Solving large-scale capacity expansion problems (CEPs) is central to cost-effective decarbonization of regional-scale energy systems. To ensure the intended outcomes of CEPs, modeling uncertainty due to weather-dependent variable renewable energy (VRE) supply and energy demand becomes crucially important. However, the resulting stochastic optimization models are often less computationally tractable than their deterministic counterparts. Here, we propose a learning-assisted approximate solution method to tractably solve two-stage stochastic CEPs. Our method identifies low-cost planning decisions by constructing and solving a sequence of tractable temporally aggregated surrogate problems. We adopt a Bayesian optimization approach to searching the space of time series aggregation hyperparameters and compute approximate solutions that minimize costs on a validation set of supply-demand projections. Importantly, we evaluate solved planning outcomes on a held-out set of test projections. We apply our approach to generation and transmission expansion planning for a joint power-gas system spanning New England. We show that our approach yields an estimated cost savings of up to 3.8% in comparison to benchmark time series aggregation approaches.

We study a planner's provision of information to manage workplace occupancy when strategic workers (agents) face risk of infectious disease transmission. The planner implements an information mechanism to signal information about the underlying risk of infection at the workplace. Agents update their belief over the risk parameter using this information and choose to work in-person or remotely. We address the design of the optimal signaling mechanism that best aligns the workplace occupancy with the planner's preference (i.e., maintaining safe capacity limits and operational efficiency at workplace). For various forms of planner preferences, we show numerical and analytical proof that interval-based information mechanisms are optimal. These mechanisms partition the continuous domain of the risk parameter into disjoint intervals and provision information based on interval-specific probability distributions over a finite set of signals. When the planner seeks to achieve an occupancy that lies in one of finitely many pre-specified ranges independent of the underlying risk, we provide an optimal mechanism that uses at most two intervals. On the other hand, when the preference on the occupancy is risk-dependent, we show that an approximately optimal interval-based mechanism can be computed efficiently. We bound the approximation loss for preferences that are expressed through a Lipschitz continuous function of both occupancy and risk parameter. We provide examples that demonstrate the improvement of proposed signaling mechanisms relative to the common benchmarks in information provision. Our findings suggest that information provision over the risk of disease transmission is an effective intervention for maintaining desirable occupancy levels at the workplace.

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate of the parameter based on players' strategies and realized payoffs using Bayes's rule. Then, players adopt a generic learning rule to adjust their strategies based on the updated belief. We present results on the convergence of beliefs and strategies and the properties of convergent fixed points of the dynamics. We obtain sufficient and necessary conditions for the existence of globally stable fixed points. We also provide sufficient conditions for the local stability of fixed points. These results provide an approach to analyzing the long-term outcomes that arise from the interplay between Bayesian belief learning and strategy learning in games, and enable us to characterize conditions under which learning leads to a complete information equilibrium.

We focus on the problem of uncertainty informed allocation of medical resources (vaccines) to heterogeneous populations for managing epidemic spread. We tackle two related questions: (1) For a compartmental ordinary differential equation (ODE) model of epidemic spread, how can we estimate and integrate parameter uncertainty into resource allocation decisions? (2) How can we computationally handle both nonlinear ODE constraints and parameter uncertainties for a generic stochastic optimization problem for resource allocation? To the best of our knowledge current literature does not fully resolve these questions. Here, we develop a data-driven approach to represent parameter uncertainty accurately and tractably in a novel stochastic optimization problem formulation. We first generate a tractable scenario set by estimating the distribution on ODE model parameters using Bayesian inference with Gaussian processes. Next, we develop a parallelized solution algorithm that accounts for scenario-dependent nonlinear ODE constraints. Our scenario-set generation procedure and solution approach are flexible in that they can handle any compartmental epidemiological ODE model. Our computational experiments on two different non-linear ODE models (SEIR and SEPIHR) indicate that accounting for uncertainty in key epidemiological parameters can improve the efficacy of time-critical allocation decisions by 4-8%. This improvement can be attributed to data-driven and optimal (strategic) nature of vaccine allocations, especially in the early stages of the epidemic when the allocation strategy can crucially impact the long-term trajectory of the disease.

