Van Hentenryck, Pascal
Spatial Network Decomposition for Fast and Scalable AC-OPF Learning
Chatzos, Minas, Mak, Terrence W. K., Van Hentenryck, Pascal
This paper proposes a novel machine-learning approach for predicting AC-OPF solutions that features a fast and scalable training. It is motivated by the two critical considerations: (1) the fact that topology optimization and the stochasticity induced by renewable energy sources may lead to fundamentally different AC-OPF instances; and (2) the significant training time needed by existing machine-learning approaches for predicting AC-OPF. The proposed approach is a 2-stage methodology that exploits a spatial decomposition of the power network that is viewed as a set of regions. The first stage learns to predict the flows and voltages on the buses and lines coupling the regions, and the second stage trains, in parallel, the machine-learning models for each region. Experimental results on the French transmission system (up to 6,700 buses and 9,000 lines) demonstrate the potential of the approach. Within a short training time, the approach predicts AC-OPF solutions with very high fidelity and minor constraint violations, producing significant improvements over the state-of-the-art. The results also show that the predictions can seed a load flow optimization to return a feasible solution within 0.03% of the AC-OPF objective, while reducing running times significantly.
Bias and Variance of Post-processing in Differential Privacy
Zhu, Keyu, Van Hentenryck, Pascal, Fioretto, Ferdinando
Post-processing immunity is a fundamental property of differential privacy: it enables the application of arbitrary data-independent transformations to the results of differentially private outputs without affecting their privacy guarantees. When query outputs must satisfy domain constraints, post-processing can be used to project the privacy-preserving outputs onto the feasible region. Moreover, when the feasible region is convex, a widely adopted class of post-processing steps is also guaranteed to improve accuracy. Post-processing has been applied successfully in many applications including census data-release, energy systems, and mobility. However, its effects on the noise distribution is poorly understood: It is often argued that post-processing may introduce bias and increase variance. This paper takes a first step towards understanding the properties of post-processing. It considers the release of census data and examines, both theoretically and empirically, the behavior of a widely adopted class of post-processing functions.
Differentially Private and Fair Deep Learning: A Lagrangian Dual Approach
Tran, Cuong, Fioretto, Ferdinando, Van Hentenryck, Pascal
A critical concern in data-driven decision making is to build models whose outcomes do not discriminate against some demographic groups, including gender, ethnicity, or age. To ensure non-discrimination in learning tasks, knowledge of the sensitive attributes is essential, while, in practice, these attributes may not be available due to legal and ethical requirements. To address this challenge, this paper studies a model that protects the privacy of the individuals sensitive information while also allowing it to learn non-discriminatory predictors. The method relies on the notion of differential privacy and the use of Lagrangian duality to design neural networks that can accommodate fairness constraints while guaranteeing the privacy of sensitive attributes. The paper analyses the tension between accuracy, privacy, and fairness and the experimental evaluation illustrates the benefits of the proposed model on several prediction tasks.
The Benefits of Autonomous Vehicles for Community-Based Trip Sharing
Hasan, Mohd. Hafiz, Van Hentenryck, Pascal
This work reconsiders the concept of community-based trip sharing proposed by Hasan et al. (2018) that leverages the structure of commuting patterns and urban communities to optimize trip sharing. It aims at quantifying the benefits of autonomous vehicles for community-based trip sharing, compared to a car-pooling platform where vehicles are driven by their owners. In the considered problem, each rider specifies a desired arrival time for her inbound trip (commuting to work) and a departure time for her outbound trip (commuting back home). In addition, her commute time cannot deviate too much from the duration of a direct trip. Prior work motivated by reducing parking pressure and congestion in the city of Ann Arbor, Michigan, showed that a car-pooling platform for community-based trip sharing could reduce the number of vehicles by close to 60%. This paper studies the potential benefits of autonomous vehicles in further reducing the number of vehicles needed to serve all these commuting trips. It proposes a column-generation procedure that generates and assembles mini routes to serve inbound and outbound trips, using a lexicographic objective that first minimizes the required vehicle count and then the total travel distance. The optimization algorithm is evaluated on a large-scale, real-world dataset of commute trips from the city of Ann Arbor, Michigan. The results of the optimization show that it can leverage autonomous vehicles to reduce the daily vehicle usage by 92%, improving upon the results of the original Commute Trip Sharing Problem by 34%, while also reducing daily vehicle miles traveled by approximately 30%. These results demonstrate the significant potential of autonomous vehicles for the shared commuting of a community to a common work destination.
Differential Privacy of Hierarchical Census Data: An Optimization Approach
Fioretto, Ferdinando, Van Hentenryck, Pascal, Zhu, Keyu
This paper is motivated by applications of a Census Bureau interested in releasing aggregate socio-economic data about a large population without revealing sensitive information about any individual. The released information can be the number of individuals living alone, the number of cars they own, or their salary brackets. Recent events have identified some of the privacy challenges faced by these organizations. To address them, this paper presents a novel differential-privacy mechanism for releasing hierarchical counts of individuals. The counts are reported at multiple granularities (e.g., the national, state, and county levels) and must be consistent across all levels. The core of the mechanism is an optimization model that redistributes the noise introduced to achieve differential privacy in order to meet the consistency constraints between the hierarchical levels. The key technical contribution of the paper shows that this optimization problem can be solved in polynomial time by exploiting the structure of its cost functions. Experimental results on very large, real datasets show that the proposed mechanism provides improvements of up to two orders of magnitude in terms of computational efficiency and accuracy with respect to other state-of-the-art techniques.
