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 Chertkov, Michael


Sampling Decisions

arXiv.org Machine Learning

In this manuscript we introduce a novel Decision Flow (DF) framework for sampling from a target distribution while incorporating additional guidance from a prior sampler. DF can be viewed as an AI driven algorithmic reincarnation of the Markov Decision Process (MDP) approach in Stochastic Optimal Control. It extends the continuous space, continuous time path Integral Diffusion sampling technique to discrete time and space, while also generalizing the Generative Flow Network framework. In its most basic form, an explicit, Neural Network (NN) free formulation, DF leverages the linear solvability of the the underlying MDP to adjust the transition probabilities of the prior sampler. The resulting Markov Process is expressed as a convolution of the reverse time Green's function of the prior sampling with the target distribution. We illustrate the DF framework through an example of sampling from the Ising model, discuss potential NN based extensions, and outline how DF can enhance guided sampling across various applications.


Harmonic Path Integral Diffusion

arXiv.org Machine Learning

In this manuscript, we present a novel approach for sampling from a continuous multivariate probability distribution, which may either be explicitly known (up to a normalization factor) or represented via empirical samples. Our method constructs a time-dependent bridge from a delta function centered at the origin of the state space at $t=0$, optimally transforming it into the target distribution at $t=1$. We formulate this as a Stochastic Optimal Control problem of the Path Integral Control type, with a cost function comprising (in its basic form) a quadratic control term, a quadratic state term, and a terminal constraint. This framework, which we refer to as Harmonic Path Integral Diffusion (H-PID), leverages an analytical solution through a mapping to an auxiliary quantum harmonic oscillator in imaginary time. The H-PID framework results in a set of efficient sampling algorithms, without the incorporation of Neural Networks. The algorithms are validated on two standard use cases: a mixture of Gaussians over a grid and images from CIFAR-10. The transparency of the method allows us to analyze the algorithms in detail, particularly revealing that the current weighted state is an order parameter for the dynamic phase transition, signaling earlier, at $t<1$, that the sample generation process is almost complete. We contrast these algorithms with other sampling methods, particularly simulated annealing and path integral sampling, highlighting their advantages in terms of analytical control, accuracy, and computational efficiency on benchmark problems. Additionally, we extend the methodology to more general cases where the underlying stochastic differential equation includes an external deterministic, possibly non-conservative force, and where the cost function incorporates a gauge potential term.


Mixing Artificial and Natural Intelligence: From Statistical Mechanics to AI and Back to Turbulence

arXiv.org Artificial Intelligence

The paper reflects on the future role of AI in scientific research, with a special focus on turbulence studies, and examines the evolution of AI, particularly through Diffusion Models rooted in non-equilibrium statistical mechanics. It underscores the significant impact of AI on advancing reduced, Lagrangian models of turbulence through innovative use of deep neural networks. Additionally, the paper reviews various other AI applications in turbulence research and outlines potential challenges and opportunities in the concurrent advancement of AI and statistical hydrodynamics. This discussion sets the stage for a future where AI and turbulence research are intricately intertwined, leading to more profound insights and advancements in both fields.


Physics-Informed Critic in an Actor-Critic Reinforcement Learning for Swimming in Turbulence

arXiv.org Machine Learning

In this manuscript, we consider a particle in a turbulent flow that swims towards its passive partner to maintain proximity. The particle is controlled by a Reinforcement Learning (RL) agent [1], a methodology in Artificial Intelligence (AI) for solving complex decision-making problems. Unlike other AI methods, RL involves an agent learning through interaction with its environment, balancing exploration and exploitation. Exploration involves trying new actions to gain information about the environment (turbulence), while exploitation uses accumulated knowledge to make optimal decisions. This RL decision-making is linked to the Stochastic Optimal Control (SOC) challenge, where the agent maximizes expected reward under environmental uncertainty. In this study, the reward consists of two competing terms: maintaining distance between the agent and its partner, and penalizing the effort required. Among RL strategies, Actor-Critic (AC) methods [2] combine policy-based actors with reward-based critics. The "actor" suggests actions based on current policy, and the "critic" evaluates these actions, providing feedback to update the policy and reduce learning variance.


