Energy
MFF-FTNet: Multi-scale Feature Fusion across Frequency and Temporal Domains for Time Series Forecasting
Shi, Yangyang, Ren, Qianqian, Liu, Yong, Sun, Jianguo
Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges by combining contrastive learning with multi-scale feature extraction across both frequency and time domains. MFF-FTNet introduces an adaptive noise augmentation strategy that adjusts scaling and shifting factors based on the statistical properties of the original time series data, enhancing model resilience to noise. The architecture is built around two complementary modules: a Frequency-Aware Contrastive Module (FACM) that refines spectral representations through frequency selection and contrastive learning, and a Complementary Time Domain Contrastive Module (CTCM) that captures both short- and long-term dependencies using multi-scale convolutions and feature fusion. A unified feature representation strategy enables robust contrastive learning across domains, creating an enriched framework for accurate forecasting. Extensive experiments on five real-world datasets demonstrate that MFF-FTNet significantly outperforms state-of-the-art models, achieving a 7.7% MSE improvement on multivariate tasks. These findings underscore MFF-FTNet's effectiveness in modeling complex temporal patterns and managing noise and sparsity, providing a comprehensive solution for both long- and short-term forecasting.
From RNNs to Foundation Models: An Empirical Study on Commercial Building Energy Consumption
Bose, Shourya, Li, Yijiang, Van Sant, Amy, Zhang, Yu, Kim, Kibaek
Accurate short-term energy consumption forecasting for commercial buildings is crucial for smart grid operations. While smart meters and deep learning models enable forecasting using past data from multiple buildings, data heterogeneity from diverse buildings can reduce model performance. The impact of increasing dataset heterogeneity in time series forecasting, while keeping size and model constant, is understudied. We tackle this issue using the ComStock dataset, which provides synthetic energy consumption data for U.S. commercial buildings. Two curated subsets, identical in size and region but differing in building type diversity, are used to assess the performance of various time series forecasting models, including fine-tuned open-source foundation models (FMs). The results show that dataset heterogeneity and model architecture have a greater impact on post-training forecasting performance than the parameter count. Moreover, despite the higher computational cost, fine-tuned FMs demonstrate competitive performance compared to base models trained from scratch.
FoundTS: Comprehensive and Unified Benchmarking of Foundation Models for Time Series Forecasting
Li, Zhe, Qiu, Xiangfei, Chen, Peng, Wang, Yihang, Cheng, Hanyin, Shu, Yang, Hu, Jilin, Guo, Chenjuan, Zhou, Aoying, Wen, Qingsong, Jensen, Christian S., Yang, Bin
Time Series Forecasting (TSF) is key functionality in numerous fields, including in finance, weather services, and energy management. While TSF methods are emerging these days, many of them require domain-specific data collection and model training and struggle with poor generalization performance on new domains. Foundation models aim to overcome this limitation. Pre-trained on large-scale language or time series data, they exhibit promising inferencing capabilities in new or unseen data. This has spurred a surge in new TSF foundation models. We propose a new benchmark, FoundTS, to enable thorough and fair evaluation and comparison of such models. FoundTS covers a variety of TSF foundation models, including those based on large language models and those pretrained on time series. Next, FoundTS supports different forecasting strategies, including zero-shot, few-shot, and full-shot, thereby facilitating more thorough evaluations. Finally, FoundTS offers a pipeline that standardizes evaluation processes such as dataset splitting, loading, normalization, and few-shot sampling, thereby facilitating fair evaluations. Building on this, we report on an extensive evaluation of TSF foundation models on a broad range of datasets from diverse domains and with different statistical characteristics. Specifically, we identify pros and cons and inherent limitations of existing foundation models, and we identify directions for future model design. We make our code and datasets available at https://anonymous.4open.science/r/FoundTS-C2B0.
