Energy
Cramer-Rao Bounds for Laplacian Matrix Estimation
Halihal, Morad, Routtenberg, Tirza, Poor, H. Vincent
Abstract--In this paper, we analyze the performance of the estimation of Laplacian matrices under general observatio n models. Laplacian matrix estimation involves structural c on-straints, including symmetry and null-space properties, a long with matrix sparsity. By exploiting a linear reparametriza tion that enforces the structural constraints, we derive closed -form matrix expressions for the Cram er-Rao Bound (CRB) specifically tailored to Laplacian matrix estimation. We further extend the derivation to the sparsity-constrained case, introduc ing two oracle CRBs that incorporate prior information of the suppo rt set, i.e. the locations of the nonzero entries in the Laplaci an matrix. We examine the properties and order relations betwe en the bounds, and provide the associated Slepian-Bangs formu la for the Gaussian case. We demonstrate the use of the new CRBs in three representative applications: (i) topology identi fication in power systems, (ii) graph filter identification in diffuse d models, and (iii) precision matrix estimation in Gaussian M arkov random fields under Laplacian constraints. The CRBs are eval - uated and compared with the mean-squared-errors (MSEs) of the constrained maximum likelihood estimator (CMLE), whic h integrates both equality and inequality constraints along with sparsity constraints, and of the oracle CMLE, which knows the locations of the nonzero entries of the Laplacian matrix . We perform this analysis for the applications of power syste m topology identification and graphical LASSO, and demonstra te that the MSEs of the estimators converge to the CRB and oracle CRB, given a sufficient number of measurements. Graph-structured data and signals arise in numerous applications, including power systems, communications, finance, social networks, and biological networks, for analysis and inference of networks [ 2 ], [ 3 ]. In this context, the Laplacian matrix, which captures node connectivity and edge weights, serves as a fundamental tool for clustering [ 4 ], modeling graph diffusion processes [ 5 ], [ 6 ], topology inference [ 6 ]-[ 12 ], anomaly detection [ 13 ], graph-based filtering [ 14 ]-[ 18 ], and analyzing smoothness on graphs [ 19 ]. M. Halihal and T. Routtenberg are with the School of Electric al and Computer Engineering, Ben-Gurion University of the Negev, Beer-Sheva 84105, Israel, e-mail: moradha@post.bgu.ac.il, tirzar@b gu.ac.il.
Embedding Reliability Verification Constraints into Generation Expansion Planning
Liu, Peng, Cheng, Lian, Omell, Benjamin P., Burgard, Anthony P.
Generation planning approaches face challenges in managing the incompatible mathematical structures between stochastic production simulations for reliability assessment and optimization models for generation planning, which hinders the integration of reliability constraints. This study proposes an approach to embedding reliability verification constraints into generation expansion planning by leveraging a weighted oblique decision tree (WODT) technique. For each planning year, a generation mix dataset, labeled with reliability assessment simulations, is generated. An WODT model is trained using this dataset. Reliability-feasible regions are extracted via depth-first search technique and formulated as disjunctive constraints. These constraints are then transformed into mixed-integer linear form using a convex hull modeling technique and embedded into a unit commitment-integrated generation expansion planning model. The proposed approach is validated through a long-term generation planning case study for the Electric Reliability Council of Texas (ERCOT) region, demonstrating its effectiveness in achieving reliable and optimal planning solutions.
Scalable Approximate Algorithms for Optimal Transport Linear Models
Kacprzak, Tomasz, Kamper, Francois, Heiss, Michael W., Janka, Gianluca, Dillner, Ann M., Takahama, Satoshi
Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches often do not generalize readily to a broader class of linear models. In this work, we propose a novel algorithmic framework for solving a general class of non-negative linear regression models with an entropy-regularized OT datafit term, based on Sinkhorn-like scaling iterations. Our framework accommodates convex penalty functions on the weights (e.g. squared-$\ell_2$ and $\ell_1$ norms), and admits additional convex loss terms between the transported marginal and target distribution (e.g. squared error or total variation). We derive simple multiplicative updates for common penalty and datafit terms. This method is suitable for large-scale problems due to its simplicity of implementation and straightforward parallelization.