Effective investment planning decisions are crucial to ensure cyber-physical infrastructures satisfy performance requirements over an extended time horizon. Computing these decisions often requires solving Capacity Expansion Problems (CEPs). In the context of regional-scale energy systems, these problems are prohibitively expensive to solve due to large network sizes, heterogeneous node characteristics, and a large number of operational periods. To maintain tractability, traditional approaches aggregate network nodes and/or select a set of representative time periods. Often, these reductions do not capture supply-demand variations that crucially impact CEP costs and constraints, leading to suboptimal decisions. Here, we propose a novel graph convolutional autoencoder approach for spatio-temporal aggregation of a generic CEP with heterogeneous nodes (CEPHN). Our architecture leverages graph pooling to identify nodes with similar characteristics and minimizes a multi-objective loss function. This loss function is tailored to induce desirable spatial and temporal aggregations with regard to tractability and optimality. In particular, the output of the graph pooling provides a spatial aggregation while clustering the low-dimensional encoded representations yields a temporal aggregation. We apply our approach to generation expansion planning of a coupled 88-node power and natural gas system in New England. The resulting aggregation leads to a simpler CEPHN with 6 nodes and a small set of representative days selected from one year. We evaluate aggregation outcomes over a range of hyperparameters governing the loss function and compare resulting upper bounds on the original problem with those obtained using benchmark methods. We show that our approach provides upper bounds that are 33% (resp. 10%) lower those than obtained from benchmark spatial (resp. temporal) aggregation approaches.

In this paper, we study both multi-armed and contextual bandit problems in censored environments. Our goal is to estimate the performance loss due to censorship in the context of classical algorithms designed for uncensored environments. Our main contributions include the introduction of a broad class of censorship models and their analysis in terms of the effective dimension of the problem -- a natural measure of its underlying statistical complexity and main driver of the regret bound. In particular, the effective dimension allows us to maintain the structure of the original problem at first order, while embedding it in a bigger space, and thus naturally leads to results analogous to uncensored settings. Our analysis involves a continuous generalization of the Elliptical Potential Inequality, which we believe is of independent interest. We also discover an interesting property of decision-making under censorship: a transient phase during which initial misspecification of censorship is self-corrected at an extra cost, followed by a stationary phase that reflects the inherent slowdown of learning governed by the effective dimension. Our results are useful for applications of sequential decision-making models where the feedback received depends on strategic uncertainty (e.g., agents' willingness to follow a recommendation) and/or random uncertainty (e.g., loss or delay in arrival of information).

Modal split prediction in transportation networks has the potential to support network operators in managing traffic congestion and improving transit service reliability. We focus on the problem of hourly prediction of the fraction of travelers choosing one mode of transportation over another using high-dimensional travel time data. We use logistic regression as base model and employ various regularization techniques for variable selection to prevent overfitting and resolve multicollinearity issues. Importantly, we interpret the prediction accuracy results with respect to the inherent variability of modal splits and travelers' aggregate responsiveness to changes in travel time. By visualizing model parameters, we conclude that the subset of segments found important for predictive accuracy changes from hour-to-hour and include segments that are topologically central and/or highly congested. We apply our approach to the San Francisco Bay Area freeway and rapid transit network and demonstrate superior prediction accuracy and interpretability of our method compared to pre-specified variable selection methods.

Error-Correcting Output Codes (ECOCs) offer a principled approach for combining simple binary classifiers into multiclass classifiers. In this paper, we investigate the problem of designing optimal ECOCs to achieve both nominal and adversarial accuracy using Support Vector Machines (SVMs) and binary deep learning models. In contrast to previous literature, we present an Integer Programming (IP) formulation to design minimal codebooks with desirable error correcting properties. Our work leverages the advances in IP solvers to generate codebooks with optimality guarantees. To achieve tractability, we exploit the underlying graph-theoretic structure of the constraint set in our IP formulation. This enables us to use edge clique covers to substantially reduce the constraint set. Our codebooks achieve a high nominal accuracy relative to standard codebooks (e.g., one-vs-all, one-vs-one, and dense/sparse codes). We also estimate the adversarial accuracy of our ECOC-based classifiers in a white-box setting. Our IP-generated codebooks provide non-trivial robustness to adversarial perturbations even without any adversarial training.

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players' strategies and realized payoffs using Bayes's rule. Players adjust their strategies by accounting for an equilibrium strategy or a best response strategy based on the updated belief. We prove that beliefs and strategies converge to a fixed point with probability 1. We also provide conditions that guarantee local and global stability of fixed points. Any fixed point belief consistently estimates the payoff distribution given the fixed point strategy profile. However, convergence to a complete information Nash equilibrium is not always guaranteed. We provide a sufficient and necessary condition under which fixed point belief recovers the unknown parameter. We also provide a sufficient condition for convergence to complete information equilibrium even when parameter learning is incomplete.