Learning to Optimize for Mixed-Integer Non-linear Programming
Tang, Bo, Khalil, Elias B., Drgoลa, Jรกn
Mixed-integer non-linear programs (MINLPs) arise in various domains, such as energy systems and transportation, but are notoriously difficult to solve. Recent advances in machine learning have led to remarkable successes in optimization tasks, an area broadly known as learning to optimize. This approach includes using predictive models to generate solutions for optimization problems with continuous decision variables, thereby avoiding the need for computationally expensive optimization algorithms. However, applying learning to MINLPs remains challenging primarily due to the presence of integer decision variables, which complicate gradient-based learning. To address this limitation, we propose two differentiable correction layers that generate integer outputs while preserving gradient information. Combined with a soft penalty for constraint violation, our framework can tackle both the integrality and non-linear constraints in a MINLP. Experiments on three problem classes with convex/non-convex objective/constraints and integer/mixed-integer variables show that the proposed learning-based approach consistently produces high-quality solutions for parametric MINLPs extremely quickly. As problem size increases, traditional exact solvers and heuristic methods struggle to find feasible solutions, whereas our approach continues to deliver reliable results. Our work extends the scope of learning-to-optimize to MINLP, paving the way for integrating integer constraints into deep learning models. Our code is available at https://github.com/pnnl/L2O-pMINLP.
Neural refractive index field: Unlocking the Potential of Background-oriented Schlieren Tomography in Volumetric Flow Visualization
He, Yuanzhe, Zheng, Yutao, Xu, Shijie, Liu, Chang, Peng, Di, Liu, Yingzheng, Cai, Weiwei
Background-oriented Schlieren tomography (BOST) is a prevalent method for visualizing intricate turbulent flows, valued for its ease of implementation and capacity to capture three-dimensional distributions of a multitude of flow parameters. However, the voxel-based meshing scheme leads to significant challenges, such as inadequate spatial resolution, substantial discretization errors, poor noise immunity, and excessive computational costs. This work presents an innovative reconstruction approach termed neural refractive index field (NeRIF) which implicitly represents the flow field with a neural network, which is trained with tailored strategies. Both numerical simulations and experimental demonstrations on turbulent Bunsen flames suggest that our approach can significantly improve the reconstruction accuracy and spatial resolution while concurrently reducing computational expenses. Although showcased in the context of background-oriented schlieren tomography here, the key idea embedded in the NeRIF can be readily adapted to various other tomographic modalities including tomographic absorption spectroscopy and tomographic particle imaging velocimetry, broadening its potential impact across different domains of flow visualization and analysis.
Autonomous Tail-Sitter Flights in Unknown Environments
Lu, Guozheng, Ren, Yunfan, Zhu, Fangcheng, Li, Haotian, Xue, Ruize, Cai, Yixi, Lyu, Ximin, Zhang, Fu
Trajectory generation for fully autonomous flights of tail-sitter unmanned aerial vehicles (UAVs) presents substantial challenges due to their highly nonlinear aerodynamics. In this paper, we introduce, to the best of our knowledge, the world's first fully autonomous tail-sitter UAV capable of high-speed navigation in unknown, cluttered environments. The UAV autonomy is enabled by cutting-edge technologies including LiDAR-based sensing, differential-flatness-based trajectory planning and control with purely onboard computation. In particular, we propose an optimization-based tail-sitter trajectory planning framework that generates high-speed, collision-free, and dynamically-feasible trajectories. To efficiently and reliably solve this nonlinear, constrained \textcolor{black}{problem}, we develop an efficient feasibility-assured solver, EFOPT, tailored for the online planning of tail-sitter UAVs. We conduct extensive simulation studies to benchmark EFOPT's superiority in planning tasks against conventional NLP solvers. We also demonstrate exhaustive experiments of aggressive autonomous flights with speeds up to 15m/s in various real-world environments, including indoor laboratories, underground parking lots, and outdoor parks. A video demonstration is available at https://youtu.be/OvqhlB2h3k8, and the EFOPT solver is open-sourced at https://github.com/hku-mars/EFOPT.
