Plotting

 Chertkov, Michael


Synthesis of MCMC and Belief Propagation

Neural Information Processing Systems

Markov Chain Monte Carlo (MCMC) and Belief Propagation (BP) are the most popular algorithms for computational inference in Graphical Models (GM). In principle, MCMC is an exact probabilistic method which, however, often suffers from exponentially slow mixing. In contrast, BP is a deterministic method, which is typically fast, empirically very successful, however in general lacking control of accuracy over loopy graphs. In this paper, we introduce MCMC algorithms correcting the approximation error of BP, i.e., we provide a way to compensate for BP errors via a consecutive BP-aware MCMC. Our framework is based on the Loop Calculus (LC) approach which allows to express the BP error as a sum of weighted generalized loops.


Tractable Minor-free Generalization of Planar Zero-field Ising Models

arXiv.org Machine Learning

We present a new family of zero-field Ising models over $N$ binary variables/spins obtained by consecutive "gluing" of planar and $O(1)$-sized components and subsets of at most three vertices into a tree. The polynomial-time algorithm of the dynamic programming type for solving exact inference (computing partition function) and exact sampling (generating i.i.d. samples) consists in a sequential application of an efficient (for planar) or brute-force (for $O(1)$-sized) inference and sampling to the components as a black box. To illustrate the utility of the new family of tractable graphical models, we first build a polynomial algorithm for inference and sampling of zero-field Ising models over $K_{3,3}$-minor-free topologies and over $K_{5}$-minor-free topologies -- both are extensions of the planar zero-field Ising models -- which are neither genus - nor treewidth-bounded. Second, we demonstrate empirically an improvement in the approximation quality of the NP-hard problem of inference over the square-grid Ising model in a node-dependent non-zero "magnetic" field.


Learning a Generator Model from Terminal Bus Data

arXiv.org Machine Learning

Abstract--In this work we investigate approaches to reconstruct generator models from measurements available at the generator terminal bus using machine learning (ML) techniques. The goal is to develop an emulator which is trained online and is capable of fast predictive computations. The training is illustrated on synthetic data generated based on available open-source dynamical generator model. Two ML techniques were developed and tested: (a) standard vector auto-regressive (VAR) model; and (b) novel customized long short-term memory (LSTM) deep learning model. Tradeoffs in reconstruction ability between computationally light but linear AR model and powerful but computationally demanding LSTM model are established and analyzed.


Inference and Sampling of $K_{33}$-free Ising Models

arXiv.org Machine Learning

We call an Ising model tractable when it is possible to compute its partition function value (statistical inference) in polynomial time. The tractability also implies an ability to sample configurations of this model in polynomial time. The notion of tractability extends the basic case of planar zero-field Ising models. Our starting point is to describe algorithms for the basic case computing partition function and sampling efficiently. To derive the algorithms, we use an equivalent linear transition to perfect matching counting and sampling on an expanded dual graph. Then, we extend our tractable inference and sampling algorithms to models, whose triconnected components are either planar or graphs of $O(1)$ size. In particular, it results in a polynomial-time inference and sampling algorithms for $K_{33}$ (minor) free topologies of zero-field Ising models - a generalization of planar graphs with a potentially unbounded genus.


Gauges, Loops, and Polynomials for Partition Functions of Graphical Models

arXiv.org Machine Learning

We suggest a new methodology for analysis and computations that combines the gauge transformation (GT) technique from (Chertkov, Chernyak 2006) with the technique developed in (Gurvits 2011, Anari, Gharan 2017, Straszak, Vishnoi 2017) based on the recent progress in the field of real stable polynomials. We show that GTs (while keeping PF invariant) allow representation of PF as a sum of polynomials of variables associated with edges of the graph. A special belief propagation (BP) gauge makes a single out term of the series least sensitive to variations then resulting in the loop series for PF introduced in (Chertkov, Chernyak 2006). In addition to restating the known results in the polynomial form, we also discover a new relation between the computationally tractable BP term (single out term of the loop series evaluated at the BP gauge) and the PF: sequential application of differential operators, each associated with an edge of the graph, to the BP polynomial results in the PF. Each term in the sequence corresponds to a BP polynomial of a modified GM derived by contraction of an edge. Even though complexity of computing factors in the derived GMs grow exponentially with the number of eliminated edges, polynomials associated with the new factors remain bi-stable if the original factors have this property. Moreover, we show that BP estimations for the PF do not decrease with eliminations, thus resulting overall in a new proof of the result following from a combination of (Anari, Gharan 2017) and (Straszak, Vishnoi 2017) that the BP solution of the original GM with factors correspondent to bi-stable polynomials gives a lower bound for PF.


