Energy
Multidimensional Deconvolution with Profiling
Zhu, Huanbiao, Desai, Krish, Kuusela, Mikael, Mikuni, Vinicius, Nachman, Benjamin, Wasserman, Larry
In many experimental contexts, it is necessary to statistically remove the impact of instrumental effects in order to physically interpret measurements. This task has been extensively studied in particle physics, where the deconvolution task is called unfolding. A number of recent methods have shown how to perform high-dimensional, unbinned unfolding using machine learning. However, one of the assumptions in all of these methods is that the detector response is accurately modeled in the Monte Carlo simulation. In practice, the detector response depends on a number of nuisance parameters that can be constrained with data. We propose a new algorithm called Profile OmniFold (POF), which works in a similar iterative manner as the OmniFold (OF) algorithm while being able to simultaneously profile the nuisance parameters. We illustrate the method with a Gaussian example as a proof of concept highlighting its promising capabilities.
Deep Learning for Economists
Deep learning provides powerful methods to impute structured information from large-scale, unstructured text and image datasets. For example, economists might wish to detect the presence of economic activity in satellite images, or to measure the topics or entities mentioned in social media, the congressional record, or firm filings. This review introduces deep neural networks, covering methods such as classifiers, regression models, generative AI, and embedding models. Applications include classification, document digitization, record linkage, and methods for data exploration in massive scale text and image corpora. When suitable methods are used, deep learning models can be cheap to tune and can scale affordably to problems involving millions or billions of data points.. The review is accompanied by a companion website, EconDL, with user-friendly demo notebooks, software resources, and a knowledge base that provides technical details and additional applications.
Surface solar radiation: AI satellite retrieval can outperform Heliosat and generalizes well to other climate zones
Accurate estimates of surface solar irradiance (SSI) are essential for solar resource assessments and solar energy forecasts in grid integration and building control applications. SSI estimates for spatially extended regions can be retrieved from geostationary satellites such as Meteosat. Traditional SSI satellite retrievals like Heliosat rely on physical radiative transfer modelling. We introduce the first machine-learning-based satellite retrieval for instantaneous SSI and demonstrate its capability to provide accurate and generalizable SSI estimates across Europe. Our deep learning retrieval provides near real-time SSI estimates based on data-driven emulation of Heliosat and fine-tuning on pyranometer networks. By including SSI from ground stations, our SSI retrieval model can outperform Heliosat accuracy and generalize well to regions with other climates and surface albedos in cloudy conditions (clear-sky index < 0.8). We also show that the SSI retrieved from Heliosat exhibits large biases in mountain regions, and that training and fine-tuning our retrieval models on SSI data from ground stations strongly reduces these biases, outperforming Heliosat. Furthermore, we quantify the relative importance of the Meteosat channels and other predictor variables like solar zenith angle for the accuracy of our deep learning SSI retrieval model in different cloud conditions. We find that in cloudy conditions multiple near-infrared and infrared channels enhance the performance. Our results can facilitate the development of more accurate satellite retrieval models of surface solar irradiance.
A POD-TANN approach for the multiscale modeling of materials and macroelement derivation in geomechanics
Piunno, Giovanni, Stefanou, Ioannis, Jommi, Cristina
This paper introduces a novel approach that combines Proper Orthogonal Decomposition (POD) with Thermodynamics-based Artificial Neural Networks (TANN) to capture the macroscopic behavior of complex inelastic systems and derive macroelements in geomechanics. The methodology leverages POD to extract macroscopic Internal State Variables (ISVs) from microscopic state information, thereby enriching the macroscopic state description used to train an energy potential network within the TANN framework. The thermodynamic consistency provided by TANN, combined with the hierarchical nature of POD, allows for accurate modeling of complex, non-linear material behavior and reliable macroscopic geomechanical systems responses. The effectiveness of this approach is validated through applications of increasing complexity, demonstrating its capability to handle various material behaviors and microstructural topologies. These applications include the homogenization of continuous inelastic representative unit cells (RUCs) and the derivation of a macroelement for a geotechnical system involving a monopile in a clay layer subjected to horizontal loading. The results indicate that the proposed POD-TANN methodology not only achieves high accuracy in reproducing stress-strain responses, but also significantly reduces computational costs, making it a practical tool for the multiscale modeling of heterogeneous inelastic systems, and the efficient derivation of macroelements for complex geomechanical problems.
Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization
Lee, Junhyeong, Tae, Inwoo, Lee, Yongjae
Markowitz laid the foundation of portfolio theory through the mean-variance optimization (MVO) framework. However, the effectiveness of MVO is contingent on the precise estimation of expected returns, variances, and covariances of asset returns, which are typically uncertain. Machine learning models are becoming useful in estimating uncertain parameters, and such models are trained to minimize prediction errors, such as mean squared errors (MSE), which treat prediction errors uniformly across assets. Recent studies have pointed out that this approach would lead to suboptimal decisions and proposed Decision-Focused Learning (DFL) as a solution, integrating prediction and optimization to improve decision-making outcomes. While studies have shown DFL's potential to enhance portfolio performance, the detailed mechanisms of how DFL modifies prediction models for MVO remain unexplored. This study aims to investigate how DFL adjusts stock return prediction models to optimize decisions in MVO, addressing the question: "MSE treats the errors of all assets equally, but how does DFL reduce errors of different assets differently?" Answering this will provide crucial insights into optimal stock return prediction for constructing efficient portfolios.
Critic as Lyapunov function (CALF): a model-free, stability-ensuring agent
Osinenko, Pavel, Yaremenko, Grigory, Zashchitin, Roman, Bolychev, Anton, Ibrahim, Sinan, Dobriborsci, Dmitrii
This work presents and showcases a novel reinforcement learning agent called Critic As Lyapunov Function (CALF) which is model-free and ensures online environment, in other words, dynamical system stabilization. Online means that in each learning episode, the said environment is stabilized. This, as demonstrated in a case study with a mobile robot simulator, greatly improves the overall learning performance. The base actor-critic scheme of CALF is analogous to SARSA. The latter did not show any success in reaching the target in our studies. However, a modified version thereof, called SARSA-m here, did succeed in some learning scenarios. Still, CALF greatly outperformed the said approach. CALF was also demonstrated to improve a nominal stabilizer provided to it. In summary, the presented agent may be considered a viable approach to fusing classical control with reinforcement learning. Its concurrent approaches are mostly either offline or model-based, like, for instance, those that fuse model-predictive control into the agent.
Hardware-Accelerated Ray Tracing for Discrete and Continuous Collision Detection on GPUs
Sui, Sizhe, Sentis, Luis, Bylard, Andrew
This paper presents a set of simple and intuitive robot collision detection algorithms that show substantial scaling improvements for high geometric complexity and large numbers of collision queries by leveraging hardware-accelerated ray tracing on GPUs. It is the first leveraging hardware-accelerated ray-tracing for direct volume mesh-to-mesh discrete collision detection and applying it to continuous collision detection. We introduce two methods: Ray-Traced Discrete-Pose Collision Detection for exact robot mesh to obstacle mesh collision detection, and Ray-Traced Continuous Collision Detection for robot sphere representation to obstacle mesh swept collision detection, using piecewise-linear or quadratic B-splines. For robot link meshes totaling 24k triangles and obstacle meshes of over 190k triangles, our methods were up to 3 times faster in batched discrete-pose queries than a state-of-the-art GPU-based method using a sphere robot representation. For the same obstacle mesh scene, our sphere-robot continuous collision detection was up to 9 times faster depending on trajectory batch size. We also performed a detailed measurement of the volume coverage accuracy of various sphere/mesh pose/path representations to provide insight into the tradeoffs between speed and accuracy of different robot collision detection methods.
