This study develops an online predictive optimization framework for operating a fleet of autonomous vehicles to enhance mobility in an area, where there exists a latent spatio-temporal distribution of demand for commuting between locations. The proposed framework integrates demand prediction and supply optimization in the network design problem. For demand prediction, our framework estimates a marginal demand distribution for each Origin-Destination pair of locations through Quantile Regression, using counts of crowd movements as a proxy for demand. The framework then combines these marginals into a joint demand distribution by constructing a Gaussian copula, which captures the structure of correlation between different Origin-Destination pairs. For supply optimization, we devise a demand-responsive service, based on linear programming, in which route structure and frequency vary according to the predicted demand. We evaluate our framework using a dataset of movement counts, aggregated from WiFi records of a university campus in Denmark, and the results show that our framework outperforms conventional methods for route optimization, which do not utilize the full predictive distribution.

While Bayesian neural networks (BNNs) have drawn increasing attention, their posterior inference remains challenging, due to the high-dimensional and over-parameterized nature. To address this issue, several highly flexible and scalable variational inference procedures based on the idea of particle optimization have been proposed. These methods directly optimize a set of particles to approximate the target posterior. However, their application to BNNs often yields sub-optimal performance, as such methods have a particular failure mode on over-parameterized models. In this paper, we propose to solve this issue by performing particle optimization directly in the space of regression functions. We demonstrate through extensive experiments that our method successfully overcomes this issue, and outperforms strong baselines in a variety of tasks including prediction, defense against adversarial examples, and reinforcement learning.

We consider the task of localizing targets of interest in a hyperspectral (HS) image based on their spectral signature(s), by posing the problem as two distinct convex demixing task(s). With applications ranging from remote sensing to surveillance, this task of target detection leverages the fact that each material/object possesses its own characteristic spectral response, depending upon its composition. However, since $\textit{signatures}$ of different materials are often correlated, matched filtering-based approaches may not be apply here. To this end, we model a HS image as a superposition of a low-rank component and a dictionary sparse component, wherein the dictionary consists of the $\textit{a priori}$ known characteristic spectral responses of the target we wish to localize, and develop techniques for two different sparsity structures, resulting from different model assumptions. We also present the corresponding recovery guarantees, leveraging our recent theoretical results from a companion paper. Finally, we analyze the performance of the proposed approach via experimental evaluations on real HS datasets for a classification task, and compare its performance with related techniques.

The ability to accurately forecast power generation from renewable sources is nowadays recognised as a fundamental skill to improve the operation of power systems. Despite the general interest of the power community in this topic, it is not always simple to compare different forecasting methodologies, and infer the impact of single components in providing accurate predictions. In this paper we extensively compare simple forecasting methodologies with more sophisticated ones over 32 photovoltaic plants of different size and technology over a whole year. Also, we try to evaluate the impact of weather conditions and weather forecasts on the prediction of PV power generation. I. INTRODUCTION High penetration levels of Distributed Energy Resources (DERs), typically based on renewable generation, introduce several challenges in power system operation, due to the intrinsic intermittent and uncertain nature of such DERs. In this context, it is fundamental to develop the ability to accurately forecast energy production from renewable sources, like solar photovoltaic (PV), wind power and river hydro, to obtain short-and midterm forecasts. Dispatchability: secure power systems' daily operation mainly relies upon day-ahead dispatches of power plants [1]. Accordingly, meaningful day-ahead plans can be performed only if accurate day-ahead predictions of power generation from renewable sources, together with reliable predictions of the day-ahead load consumption forecasts (e.g., see [2]) are available; Efficiency: as output power fluctuations from intermittent sources may cause frequency and voltage fluctuations in the system (see [3]), some countries have introduced penalties for power generators that fail to accurately predict their power generation for the next day; thus, some energy producers prefer to underestimate their day-ahead power generation forecasts to avoid to incur in penalties in the next day. Monitoring: mismatches between power forecasts and the actually generated power may be also used by energy producers to monitor the plant operation, to evaluate the natural degradation of the efficiency of the plant due to the aging of some components (see [4]) or for early detection of incipient faults.