From Deep to Physics-Informed Learning of Turbulence: Diagnostics

arXiv.org Machine Learning

We describe physical tests validating progress made toward acceleration and automation of hydrodynamic codes in the regime of developed turbulence by two {\bf Deep Learning} (DL) Neural Network (NN) schemes trained on {\bf Direct Numerical Simulations} of turbulence. Even the bare DL solutions, which do not take into account any physics of turbulence explicitly, are impressively good overall when it comes to qualitative description of important features of turbulence. However, the early tests have also uncovered some caveats of the DL approaches. We observe that the static DL scheme, implementing Convolutional GAN and trained on spatial snapshots of turbulence, fails to reproduce intermittency of turbulent fluctuations at small scales and details of the turbulence geometry at large scales. We show that the dynamic NN scheme, LAT-NET, trained on a temporal sequence of turbulence snapshots is capable to correct for the small-scale caveat of the static NN. We suggest a path forward towards improving reproducibility of the large-scale geometry of turbulence with NN.


Real-time Fault Localization in Power Grids With Convolutional Neural Networks

arXiv.org Machine Learning

Abstract--Diverse fault types, fast re-closures and complicated transient states after a fault event make real-time fault location in power grids challenging. Existing localization techniques in this area rely on simplistic assumptions, such as static loads, or require much higher sampling rates or total measurement availability. This paper proposes a data-driven localization method based on a Convolutional Neural Network (CNN) classifier using bus voltages. Unlike prior data-driven methods, the proposed classifier is based on features with physical interpretations that are described in details. The accuracy of our CNN based localization tool is demonstrably superior to other machine learning classifiers in the literature. T o further improve the location performance, a novel phasor measurement units (PMU) placement strategy is proposed and validated against other methods. A significant aspect of our methodology is that under very low observability ( 7% of buses), the algorithm is still able to localize the faulted line to a small neighborhood with high probability. The performance of our scheme is validated through simulations of faults of various types in the IEEE 68-bus power system under varying load conditions, system observability and measurement quality. Efficient fault localization is an integral part of the system restoration, and it is necessary for improving power system stability and reliability.


Bucket Renormalization for Approximate Inference

arXiv.org Machine Learning

Probabilistic graphical models are a key tool in machine learning applications. Computing the partition function, i.e., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable, leading to extensive study of approximation methods. Iterative variational methods are a popular and successful family of approaches. However, even state of the art variational methods can return poor results or fail to converge on difficult instances. In this paper, we instead consider computing the partition function via sequential summation over variables. We develop robust approximate algorithms by combining ideas from mini-bucket elimination with tensor network and renormalization group methods from statistical physics. The resulting "convergence-free" methods show good empirical performance on both synthetic and real-world benchmark models, even for difficult instances.


Topology Estimation using Graphical Models in Multi-Phase Power Distribution Grids

arXiv.org Machine Learning

Distribution grid is the medium and low voltage part of a large power system. Structurally, the majority of distribution networks operate radially, such that energized lines form a collection of trees, i.e. forest, with a substation being at the root of any tree. The operational topology/forest may change from time to time, however tracking these changes, even though important for the distribution grid operation and control, is hindered by limited real-time monitoring. This paper develops a learning framework to reconstruct radial operational structure of the distribution grid from synchronized voltage measurements in the grid subject to the exogenous fluctuations in nodal power consumption. To detect operational lines our learning algorithm uses conditional independence tests for continuous random variables that is applicable to a wide class of probability distributions of the nodal consumption and Gaussian injections in particular. Moreover, our algorithm applies to the practical case of unbalanced three-phase power flow. Algorithm performance is validated on AC power flow simulations over IEEE distribution grid test cases.


Gauged Mini-Bucket Elimination for Approximate Inference

arXiv.org Machine Learning

Computing the partition function $Z$ of a discrete graphical model is a fundamental inference challenge. Since this is computationally intractable, variational approximations are often used in practice. Recently, so-called gauge transformations were used to improve variational lower bounds on $Z$. In this paper, we propose a new gauge-variational approach, termed WMBE-G, which combines gauge transformations with the weighted mini-bucket elimination (WMBE) method. WMBE-G can provide both upper and lower bounds on $Z$, and is easier to optimize than the prior gauge-variational algorithm. We show that WMBE-G strictly improves the earlier WMBE approximation for symmetric models including Ising models with no magnetic field. Our experimental results demonstrate the effectiveness of WMBE-G even for generic, nonsymmetric models.