Improving Active Learning with a Bayesian Representation of Epistemic Uncertainty

A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet, distinguishing these two types of uncertainty remains challenging and there is no single strategy that consistently outperforms the others. We propose to use a particular combination of probability and possibility theories, with the aim of using the latter to specifically represent epistemic uncertainty, and we show how this combination leads to new active learning strategies that have desirable properties. In order to demonstrate the efficiency of these strategies in non-trivial settings, we introduce the notion of a possibilistic Gaussian process (GP) and consider GP-based multiclass and binary classification problems, for which the proposed methods display a strong performance for both simulated and real datasets.

Redesigning the ensemble Kalman filter with a dedicated model of epistemic uncertainty

The problem of incorporating information from observations received serially in time is widespread in the field of uncertainty quantification. Within a probabilistic framework, such problems can be addressed using standard filtering techniques. However, in many real-world problems, some (or all) of the uncertainty is epistemic, arising from a lack of knowledge, and is difficult to model probabilistically. This paper introduces a possibilistic ensemble Kalman filter designed for this setting and characterizes some of its properties. Using possibility theory to describe epistemic uncertainty is appealing from a philosophical perspective, and it is easy to justify certain heuristics often employed in standard ensemble Kalman filters as principled approaches to capturing uncertainty within it. The possibilistic approach motivates a robust mechanism for characterizing uncertainty which shows good performance with small sample sizes, and can outperform standard ensemble Kalman filters at given sample size, even when dealing with genuinely aleatoric uncertainty.

Mitigating Relative Over-Generalization in Multi-Agent Reinforcement Learning

In decentralized multi-agent reinforcement learning, agents learning in isolation can lead to relative over-generalization (RO), where optimal joint actions are undervalued in favor of suboptimal ones. This hinders effective coordination in cooperative tasks, as agents tend to choose actions that are individually rational but collectively suboptimal. To address this issue, we introduce MaxMax Q-Learning (MMQ), which employs an iterative process of sampling and evaluating potential next states, selecting those with maximal Q-values for learning. This approach refines approximations of ideal state transitions, aligning more closely with the optimal joint policy of collaborating agents. We provide theoretical analysis supporting MMQ's potential and present empirical evaluations across various environments susceptible to RO. Our results demonstrate that MMQ frequently outperforms existing baselines, exhibiting enhanced convergence and sample efficiency.

A possibilistic framework for multi-target multi-sensor fusion

Fusing and sharing information from multiple sensors over a network is a challenging task, especially in the context of multi-target tracking. Part of this challenge arises from the absence of a foundational rule for fusing probability distributions, with various approaches stemming from different principles. Yet, when expressing multi-target tracking algorithms within the framework of possibility theory, one specific fusion rule appears to be particularly natural and useful. In this article, this fusion rule is applied to both centralised and decentralised fusion, based on the possibilistic analogue of the probability hypothesis density filter. We then show that the proposed approach outperforms its probabilistic counterpart on simulated data.

A unified approach for multi-object triangulation, tracking and camera calibration

Object triangulation, 3-D object tracking, feature correspondence, and camera calibration are key problems for estimation from camera networks. This paper addresses these problems within a unified Bayesian framework for joint multi-object tracking and sensor registration. Given that using standard filtering approaches for state estimation from cameras is problematic, an alternative parametrisation is exploited, called disparity space. The disparity space-based approach for triangulation and object tracking is shown to be more effective than non-linear versions of the Kalman filter and particle filtering for non-rectified cameras. The approach for feature correspondence is based on the Probability Hypothesis Density (PHD) filter, and hence inherits the ability to update without explicit measurement association, to initiate new targets, and to discriminate between target and clutter. The PHD filtering approach then forms the basis of a camera calibration method from static or moving objects. Results are shown on simulated data.