Space-Time Bridge-Diffusion

arXiv.org Machine Learning

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground Truth (GT) samples. Central to our method is the integration of space-time mixing strategies that extend across temporal and spatial dimensions. Our methodology is underpinned by three interrelated stochastic processes designed to enable optimal transport from an easily tractable initial probability distribution to the target distribution represented by the GT samples: (a) linear processes incorporating space-time mixing that yield Gaussian conditional probability densities, (b) their bridge-diffusion analogs that are conditioned to the initial and final state vectors, and (c) nonlinear stochastic processes refined through score-matching techniques. The crux of our training regime involves fine-tuning the nonlinear model, and potentially the linear models - to align closely with the GT data. We validate the efficacy of our space-time diffusion approach with numerical experiments, laying the groundwork for more extensive future theory and experiments to fully authenticate the method, particularly providing a more efficient (possibly simulation-free) inference.


Physics informed machine learning with Smoothed Particle Hydrodynamics: Hierarchy of reduced Lagrangian models of turbulence

arXiv.org Artificial Intelligence

Building efficient, accurate and generalizable reduced order models of developed turbulence remains a major challenge. This manuscript approaches this problem by developing a hierarchy of parameterized reduced Lagrangian models for turbulent flows, and investigates the effects of enforcing physical structure through Smoothed Particle Hydrodynamics (SPH) versus relying on neural networks (NN)s as universal function approximators. Starting from Neural Network (NN) parameterizations of a Lagrangian acceleration operator, this hierarchy of models gradually incorporates a weakly compressible and parameterized SPH framework, which enforces physical symmetries, such as Galilean, rotational and translational invariances. Within this hierarchy, two new parameterized smoothing kernels are developed in order to increase the flexibility of the learn-able SPH simulators. For each model we experiment with different loss functions which are minimized using gradient based optimization, where efficient computations of gradients are obtained by using Automatic Differentiation (AD) and Sensitivity Analysis (SA). Each model within the hierarchy is trained on two data sets associated with weekly compressible Homogeneous Isotropic Turbulence (HIT): (1) a validation set using weakly compressible SPH; and (2) a high fidelity set from Direct Numerical Simulations (DNS). Numerical evidence shows that encoding more SPH structure improves generalizability to different turbulent Mach numbers and time shifts, and that including the novel parameterized smoothing kernels improves the accuracy of SPH at the resolved scales.


U-Turn Diffusion

arXiv.org Artificial Intelligence

We present a comprehensive examination of score-based diffusion models of AI for generating synthetic images. These models hinge upon a dynamic auxiliary time mechanism driven by stochastic differential equations, wherein the score function is acquired from input images. Our investigation unveils a criterion for evaluating efficiency of the score-based diffusion models: the power of the generative process depends on the ability to de-construct fast correlations during the reverse/de-noising phase. To improve the quality of the produced synthetic images, we introduce an approach coined "U-Turn Diffusion". The U-Turn Diffusion technique starts with the standard forward diffusion process, albeit with a condensed duration compared to conventional settings. Subsequently, we execute the standard reverse dynamics, initialized with the concluding configuration from the forward process. This U-Turn Diffusion procedure, combining forward, U-turn, and reverse processes, creates a synthetic image approximating an independent and identically distributed (i.i.d.) sample from the probability distribution implicitly described via input samples. To analyze relevant time scales we employ various analytical tools, including auto-correlation analysis, weighted norm of the score-function analysis, and Kolmogorov-Smirnov Gaussianity test. The tools guide us to establishing that the Kernel Intersection Distance, a metric comparing the quality of synthetic samples with real data samples, is minimized at the optimal U-turn time.


