Energy
Data-Driven Stochastic AC-OPF using Gaussian Processes
Mitrovic, Mile, Lukashevich, Aleksandr, Vorobev, Petr, Terzija, Vladimir, Budenny, Semen, Maximov, Yury, Deka, Deepjyoti
In recent years, electricity generation has been responsible for more than a quarter of the greenhouse gas emissions in the US. Integrating a significant amount of renewables into a power grid is probably the most accessible way to reduce carbon emissions from power grids and slow down climate change. Unfortunately, the most accessible renewable power sources, such as wind and solar, are highly fluctuating and thus bring a lot of uncertainty to power grid operations and challenge existing optimization and control policies. The chance-constrained alternating current (AC) optimal power flow (OPF) framework finds the minimum cost generation dispatch maintaining the power grid operations within security limits with a prescribed probability. Unfortunately, the AC-OPF problem's chance-constrained extension is non-convex, computationally challenging, and requires knowledge of system parameters and additional assumptions on the behavior of renewable distribution. Known linear and convex approximations to the above problems, though tractable, are too conservative for operational practice and do not consider uncertainty in system parameters. This paper presents an alternative data-driven approach based on Gaussian process (GP) regression to close this gap. The GP approach learns a simple yet non-convex data-driven approximation to the AC power flow equations that can incorporate uncertainty inputs. The latter is then used to determine the solution of CC-OPF efficiently, by accounting for both input and parameter uncertainty. The practical efficiency of the proposed approach using different approximations for GP-uncertainty propagation is illustrated over numerous IEEE test cases.
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
Felizardo, Leonardo Kanashiro, Matsumoto, Elia, Del-Moral-Hernandez, Emilio
The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and management. To solve the optimal stopping problem, state-of-the-art algorithms in dynamic programming, such as the least-squares Monte Carlo (LSMC), are employed. This type of algorithm relies on path simulations using only the last price of the underlying asset as a state representation. Also, the LSMC was thinking for option valuation where risk-neutral probabilities can be employed to account for uncertainty. However, the general optimal stopping problem goals may not fit the requirements of the LSMC showing auto-correlated prices. We employ a data-driven method that uses Monte Carlo simulation to train and test artificial neural networks (ANN) to solve the optimal stopping problem. Using ANN to solve decision problems is not entirely new. We propose a different architecture that uses convolutional neural networks (CNN) to deal with the dimensionality problem that arises when we transform the whole history of prices into a Markovian state. We present experiments that indicate that our proposed architecture improves results over the previous implementations under specific simulated time series function sets. Lastly, we employ our proposed method to compare the optimal exercise of the financial options problem with the LSMC algorithm. Our experiments show that our method can capture more accurate exercise opportunities when compared to the LSMC. We have outstandingly higher (above 974\% improvement) expected payoff from these exercise policies under the many Monte Carlo simulations that used the real-world return database on the out-of-sample (test) data.
Uncertainty quantification for predictions of atomistic neural networks
Vazquez-Salazar, Luis Itza, Boittier, Eric D., Meuwly, M.
The value of uncertainty quantification on predictions for trained neural networks (NNs) on quantum chemical reference data is quantitatively explored. For this, the architecture of the PhysNet NN was suitably modified and the resulting model was evaluated with different metrics to quantify calibration, quality of predictions, and whether prediction error and the predicted uncertainty can be correlated. The results from training on the QM9 database and evaluating data from the test set within and outside the distribution indicate that error and uncertainty are not linearly related. The results clarify that noise and redundancy complicate property prediction for molecules even in cases for which changes - e.g. double bond migration in two otherwise identical molecules - are small. The model was then applied to a real database of tautomerization reactions. Analysis of the distance between members in feature space combined with other parameters shows that redundant information in the training dataset can lead to large variances and small errors whereas the presence of similar but unspecific information returns large errors but small variances. This was, e.g., observed for nitro-containing aliphatic chains for which predictions were difficult although the training set contained several examples for nitro groups bound to aromatic molecules. This underlines the importance of the composition of the training data and provides chemical insight into how this affects the prediction capabilities of a ML model. Finally, the approach put forward can be used for information-based improvement of chemical databases for target applications through active learning optimization.
Robust and Safe Autonomous Navigation for Systems with Learned SE(3) Hamiltonian Dynamics
Li, Zhichao, Duong, Thai, Atanasov, Nikolay
Stability and safety are critical properties for successful deployment of automatic control systems. As a motivating example, consider autonomous mobile robot navigation in a complex environment. A control design that generalizes to different operational conditions requires a model of the system dynamics, robustness to modeling errors, and satisfaction of safety \NEWZL{constraints}, such as collision avoidance. This paper develops a neural ordinary differential equation network to learn the dynamics of a Hamiltonian system from trajectory data. The learned Hamiltonian model is used to synthesize an energy-shaping passivity-based controller and analyze its \emph{robustness} to uncertainty in the learned model and its \emph{safety} with respect to constraints imposed by the environment. Given a desired reference path for the system, we extend our design using a virtual reference governor to achieve tracking control. The governor state serves as a regulation point that moves along the reference path adaptively, balancing the system energy level, model uncertainty bounds, and distance to safety violation to guarantee robustness and safety. Our Hamiltonian dynamics learning and tracking control techniques are demonstrated on \Revised{simulated hexarotor and quadrotor robots} navigating in cluttered 3D environments.
