Guyon, Isabelle
Optimization of computational budget for power system risk assessment
Donnot, Benjamin, Guyon, Isabelle, Marot, Antoine, Schoenauer, Marc, Panciatici, Patrick
We address the problem of maintaining high voltage power transmission networks in security at all time, namely anticipating exceeding of thermal limit for eventual single line disconnection (whatever its cause may be) by running slow, but accurate, physical grid simulators. New conceptual frameworks are calling for a probabilistic risk-based security criterion. However, these approaches suffer from high requirements in terms of tractability. Here, we propose a new method to assess the risk. This method uses both machine learning techniques (artificial neural networks) and more standard simulators based on physical laws. More specifically we train neural networks to estimate the overall dangerousness of a grid state. A classical benchmark problem (manpower 118 buses test case) is used to show the strengths of the proposed method.
SAM: Structural Agnostic Model, Causal Discovery and Penalized Adversarial Learning
Kalainathan, Diviyan, Goudet, Olivier, Guyon, Isabelle, Lopez-Paz, David, Sebag, Michèle
We present the Structural Agnostic Model (SAM), a framework to estimate end-to-end non-acyclic causal graphs from observational data. In a nutshell, SAM implements an adversarial game in which a separate model generates each variable, given real values from all others. In tandem, a discriminator attempts to distinguish between the joint distributions of real and generated samples. Finally, a sparsity penalty forces each generator to consider only a small subset of the variables, yielding a sparse causal graph. SAM scales easily to hundreds variables. Our experiments show the state-of-the-art performance of SAM on discovering causal structures and modeling interventions, in both acyclic and non-acyclic graphs.
Causal Generative Neural Networks
Goudet, Olivier, Kalainathan, Diviyan, Caillou, Philippe, Guyon, Isabelle, Lopez-Paz, David, Sebag, Michèle
We present Causal Generative Neural Networks (CGNNs) to learn functional causal models from observational data. CGNNs leverage conditional independencies and distributional asymmetries to discover bivariate and multivariate causal structures. CGNNs make no assumption regarding the lack of confounders, and learn a differentiable generative model of the data by using backpropagation. Extensive experiments show their good performances comparatively to the state of the art in observational causal discovery on both simulated and real data, with respect to cause-effect inference, v-structure identification, and multivariate causal discovery.
Fast Power system security analysis with Guided Dropout
Donnot, Benjamin, Guyon, Isabelle, Schoenauer, Marc, Marot, Antoine, Panciatici, Patrick
We propose a new method to efficiently compute load-flows (the steady-state of the power-grid for given productions, consumptions and grid topology), substituting conventional simulators based on differential equation solvers. We use a deep feed-forward neural network trained with load-flows precomputed by simulation. Our architecture permits to train a network on so-called "n-1" problems, in which load flows are evaluated for every possible line disconnection, then generalize to "n-2" problems without retraining (a clear advantage because of the combinatorial nature of the problem). To that end, we developed a technique bearing similarity with "dropout", which we named "guided dropout".
Learning Functional Causal Models with Generative Neural Networks
Goudet, Olivier, Kalainathan, Diviyan, Caillou, Philippe, Lopez-Paz, David, Guyon, Isabelle, Sebag, Michèle, Tritas, Aris, Tubaro, Paola
We introduce a new approach to functional causal modeling from observational data. The approach, called Causal Generative Neural Networks (CGNN), leverages the power of neural networks to learn a generative model of the joint distribution of the observed variables, by minimizing the Maximum Mean Discrepancy between generated and observed data. An approximate learning criterion is proposed to scale the computational cost of the approach to linear complexity in the number of observations. The performance of CGNN is studied throughout three experiments. First, we apply CGNN to the problem of cause-effect inference, where two CGNNs model $P(Y|X,\textrm{noise})$ and $P(X|Y,\textrm{noise})$ identify the best causal hypothesis out of $X\rightarrow Y$ and $Y\rightarrow X$. Second, CGNN is applied to the problem of identifying v-structures and conditional independences. Third, we apply CGNN to problem of multivariate functional causal modeling: given a skeleton describing the dependences in a set of random variables $\{X_1, \ldots, X_d\}$, CGNN orients the edges in the skeleton to uncover the directed acyclic causal graph describing the causal structure of the random variables. On all three tasks, CGNN is extensively assessed on both artificial and real-world data, comparing favorably to the state-of-the-art. Finally, we extend CGNN to handle the case of confounders, where latent variables are involved in the overall causal model.