A Physics-Informed Machine Learning for Electricity Markets: A NYISO Case Study

arXiv.org Artificial Intelligence

This paper addresses the challenge of efficiently solving the optimal power flow problem in real-time electricity markets. The proposed solution, named Physics-Informed Market-Aware Active Set learning OPF (PIMA-AS-OPF), leverages physical constraints and market properties to ensure physical and economic feasibility of market-clearing outcomes. Specifically, PIMA-AS-OPF employs the active set learning technique and expands its capabilities to account for curtailment in load or renewable power generation, which is a common challenge in real-world power systems. The core of PIMA-AS-OPF is a fully-connected neural network that takes the net load and the system topology as input. The outputs of this neural network include active constraints such as saturated generators and transmission lines, as well as non-zero load shedding and wind curtailments. These outputs allow for reducing the original market-clearing optimization to a system of linear equations, which can be solved efficiently and yield both the dispatch decisions and the locational marginal prices (LMPs). The dispatch decisions and LMPs are then tested for their feasibility with respect to the requirements for efficient market-clearing results. The accuracy and scalability of the proposed method is tested on a realistic 1814-bus NYISO system with current and future renewable energy penetration levels.


Exact Fractional Inference via Re-Parametrization & Interpolation between Tree-Re-Weighted- and Belief Propagation- Algorithms

arXiv.org Artificial Intelligence

Inference efforts -- required to compute partition function, $Z$, of an Ising model over a graph of $N$ ``spins" -- are most likely exponential in $N$. Efficient variational methods, such as Belief Propagation (BP) and Tree Re-Weighted (TRW) algorithms, compute $Z$ approximately minimizing respective (BP- or TRW-) free energy. We generalize the variational scheme building a $\lambda$-fractional-homotopy, $Z^{(\lambda)}$, where $\lambda=0$ and $\lambda=1$ correspond to TRW- and BP-approximations, respectively, and $Z^{(\lambda)}$ decreases with $\lambda$ monotonically. Moreover, this fractional scheme guarantees that in the attractive (ferromagnetic) case $Z^{(TRW)}\geq Z^{(\lambda)}\geq Z^{(BP)}$, and there exists a unique (``exact") $\lambda_*$ such that, $Z=Z^{(\lambda_*)}$. Generalizing the re-parametrization approach of \cite{wainwright_tree-based_2002} and the loop series approach of \cite{chertkov_loop_2006}, we show how to express $Z$ as a product, $\forall \lambda:\ Z=Z^{(\lambda)}{\cal Z}^{(\lambda)}$, where the multiplicative correction, ${\cal Z}^{(\lambda)}$, is an expectation over a node-independent probability distribution built from node-wise fractional marginals. Our theoretical analysis is complemented by extensive experiments with models from Ising ensembles over planar and random graphs of medium- and large- sizes. The empirical study yields a number of interesting observations, such as (a) ability to estimate ${\cal Z}^{(\lambda)}$ with $O(N^4)$ fractional samples; (b) suppression of $\lambda_*$ fluctuations with increase in $N$ for instances from a particular random Ising ensemble.


Which Neural Network to Choose for Post-Fault Localization, Dynamic State Estimation and Optimal Measurement Placement in Power Systems?

arXiv.org Machine Learning

We consider a power transmission system monitored with Phasor Measurement Units (PMUs) placed at significant, but not all, nodes of the system. Assuming that a sufficient number of distinct single-line faults, specifically pre-fault state and (not cleared) post-fault state, are recorded by the PMUs and are available for training, we, first, design a comprehensive sequence of Neural Networks (NNs) locating the faulty line. Performance of different NNs in the sequence, including Linear Regression, Feed-Forward NN, AlexNet, Graphical Convolutional NN, Neural Linear ODE and Neural Graph-based ODE, ordered according to the type and amount of the power flow physics involved, are compared for different levels of observability. Second, we build a sequence of advanced Power-System-Dynamics-Informed and Neural-ODE based Machine Learning schemes trained, given pre-fault state, to predict the post-fault state and also, in parallel, to estimate system parameters. Finally, third, and continuing to work with the first (fault localization) setting we design a (NN-based) algorithm which discovers optimal PMU placement.