Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 2610.12115

Credal Machine Learning for Risk-Averse Decision Making

Timo Löhr·Paul Hofman·Maximilian Muschalik·Eyke Hüllermeier
View original source ↗Read source document ↗Export metadata ↓

Abstract

In many machine learning applications, it is necessary to guard against worst-case scenarios and predictions that could result in substantial losses. In principle, this can be achieved by training risk-averse predictive models that minimize loss functions such as conditional value-at-risk (CVaR), rather than relying on models that perform well on average. In practice, however, the effectiveness of this approach to risk aversion is undermined by the learner's uncertainty regarding the true loss distribution and, consequently, the true CVaR. To achieve reliable risk-aversion, we propose a method in which this (epistemic) uncertainty is represented in terms of credal sets, i.e., sets of probability distributions. More specifically, we develop an efficient yet reliable learner that produces predictions in the form of credal sets and combine it with a novel decision rule that maps each credal set to a single predictive distribution for CVaR minimization. Across classification, under distribution shift, and in reinforcement learning, our approach reliably avoids catastrophic decisions, while sacrificing little in expected performance.

Explore related subjects

cs.LGstat.ML

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Timo Löhr, Paul Hofman, Maximilian Muschalik, Eyke Hüllermeier. 2026-10-08. Credal Machine Learning for Risk-Averse Decision Making. https://arxiv.org/abs/2610.12115

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Policy Learning with a Language Bottleneck

Modern AI systems such as self-driving cars and game-playing agents can achieve superhuman performance, but often lack human-like generalization, interpretability, and inter-operability with human users. Inspired by the rich interactions between language and decision-making in humans, we introduce Policy Learning with a Language Bottleneck (PLLB), a framework enabling AI agents to generate linguistic rules that capture the high-level strategies underlying rewarding behaviors. PLLB alternates between a *rule generation* step guided by language models, and an *update* step where agents learn new policies guided by rules, even when a rule is insufficient to describe an entire complex policy. Across five diverse tasks, including a two-player signaling game, maze navigation, image reconstruction, and robot grasp planning, we show that PLLB agents are not only able to learn more interpretable and generalizable behaviors, but can also share the learned rules with human users, enabling more effective human-AI coordination. We provide source code for our experiments at https://github.com/meghabyte/bottleneck .

cs.LG↗
arXiv2026

BEAT: Balanced Frequency Adaptive Tuning for Long-Term Time-Series Forecasting

Long-term time-series forecasting supports a wide range of applications, including weather prediction and electricity demand planning. Frequency-domain methods address this task by decomposing observations into components that describe temporal variations at different scales. However, separate representations do not by themselves provide an explicit mechanism for adjusting the training emphasis across components. Under a shared forecasting objective, the frequency-specific networks can retain different levels of coefficient prediction error, motivating an error-dependent adjustment to their gradients. To this end, we propose BEAT (Balanced frEquency Adaptive Tuning), a framework that combines frequency-specific error monitoring with adaptive gradient modulation. We design a Frequency-Specific Monitor that compares predicted and target wavelet coefficients in a common normalized space and expresses each discrepancy relative to a reference error computed from the detail components. We further introduce a Dynamical Gradient Balancer that converts these ratios into positive, bounded coefficients. Components with higher relative errors receive larger gradient weights, whereas those with lower relative errors receive smaller weights. A shared modulation-strength parameter controls the departure from unmodulated training, and the monitoring and balancing operations are used only during training. Experiments on seven real-world datasets show that BEAT achieves competitive performance against state-of-the-art forecasting methods.

cs.LG↗
arXiv2026

C-LoRA: Continual Low-Rank Adaptation for Pre-trained Visual Models

Pre-trained visual models have become fundamental in computer vision, but they face challenges in continual learning scenarios where data and tasks evolve over time. Low-Rank Adaptation (LoRA) offers efficient fine-tuning capabilities but remains limited for such dynamic environments. Standard LoRA cannot distinguish important subspaces, causing critical knowledge to be overwritten in sequential training. Existing approaches address this by dynamically expanding the set of LoRA adapters, either maintaining a growing pool of task-specific modules or merging new adapters into prior ones, at the cost of unbounded parameter growth or increasing inference complexity. We propose Continual Low-Rank Adaptation (C-LoRA), a method that enables a single, shared LoRA adapter to handle sequential tasks without catastrophic forgetting, without requiring any module selection or fusion at inference. The core of C-LoRA is a learnable routing matrix R that explicitly controls how each rank-one subspace contributes to the weight update. This matrix is decomposed into a stability component (R_base), which preserves knowledge from prior tasks, and a plasticity component (R_delta), which drives adaptation to the current task, providing direct control over the stability-plasticity trade-off. We analyze how R governs gradient flow during sequential training, and demonstrate competitive performance across multiple benchmarks.

cs.LG↗