Introducing machine learning for power system operation support
Donnot, Benjamin, Guyon, Isabelle, Schoenauer, Marc, Panciatici, Patrick, Marot, Antoine
We address the problem of assisting human dispatchers in operating power grids in today's changing context using machine learning, with theaim of increasing security and reducing costs. Power networks are highly regulated systems, which at all times must meet varying demands of electricity with a complex production system, including conventional power plants, less predictable renewable energies (such as wind or solar power), and the possibility of buying/selling electricity on the international market with more and more actors involved at a Europeanscale. This problem is becoming ever more challenging in an aging network infrastructure. One of the primary goals of dispatchers is to protect equipment (e.g. avoid that transmission lines overheat) with few degrees of freedom: we are considering in this paper solely modifications in network topology, i.e. re-configuring the way in which lines, transformers, productions and loads are connected in sub-stations. Using years of historical data collected by the French Transmission Service Operator (TSO) "R\'eseau de Transport d'Electricit\'e" (RTE), we develop novel machine learning techniques (drawing on "deep learning") to mimic human decisions to devise "remedial actions" to prevent any line to violate power flow limits (so-called "thermal limits"). The proposed technique is hybrid. It does not rely purely on machine learning: every action will be tested with actual simulators before being proposed to the dispatchers or implemented on the grid.
Design and Analysis of the NIPS 2016 Review Process
Shah, Nihar B., Tabibian, Behzad, Muandet, Krikamol, Guyon, Isabelle, von Luxburg, Ulrike
Neural Information Processing Systems (NIPS) is a top-tier annual conference in machine learning. The 2016 edition of the conference comprised more than 2,400 paper submissions, 3,000 reviewers, and 8,000 attendees, representing a growth of nearly 40% in terms of submissions, 96% in terms of reviewers, and over 100% in terms of attendees as compared to the previous year. In this report, we analyze several aspects of the data collected during the review process, including an experiment investigating the efficacy of collecting ordinal rankings from reviewers (vs. usual scores aka cardinal rankings). Our goal is to check the soundness of the review process we implemented and, in going so, provide insights that may be useful in the design of the review process of subsequent conferences. We introduce a number of metrics that could be used for monitoring improvements when new ideas are introduced.
Development Projects for the CausalityWorkbench
Guyon, Isabelle (Clopinet) | Pellet, Jean-Philippe (IBM Zurich Research Lab) | Statnikov, Alexander (New-York University)
The CausalityWorkbench project provides an environment to test causal discovery algorithms. Via a web portal, we provide a number of resources, including a repository of datasets, models, and software packages, and a virtual laboratory allowing users to benchmark causal discovery algorithms by performing virtual experiments to study artificial causal systems. We regularly organize competitions. In this paper, we explore the opportunities offered by development applications.
Result Analysis of the NIPS 2003 Feature Selection Challenge
Guyon, Isabelle, Gunn, Steve, Ben-Hur, Asa, Dror, Gideon
The NIPS 2003 workshops included a feature selection competition organizedby the authors. We provided participants with five datasets from different application domains and called for classification resultsusing a minimal number of features. The competition took place over a period of 13 weeks and attracted 78 research groups. Participants were asked to make online submissions on the validation and test sets, with performance on the validation set being presented immediately to the participant and performance on the test set presented to the participants at the workshop. In total 1863 entries were made on the validation sets during the development period and 135 entries on all test sets for the final competition. The winners used a combination of Bayesian neural networkswith ARD priors and Dirichlet diffusion trees. Other top entries used a variety of methods for feature selection, which combined filters and/or wrapper or embedded methods using Random Forests,kernel methods, or neural networks as a classification engine. The results of the benchmark (including the predictions made by the participants and the features they selected) and the scoring software are publicly available. The benchmark is available at www.nipsfsc.ecs.soton.ac.uk for post-challenge submissions to stimulate further research.
Signature Verification using a "Siamese" Time Delay Neural Network
Bromley, Jane, Guyon, Isabelle, LeCun, Yann, Säckinger, Eduard, Shah, Roopak
The aim of the project was to make a signature verification system based on the NCR 5990 Signature Capture Device (a pen-input tablet) and to use 80 bytes or less for signature feature storage in order that the features can be stored on the magnetic strip of a credit-card. Verification using a digitizer such as the 5990, which generates spatial coordinates as a function of time, is known as dynamic verification. Much research has been carried out on signature verification.