Koopman theory asserts that a nonlinear dynamical system can be mapped to a linear system, where the Koopman operator advances observations of the state forward in time. However, the observable functions that map states to observations are generally unknown. We introduce the Deep Variational Koopman (DVK) model, a method for inferring distributions over observations that can be propagated linearly in time. By sampling from the inferred distributions, we obtain a distribution over dynamical models, which in turn provides a distribution over possible outcomes as a modeled system advances in time. Experiments show that the DVK model is effective at long-term prediction for a variety of dynamical systems. Furthermore, we describe how to incorporate the learned models into a control framework, and demonstrate that accounting for the uncertainty present in the distribution over dynamical models enables more effective control.

Considering the interdependencies between water and electricity use is critical for ensuring conservation measures are successful in lowering the net water and electricity use in a city. This water-electricity demand nexus will become even more important as cities continue to grow, causing water and electricity utilities additional stress, especially given the likely impacts of future global climatic and socioeconomic changes. Here, we propose a modeling framework based in statistical learning theory for predicting the climate-sensitive portion of the coupled water-electricity demand nexus. The predictive models were built and tested on six Midwestern cities. The results showed that water use was better predicted than electricity use, indicating that water use is slightly more sensitive to climate than electricity use. Additionally, the results demonstrated the importance of the variability in the El Nino/Southern Oscillation index, which explained the majority of the covariance in the water-electricity nexus. Our modeling results suggest that stronger El Ninos lead to an overall increase in water and electricity use in these cities. The integrated modeling framework presented here can be used to characterize the climate-related sensitivity of the water-electricity demand nexus, accounting for the coupled water and electricity use rather than modeling them separately, as independent variables.

History and economics – as if you could separate the two – are burgeoning with examples of products being developed for one task and then being used, perhaps after some tweaking, for an entirely new and usually unexpected task. History is also full of stories of technologies aimed squarely at a task that, for one reason or another, miss the mark even if it looks like they were right on target. Product substitution as a means of lowering costs and thereby making a technology more prevalent is one of the primary reasons that economies exist. Some people make money in the transformation, and others lose out, but the overall economy improves from the efficiency engendered in that change. So it is a net good, and if done right, there is some money left over to invest in something else entirely. Every once in a while, you get a product substitution working from two different angles, and you can get a whole bunch of different things converging on a technology.

Learn the complete quant trading workflow and use machine learning algortihms to develop good trading strategies. The course is designed to fully immerse you into the complete quantitative trading workflow, going from hypothesis generation to data preparation, feature engineering and training testing of multiple machine learning algorithms (backtesting). It is a bootcamp designed to get you from zero to hero. The course is aimed at teaching about trading, giving you understanding of the differences between discretionary and quantitative trading. You will learning about different trading instruments/products or also known as asset classes.

Long-range indoor navigation requires guiding robots with noisy sensors and controls through cluttered environments along paths that span a variety of buildings. We achieve this with PRM-RL, a hierarchical robot navigation method in which reinforcement learning agents that map noisy sensors to robot controls learn to solve short-range obstacle avoidance tasks, and then sampling-based planners map where these agents can reliably navigate in simulation; these roadmaps and agents are then deployed on-robot, guiding the robot along the shortest path where the agents are likely to succeed. Here we use Probabilistic Roadmaps (PRMs) as the sampling-based planner and AutoRL as the reinforcement learning method in the indoor navigation context. We evaluate the method in simulation for kinematic differential drive and kinodynamic car-like robots in several environments, and on-robot for differential-drive robots at two physical sites. Our results show PRM-RL with AutoRL is more successful than several baselines, is robust to noise, and can guide robots over hundreds of meters in the face of noise and obstacles in both simulation and on-robot, including over 3.3 kilometers of physical robot navigation.

The growth in the profile of drones has surely by now moved out of the folder marked "Fad." Where once flying model aircraft was seen as a fairly niche hobby, enjoyed by men with sensible jackets and thick-rimmed glasses, now seemingly everyone wants to get in on the drone act. Drones are now used extensively to carry out inspections or survey and map terrain in harsh or hazardous environments. For work on power lines or oil rigs, the benefits to the health and safety of human workers are clear. After all, why would you send a human up a tower to assess a fault when it takes a camera-equipped drone 10 seconds to get there?