Local Bayesian Optimization for Controller Tuning with Crash Constraints
von Rohr, Alexander, Stenger, David, Scheurenberg, Dominik, Trimpe, Sebastian
Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and high-dimensional search spaces remains challenging. We extend a recently proposed local variant of BO to include crash constraints, where the controller can only be successfully evaluated in an a-priori unknown feasible region. We demonstrate the efficiency of the proposed method through simulations and hardware experiments. Our findings showcase the potential of local BO to enhance controller performance and reduce the time and resources necessary for tuning.
Naive Algorithmic Collusion: When Do Bandit Learners Cooperate and When Do They Compete?
Douglas, Connor, Provost, Foster, Sundararajan, Arun
Algorithmic agents are used in a variety of competitive decision settings, notably in making pricing decisions in contexts that range from online retail to residential home rentals. Business managers, algorithm designers, legal scholars, and regulators alike are all starting to consider the ramifications of "algorithmic collusion." We study the emergent behavior of multi-armed bandit machine learning algorithms used in situations where agents are competing, but they have no information about the strategic interaction they are engaged in. Using a general-form repeated Prisoner's Dilemma game, agents engage in online learning with no prior model of game structure and no knowledge of competitors' states or actions (e.g., no observation of competing prices). We show that these context-free bandits, with no knowledge of opponents' choices or outcomes, still will consistently learn collusive behavior - what we call "naive collusion." We primarily study this system through an analytical model and examine perturbations to the model through simulations. Our findings have several notable implications for regulators. First, calls to limit algorithms from conditioning on competitors' prices are insufficient to prevent algorithmic collusion. This is a direct result of collusion arising even in the naive setting. Second, symmetry in algorithms can increase collusion potential. This highlights a new, simple mechanism for "hub-and-spoke" algorithmic collusion. A central distributor need not imbue its algorithm with supra-competitive tendencies for apparent collusion to arise; it can simply arise by using certain (common) machine learning algorithms. Finally, we highlight that collusive outcomes depend starkly on the specific algorithm being used, and we highlight market and algorithmic conditions under which it will be unknown a priori whether collusion occurs.
What can LLM tell us about cities?
Li, Zhuoheng, Wang, Yaochen, Song, Zhixue, Huang, Yuqi, Bao, Rui, Zheng, Guanjie, Li, Zhenhui Jessie
This study explores the capabilities of large language models (LLMs) in providing knowledge about cities and regions on a global scale. We employ two methods: directly querying the LLM for target variable values and extracting explicit and implicit features from the LLM correlated with the target variable. Our experiments reveal that LLMs embed a broad but varying degree of knowledge across global cities, with ML models trained on LLM-derived features consistently leading to improved predictive accuracy. Additionally, we observe that LLMs demonstrate a certain level of knowledge across global cities on all continents, but it is evident when they lack knowledge, as they tend to generate generic or random outputs for unfamiliar tasks. These findings suggest that LLMs can offer new opportunities for data-driven decision-making in the study of cities.
Can a Single Tree Outperform an Entire Forest?
The prevailing mindset is that a single decision tree underperforms classic random forests in testing accuracy, despite its advantages in interpretability and lightweight structure. This study challenges such a mindset by significantly improving the testing accuracy of an oblique regression tree through our gradient-based entire tree optimization framework, making its performance comparable to the classic random forest. Our approach reformulates tree training as a differentiable unconstrained optimization task, employing a scaled sigmoid approximation strategy. To ameliorate numerical instability, we propose an algorithmic scheme that solves a sequence of increasingly accurate approximations. Additionally, a subtree polish strategy is implemented to reduce approximation errors accumulated across the tree. Extensive experiments on 16 datasets demonstrate that our optimized tree outperforms the classic random forest by an average of $2.03\%$ improvements in testing accuracy.