Classifying Crop Types using Gaussian Bayesian Models and Neural Networks on GHISACONUS USGS data from NASA Hyperspectral Satellite Imagery
In this paper we provide classification In this paper we will be working hyperspectral pixel data methods for determining crop type in the USGS collected using the NASA Hyperion satellite [3] and organized GHISACONUS data, which contains around 7,000 pixel spectra and meticulously labeled by the USGS. This data, available from the five major U.S. agricultural crops (winter wheat, online from the USGS as the Global Hyperspectral Imaging rice, corn, soybeans, and cotton) collected by the NASA Spectral-library of Agricultural crops for Conterminous United Hyperion satellite, and includes the spectrum, geolocation, States (GHISACONUS) [4], is a library of 6,988 spectra, each crop type, and stage of growth for each pixel. We apply of which is labeled as one of the five major agricultural crops standard LDA and QDA as well as Bayesian custom versions (e.g., winter wheat, rice, corn, soybeans, and cotton) collected that compute the joint probability of crop type and stage, and between 2008 and 2015. The locations for the spectra in the then the marginal probability for crop type, outperforming GHISACONUS library are shown in Figure 1.
Deep Learning of Radiative Atmospheric Transfer with an Autoencoder
Basener, Abigail, Basener, Bill
As electro-optical energy from the sun propagates through the atmosphere it is affected by radiative transfer effects including absorption, emission, and scattering. Modeling these affects is essential for scientific remote sensing measurements of the earth and atmosphere. For example, hyperspectral imagery is a form of digital imagery collected with many, often hundreds, of wavelengths of light in pixel. The amount of light measured at the sensor is the result of emitted sunlight, atmospheric radiative transfer, and the reflectance off the materials on the ground, all of which vary per wavelength resulting from multiple physical phenomena. Therefore measurements of the ground spectra or atmospheric constituents requires separating these different contributions per wavelength. In this paper, we create an autoencoder similar to denoising autoencoders treating the atmospheric affects as 'noise' and ground reflectance as truth per spectrum. We generate hundreds of thousands of training samples by taking random samples of spectra from laboratory measurements and adding atmospheric affects using physics-based modelling via MODTRAN (http://modtran.spectral.com/modtran\_home) by varying atmospheric inputs. This process ideally could create an autoencoder that would separate atmospheric effects and ground reflectance in hyperspectral imagery, a process called atmospheric compensation which is difficult and time-consuming requiring a combination of heuristic approximations, estimates of physical quantities, and physical modelling. While the accuracy of our method is not as good as other methods in the field, this an important first step in applying the growing field of deep learning of physical principles to atmospheric compensation in hyperspectral imagery and remote sensing.
Flow-Based Control of Marine Robots in Gyre-Like Environments
Knizhnik, Gedaliah, Li, Peihan, Yu, Xi, Hsieh, M. Ani
We present a flow-based control strategy that enables resource-constrained marine robots to patrol gyre-like flow environments on an orbital trajectory with a periodicity in a given range. The controller does not require a detailed model of the flow field and relies only on the robot's location relative to the center of the gyre. Instead of precisely tracking a pre-defined trajectory, the robots are tasked to stay in between two bounding trajectories with known periodicity. Furthermore, the proposed strategy leverages the surrounding flow field to minimize control effort. We prove that the proposed strategy enables robots to cycle in the flow satisfying the desired periodicity requirements. Our method is tested and validated both in simulation and in experiments using a low-cost, underactuated, surface swimming robot, i.e. the Modboat.
Causal Machine Learning: A Survey and Open Problems
Kaddour, Jean, Lynch, Aengus, Liu, Qi, Kusner, Matt J., Silva, Ricardo
Causal Machine Learning (CausalML) is an umbrella term for machine learning methods that formalize the data-generation process as a structural causal model (SCM). This perspective enables us to reason about the effects of changes to this process (interventions) and what would have happened in hindsight (counterfactuals). We categorize work in CausalML into five groups according to the problems they address: (1) causal supervised learning, (2) causal generative modeling, (3) causal explanations, (4) causal fairness, and (5) causal reinforcement learning. We systematically compare the methods in each category and point out open problems. Further, we review data-modality-specific applications in computer vision, natural language processing, and graph representation learning. Finally, we provide an overview of causal benchmarks and a critical discussion of the state of this nascent field, including recommendations for future work.
Closed-Loop Next-Best-View Planning for Target-Driven Grasping
Breyer, Michel, Ott, Lionel, Siegwart, Roland, Chung, Jen Jen
Picking a specific object from clutter is an essential component of many manipulation tasks. Partial observations often require the robot to collect additional views of the scene before attempting a grasp. This paper proposes a closed-loop next-best-view planner that drives exploration based on occluded object parts. By continuously predicting grasps from an up-to-date scene reconstruction, our policy can decide online to finalize a grasp execution or to adapt the robot's trajectory for further exploration. We show that our reactive approach decreases execution times without loss of grasp success rates compared to common camera placements and handles situations where the fixed baselines fail. Video and code are available at https://github.com/ethz-asl/active_grasp.
competitive-outlook-artificial-intelligence-mena
As part of ongoing efforts to diversify their economies and build a platform for sustainable future growth, MENA nations are increasingly turning towards artificial intelligence (AI). A slew of recent investment and initiatives – primarily in academia and the government, but also in the private sector – has reinvigorated interest from industry leaders around the globe in the potential for AI to strengthen the efficiency and sustainability of MENA economies. According to a report from the Economist Impact Unit (EIU) and Google published earlier this year, AI could bring about an additional $320bn in economic growth in the MENA region by 2030. Many long-term economic strategies in the region target high-value sectors with the potential to benefit from the Fourth Industrial Revolution – a raft of technological advancements in AI, data and cloud computing that merge the physical, digital and biological worlds. In recent years the UAE, Saudi Arabia, Qatar and Egypt have published ambitious, government-driven strategies to develop AI.