPF method using sparse hybrid Gaussian processes.
problem Optimizing electricity generation and delivery under generation uncertainty in modern power grids.
method Data-driven approach using sparse hybrid Gaussian processes to model power flow equations.
result Shows up to two times faster and more accurate solutions compared to state-of-the-art methods.
HI-SIGMA improves sensitivity in high-dimensional statistical inference with data-driven background models.
problem Performing high-dimensional statistical inference with complex backgrounds in high-energy physics.
method HI-SIGMA uses generative ML models to learn signal and background distributions, incorporating systematic uncertainties.
result HI-SIGMA provides improved sensitivity compared to classifier-based methods.
Fair ML systems can be safe ML systems by considering uncertainty.
problem Safety of data-driven decision systems is often neglected.
method Viewing ML systems as socio-technical, uncertainty-aware modeling.
result Fair models should be uncertainty-aware, e.g. through distributional regression.
Paper uses Gaussian processes to solve AC-OPF with renewable uncertainty.
problem Optimizing power grids with fluctuating renewable sources.
method Data-driven approach using Gaussian processes.
result Efficiently solves chance-constrained AC-OPF with uncertainty.
The paper tackles robust control with uncertain dependence using data-driven methods.
problem Nonparametric robust control under dependence uncertainty in multi-period stochastic systems.
method Nonparametric adaptive robust control framework using stochastic gradient descent ascent algorithm.
result The controller benefits from knowing more about the uncertain model.
Proposes CPO framework for robust decision-making with explainable uncertainty regions.
problem Overly conservative uncertainty regions in data-driven optimization lead to suboptimal decisions.
method Conformal-Predict-Then-Optimize (CPO) framework using conditional generative models and visual summaries.
result Demonstrates improved robustness and explainability in decision-making.
BNP extends Neural Processes using bootstrap to better model uncertainty.
problem Limitation of NP in modeling stochastic processes with a single latent variable.
method Introduces BNP by incorporating bootstrap to estimate uncertainty without assuming a specific form.
result Demonstrates improved flexibility and robustness of BNP on various data types.
In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be explicitly and consistently incorporated in the valuation of decisions, using the theory …
Bayesian method identifies dynamical models with uncertainty quantification.
problem Uncertainty in selecting governing equations for dynamical systems.
method Bayesian sparse identification with model averaging.
result Accurately recovers sparse interaction structures with uncertainty quantification.
Framework improves PV forecasting by accounting for missing data uncertainty.
problem Uncertainty from missing data in PV power data.
method Combines stochastic multiple imputation with Rubin's rule.
result Improves prediction interval calibration without sacrificing point prediction accuracy.
Bayesian imaging uses neural networks to learn prior knowledge from data.
problem Performing Bayesian inference in imaging problems with limited prior knowledge.
method Constructs a data-driven prior on a sub-manifold of the image space using neural networks, and performs Bayesian computation on this manifold.
result Established the existence and well-posedness of the posterior distribution and moments, and demonstrated superior performance compared to existing methods.
Bayesian nonparametrics improves data-driven risk optimization under distributional uncertainty.
problem Improving out-of-sample performance in machine learning models due to distributional uncertainty.
method Combining Bayesian nonparametric theory and decision-theoretic preferences to propose a robust optimization criterion.
result The proposed robust optimization procedure provides favorable statistical guarantees and tractable approximations.
NP-ODE models FEA simulations with uncertainty, improving accuracy and efficiency.
problem Limitations of FEA in terms of computational cost and uncertainty quantification.
method Physics-informed neural process aided ordinary differential equations (NP-ODE).
result NP-ODE outperforms benchmark methods in uncertainty quantification and prediction accuracy.
Hybrid framework merges data and domain knowledge for better spatial interpolation.
problem Spatial interpolation overlooks domain knowledge and limits to spatial coordinates.
method Integrates data-driven features with rule-assisted spatial dependency function mapping.
result Superior performance in two application scenarios, capturing localized features.
Data-driven symbol detection improves performance in complex channels.
problem Designing robust symbol detectors in systems with poorly understood channels.
method Hybrid approach combining model-based algorithms with machine learning.
result Near-optimal performance of model-based algorithms achieved without channel model knowledge.
We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), where it is typically used to replace a runnable but expensive computational model subject to random inputs with an inexpensive-to-evaluate po…
Develops a machine learning approach for solving AC-OPF problems.
problem Nonlinear and computationally demanding AC chance-constrained OPF problem.
method Uses Gaussian process regression to approximate AC power flow equations.
result Demonstrates competitive and promising results compared to state-of-the-art approaches.