End-to-end data-driven weather prediction
A new AI weather prediction system, developed by a team of researchers from the University of Cambridge, can deliver accurate forecasts which use less computing power than current AI and physics-based forecasting systems. The system, Aardvark Weather, has been supported by the Alan Turing Institute, Microsoft Research and the European Centre for Medium Range Weather Forecasts. It provides a blueprint for a new approach to weather forecasting with the potential to improve current practices. The results are reported in the journal Nature. "Aardvark reimagines current weather prediction methods offering the potential to make weather forecasts faster, cheaper, more flexible and more accurate than ever before, helping to transform weather prediction in both developed and developing countries," said Professor Richard Turner from Cambridge's Department of Engineering, who led the research.
Opening the Black-Box: Symbolic Regression with Kolmogorov-Arnold Networks for Energy Applications
Panczyk, Nataly R., Erdem, Omer F., Radaideh, Majdi I.
While most modern machine learning methods offer speed and accuracy, few promise interpretability or explainability -- two key features necessary for highly sensitive industries, like medicine, finance, and engineering. Using eight datasets representative of one especially sensitive industry, nuclear power, this work compares a traditional feedforward neural network (FNN) to a Kolmogorov-Arnold Network (KAN). We consider not only model performance and accuracy, but also interpretability through model architecture and explainability through a post-hoc SHAP analysis. In terms of accuracy, we find KANs and FNNs comparable across all datasets, when output dimensionality is limited. KANs, which transform into symbolic equations after training, yield perfectly interpretable models while FNNs remain black-boxes. Finally, using the post-hoc explainability results from Kernel SHAP, we find that KANs learn real, physical relations from experimental data, while FNNs simply produce statistically accurate results. Overall, this analysis finds KANs a promising alternative to traditional machine learning methods, particularly in applications requiring both accuracy and comprehensibility.
Multi-resolution Score-Based Variational Graphical Diffusion for Causal Disaster System Modeling and Inference
Li, Xuechun, Gao, Shan, Xu, Susu
Complex systems with intricate causal dependencies challenge accurate prediction. Effective modeling requires precise physical process representation, integration of interdependent factors, and incorporation of multi-resolution observational data. These systems manifest in both static scenarios with instantaneous causal chains and temporal scenarios with evolving dynamics, complicating modeling efforts. Current methods struggle to simultaneously handle varying resolutions, capture physical relationships, model causal dependencies, and incorporate temporal dynamics, especially with inconsistently sampled data from diverse sources. We introduce Temporal-SVGDM: Score-based Variational Graphical Diffusion Model for Multi-resolution observations. Our framework constructs individual SDEs for each variable at its native resolution, then couples these SDEs through a causal score mechanism where parent nodes inform child nodes' evolution. This enables unified modeling of both immediate causal effects in static scenarios and evolving dependencies in temporal scenarios. In temporal models, state representations are processed through a sequence prediction model to predict future states based on historical patterns and causal relationships. Experiments on real-world datasets demonstrate improved prediction accuracy and causal understanding compared to existing methods, with robust performance under varying levels of background knowledge. Our model exhibits graceful degradation across different disaster types, successfully handling both static earthquake scenarios and temporal hurricane and wildfire scenarios, while maintaining superior performance even with limited data.
Data-driven construction of a generalized kinetic collision operator from molecular dynamics
Zhao, Yue, Burby, Joshua W., Christlieb, Andrew, Lei, Huan
We introduce a data-driven approach to learn a generalized kinetic collision operator directly from molecular dynamics. Unlike the conventional (e.g., Landau) models, the present operator takes an anisotropic form that accounts for a second energy transfer arising from the collective interactions between the pair of collision particles and the environment. Numerical results show that preserving the broadly overlooked anisotropic nature of the collision energy transfer is crucial for predicting the plasma kinetics with non-negligible correlations, where the Landau model shows limitations.
