There are times when I feel not regret for my decisions as they have led me to where I am today, but some melancholy.
In such cases, sometimes I let my emotions flow through the light of my consciousness. Other times, I ask myself pointedly if these emotions compel me to act, then what are these actions, and finally will these actions resolve the cause of the sadness. Still in other cases, I have a "conversation" with myself posing as a dear friend to aid...
@DoubleD you can pro and con it and learn from mistakes. or realize you made no mistakes and outcome is just different than you thought.
@DoubleD - I tend to look at things from an evolutionary psychology point of view. It makes sense to me, personally. And in keeping with that there's a purpose, a proper time and place, for every emotion - even the ugly ones.
I'm comfortable with melancholy - sort of at home there. 
When it comes to decisions and regrets... I strive to have more than one reason for doing anything. It makes life feel more efficient. For every action I get to tick more than one box. 
@DoubleD - And if one reason should turn out to be faulty, flawed, or otherwise not applicable... well, at least there are other reasons to support that action I took. And this helps to minimize regret for me. 🫡
And of course there are other ways to help stave off regret: maintaining a sense of personal honor (essentially keeping a moral code and not violating it. Though it may differ from the moral codes of others, consistency is key). And reminding myself that I can only control myself.
In all these situations, I find that my course of action following the experience of the melancholy is stable and aligns with my vision for the future in accord with the Order of the World.
Via these means to address melancholy, I have yet to take an action that I can say in hindsight was unwise.