A new method uses GANs for robust optimization under uncertain data.
problem Optimizing supply chains under demand uncertainty with ambiguous distributions.
method Generative adversarial networks (GANs) for data-driven distributionally robust chance constrained programming.
result The approach effectively handles uncertain data distributions and improves supply chain optimization.
Generative models improve image reconstruction and uncertainty quantification.
problem Bayesian inverse problems, especially image reconstruction from noisy and incomplete data.
method Data-driven priors and computationally tractable posterior analysis.
result Efficient uncertainty quantification without retraining for different corruption types.
Generative models improve digital twins for structures with uncertainties.
problem Uncertainty in structural modelling limits deterministic models.
method Two types of generative models: physics-based SFE and data-driven cGANs.
result Data-driven cGANs outperform physics-based models in nonlinear structures.
D2D converts CLDs into SDMs to explore leverage points under uncertainty.
problem Limited dynamic analysis of CLDs for intervention strategies.
method Minimal user input protocol to convert CLDs into SDMs, simulating interventions.
result D2D helps distinguish leverage points and provides uncertainty estimates.
Robust portfolio optimization considers uncertainty in market probabilities.
problem Uncertainty in market probabilities in multiperiod portfolio selection.
method Robust mean-variance optimization using Wasserstein ball centered at empirical data.
result Numerical simulations show improved performance compared to other strategies.
This work evaluates and benchmarks calibration metrics for data-driven regression models.
problem Conflicting results from different calibration metrics make it hard to compare and interpret model performance.
method Systematically extracted and benchmarked 14 regression calibration metrics across various data types and recalibration methods.
result Many metrics disagree on the same recalibration result, highlighting the need for careful metric selection.
New framework calibrates decision robustness using inverse conformal risk control.
problem Inadequate robustness levels in decision-making due to ad hoc choices.
method Constructs valid estimators to trace miscoverage-regret Pareto frontier.
result Provides distribution-free, finite-sample guarantees on robustness levels.
The paper addresses uncertainty in demand prediction for dynamic pricing.
problem Uncertainty quantification in the demand function for dynamic pricing.
method Developed a debiased approach to construct accurate confidence intervals for the demand function.
result Asymptotic normality guarantee of the debiased estimator for the demand function.
Framework disentangles deep feature uncertainty for efficient inference.
problem Inference-time uncertainty estimation for reliable decision-making.
method Uncertainty-Guided Inference-Time Selection framework.
result Significantly tighter prediction intervals and 60% compute reduction.
Proposes a deep learning method for uncertainty propagation in complex systems.
problem Uncertainty propagation in nonlinear dynamic systems with many uncertain variables.
method Data-driven approach using deep learning to approximate PDFs of uncertain systems.
result Demonstrates robustness evaluation of a feedback controller for a six-dimensional system.
A GAN method for stochastic boundary conditions in fast dynamics.
problem Uncertainty quantification in fast dynamics and wave propagation.
method Physics-informed GANs for stochastic boundary conditions.
result Improved convergence and better stochastic boundary conditions.
Bayesian Neural Networks improve geophysical model ensembles with reduced uncertainty.
problem Improving geophysical model projections and uncertainty quantification.
method Developed a Bayesian Neural Network ensemble strategy for geophysical models.
result Bayesian Neural Network ensemble outperforms existing methods in ozone prediction.
Hybrid models are reinterpreted as Neuro-Symbolic AI designs to quantify uncertainty and variability.
problem Limited semantic interface for comparing hybrid models across domains.
method Reinterpret hybrid models as Neuro-Symbolic AI, translating them into explicit inference function and logic-belief decomposition.
result Metrics SVR and BD quantify uncertainty and variability in hybrid models.
New method predicts soil moisture with uncertainty estimates.
problem Accurately predict soil moisture using deep learning models.
method Used Monte Carlo dropout with long short-term memory models.
result Successfully captures predictive error and detects dissimilarity.
Automated digital twin discovery from biological data improves drug discovery and personalized medicine.
problem Developing reliable digital twins from noisy, incomplete biological data.
method Symbolic and sparse regression, Bayesian frameworks, deep learning, and large language models.
result Sparse regression generally outperforms symbolic regression, especially with Bayesian frameworks.
RP-WNO extends WNO with uncertainty quantification, useful for scientists and engineers.
problem Uncertainty in predictions of deep learning models.
method Randomized Prior Wavelet Neural Operator (RP-WNO) with uncertainty quantification module.
result RP-WNO effectively estimates uncertainty in predictions.