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
Probabilistic electricity price forecasting (PEPF) is a key task for market participants in short-term electricity markets. The increasing availability of high-frequency data and the need for real-time decision-making in energy markets require online estimation methods for efficient model updating. We present an online, multivariate, regularized distributional regression model, allowing for the modeling of all distribution parameters conditional on explanatory variables. Our approach is based on the combination of the multivariate distributional regression and an efficient online learning algorithm based on online coordinate descent for LASSO-type regularization. Additionally, we propose to regularize the estimation along a path of increasingly complex dependence structures of the multivariate distribution, allowing for parsimonious estimation and early stopping. We validate our approach through one of the first forecasting studies focusing on multivariate probabilistic forecasting in the German day-ahead electricity market while using only online estimation methods. We compare our approach to online LASSO-ARX-models with adaptive marginal distribution and to online univariate distributional models combined with an adaptive Copula. We show that the multivariate distributional regression, which allows modeling all distribution parameters - including the mean and the dependence structure - conditional on explanatory variables such as renewable in-feed or past prices provide superior forecasting performance compared to modeling of the marginals only and keeping a static/unconditional dependence structure. Additionally, online estimation yields a speed-up by a factor of 80 to over 400 times compared to batch fitting.
Optimal Invariant Bases for Atomistic Machine Learning
Allen, Alice E. A., Shinkle, Emily, Bujack, Roxana, Lubbers, Nicholas
The representation of atomic configurations for machine learning models has led to the development of numerous descriptors, often to describe the local environment of atoms. However, many of these representations are incomplete and/or functionally dependent. Incomplete descriptor sets are unable to represent all meaningful changes in the atomic environment. Complete constructions of atomic environment descriptors, on the other hand, often suffer from a high degree of functional dependence, where some descriptors can be written as functions of the others. These redundant descriptors do not provide additional power to discriminate between different atomic environments and increase the computational burden. By employing techniques from the pattern recognition literature to existing atomistic representations, we remove descriptors that are functions of other descriptors to produce the smallest possible set that satisfies completeness. We apply this in two ways: first we refine an existing description, the Atomistic Cluster Expansion. We show that this yields a more efficient subset of descriptors. Second, we augment an incomplete construction based on a scalar neural network, yielding a new message-passing network architecture that can recognize up to 5-body patterns in each neuron by taking advantage of an optimal set of Cartesian tensor invariants. This architecture shows strong accuracy on state-of-the-art benchmarks while retaining low computational cost. Our results not only yield improved models, but point the way to classes of invariant bases that minimize cost while maximizing expressivity for a host of applications.
Steering Large Agent Populations using Mean-Field Schrodinger Bridges with Gaussian Mixture Models
Rapakoulias, George, Pedram, Ali Reza, Tsiotras, Panagiotis
The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context of multiagent control, the objective is to control the configuration of a swarm of identical, interacting cooperative agents, as captured by the time-varying probability measure of their state. Available methods for solving this problem for distributions with continuous support rely either on spatial discretizations of the problem's domain or on approximating optimal solutions using neural networks trained through stochastic optimization schemes. For agents following Linear Time-Varying dynamics, and for Gaussian Mixture Model boundary distributions, we propose a highly efficient parameterization to approximate the solutions of the corresponding MFSB in closed form, without any learning steps. Our proposed approach consists of a mixture of elementary policies, each solving a Gaussian-to-Gaussian Covariance Steering problem from the components of the initial to the components of the terminal mixture. Leveraging the semidefinite formulation of the Covariance Steering problem, our proposed solver can handle probabilistic hard constraints on the system's state, while maintaining numerical tractability. We illustrate our approach on a variety of numerical examples.