Multi-Step Embed to Control: A Novel Deep Learning-based Approach for Surrogate Modelling in Reservoir Simulation
Chen, Jungang, Gildin, Eduardo, Killough, John
Reduced-order models, also known as proxy model or surrogate model, are approximate models that are less computational expensive as opposed to fully descriptive models. With the integration of machine learning, these models have garnered increasing research interests recently. However, many existing reduced-order modeling methods, such as embed to control (E2C) and embed to control and observe (E2CO), fall short in long-term predictions due to the accumulation of prediction errors over time. This issue arises partly from the one-step prediction framework inherent in E2C and E2CO architectures. This paper introduces a deep learning-based surrogate model, referred as multi-step embed-to-control model, for the construction of proxy models with improved long-term prediction performance. Unlike E2C and E2CO, the proposed network considers multiple forward transitions in the latent space at a time using Koopman operator, allowing the model to incorporate a sequence of state snapshots during training phrases. Additionally, the loss function of this novel approach has been redesigned to accommodate these multiple transitions and to respect the underlying physical principles. To validate the efficacy of the proposed method, the developed framework was implemented within two-phase (oil and water) reservoir model under a waterflooding scheme. Comparative analysis demonstrate that the proposed model significantly outperforms the conventional E2C model in long-term simulation scenarios. Notably, there was a substantial reduction in temporal errors in the prediction of saturation profiles and a decent improvement in pressure forecasting accuracy.
Integrating AI's Carbon Footprint into Risk Management Frameworks: Strategies and Tools for Sustainable Compliance in Banking Sector
This paper examines the integration of AI's carbon footprint into the risk management frameworks (RMFs) of the banking sector, emphasising its importance in aligning with sustainability goals and regulatory requirements. As AI becomes increasingly central to banking operations, its energy-intensive processes contribute significantly to carbon emissions, posing environmental, regulatory, and reputational risks. Regulatory frameworks such as the EU AI Act, Corporate Sustainability Reporting Directive (CSRD), Corporate Sustainability Due Diligence Directive (CSDDD), and the Prudential Regulation Authority's SS1/23 are driving banks to incorporate environmental considerations into their AI model governance. Recent advancements in AI research, like the Open Mixture-of-Experts (OLMoE) framework and the Agentic RAG framework, offer more efficient and dynamic AI models, reducing their carbon footprint without compromising performance. Using these technological examples, the paper outlines a structured approach for banks to identify, assess, and mitigate AI's carbon footprint within their RMFs, including adopting energy-efficient models, utilising green cloud computing, and implementing lifecycle management.
Hybrid Aerial-Ground Vehicle Autonomy in GPS-denied Environments
The DARPA Subterranean Challenge is leading the development of robots capable of mapping underground mines and tunnels up to 8km in length and identify objects and people. Developing these autonomous abilities paves the way for future planetary cave and surface exploration missions. The Co-STAR team, competing in this challenge, is developing a hybrid aerial-ground vehicle, known as the Rollocopter. The current design of this vehicle is a drone with wheels attached. This allows for the vehicle to roll, actuated by the propellers, and fly only when necessary, hence benefiting from the reduced power consumption of the ground mode and the enhanced mobility of the aerial mode. This thesis focuses on the development and increased robustness of the local planning architecture for the Rollocopter. The first development of thesis is a local planner capable of collision avoidance. The local planning node provides the basic functionality required for the vehicle to navigate autonomously. The next stage was augmenting this with the ability to plan more reliably without localisation. This was then integrated with a hybrid mobility mode capable of rolling and flying to exploit power and mobility benefits of the respective configurations. A traversability analysis algorithm as well as determining the terrain that the vehicle is able to traverse is in the late stages of development for informing the decisions of the hybrid planner. A simulator was developed to test the planning algorithms and improve the robustness of the vehicle to different environments. The results presented in this thesis are related to the mobility of the rollocopter and the range of environments that the vehicle is capable of traversing. Videos are included in which the vehicle successfully navigates through dust-ridden tunnels, horizontal mazes, and areas with rough terrain.