Spatio-Temporal Point Processes with Attention for Traffic Congestion Event Modeling
Zhu, Shixiang, Ding, Ruyi, Zhang, Minghe, Van Hentenryck, Pascal, Xie, Yao
We present a novel framework for modeling traffic congestion events over road networks based on new mutually exciting spatio-temporal point process models with attention mechanisms and neural network embeddings. Using multi-modal data by combining count data from traffic sensors with police reports that report traffic incidents, we aim to capture two types of triggering effect for congestion events. Current traffic congestion at one location may cause future congestion over the road network, and traffic incidents may cause spread traffic congestion. To capture the non-homogeneous temporal dependence of the event on the past, we introduce a novel attention-based mechanism based on neural networks embedding for the point process model. To incorporate the directional spatial dependence induced by the road network, we adapt the "tail-up" model from the context of spatial statistics to the traffic network setting. We demonstrate the superior performance of our approach compared to the state-of-the-art methods for both synthetic and real data.
Predicting AC Optimal Power Flows: Combining Deep Learning and Lagrangian Dual Methods
Fioretto, Ferdinando, Mak, Terrence W. K., Van Hentenryck, Pascal
The Optimal Power Flow (OPF) problem is a fundamental building block for the optimization of electrical power systems. It is nonlinear and nonconvex and computes the generator setpoints for power and voltage, given a set of load demands. It is often needed to be solved repeatedly under various conditions, either in real-time or in large-scale studies. This need is further exacerbated by the increasing stochasticity of power systems due to renewable energy sources in front and behind the meter. To address these challenges, this paper presents a deep learning approach to the OPF. The learning model exploits the information available in the prior states of the system (which is commonly available in practical applications), as well as a dual Lagrangian method to satisfy the physical and engineering constraints present in the OPF. The proposed model is evaluated on a large collection of realistic power systems. The experimental results show that its predictions are highly accurate with average errors as low as 0.2%. Additionally, the proposed approach is shown to improve the accuracy of widely adopted OPF linear DC approximation by at least two orders of magnitude.
OptStream: Releasing Time Series Privately
Fioretto, Ferdinando, Van Hentenryck, Pascal
Many applications of machine learning and optimization operate on data streams. While these datasets are fundamental to fuel decision-making algorithms, often they contain sensitive information about individuals, and their usage poses significant privacy risks. Motivated by an application in energy systems, this paper presents OptStream, a novel algorithm for releasing differentially private data streams under the w-event model of privacy. OptStream is a 4-step procedure consisting of sampling, perturbation, reconstruction, and post-processing modules. First, the sampling module selects a small set of points to access in each period of interest. Then, the perturbation module adds noise to the sampled data points to guarantee privacy. Next, the reconstruction module re-assembles non-sampled data points from the perturbed sample points. Finally, the post-processing module uses convex optimization over the privacy-preserving output of the previous modules, as well as the privacy-preserving answers of additional queries on the data stream, to improve accuracy by redistributing the added noise. OptStream is evaluated on a test case involving the release of a real data stream from the largest European transmission operator. Experimental results show that OptStream may not only improve the accuracy of state-of-the-art methods by at least one order of magnitude but also supports accurate load forecasting on the privacy-preserving data.
Privacy-Preserving Obfuscation of Critical Infrastructure Networks
Fioretto, Ferdinando, Mak, Terrence W. K., Van Hentenryck, Pascal
The paper studies how to release data about a critical infrastructure network (e.g., the power network or a transportation network) without disclosing sensitive information that can be exploited by malevolent agents, while preserving the realism of the network. It proposes a novel obfuscation mechanism that combines several privacy-preserving building blocks with a bi-level optimization model to significantly improve accuracy. The obfuscation is evaluated for both realism and privacy properties on real energy and transportation networks. Experimental results show the obfuscation mechanism substantially reduces the potential damage of an attack exploiting the released data to harm the real network.
The Commute Trip Sharing Problem
Hasan, Mohd Hafiz, Van Hentenryck, Pascal, Legrain, Antoine
Parking pressure has been steadily increasing in cities as well as in university and corporate campuses. To relieve this pressure, this paper studies a car-pooling platform that would match riders and drivers, while guaranteeing a ride back and exploiting spatial and temporal locality. In particular, the paper formalizes the Commute Trip Sharing Problem (CTSP) to find a routing plan that maximizes ride sharing for a set of commute trips. The CTSP is a generalization of the vehicle routing problem with routes that satisfy time window, capacity, pairing, precedence, ride duration, and driver constraints. The paper introduces two exact algorithms for the CTPS: A route-enumeration algorithm and a branch-and-price algorithm. Experimental results show that, on a high-fidelity, real-world dataset of commute trips from a mid-size city, both algorithms optimally solve small and medium-sized problems and produce high-quality solutions for larger problem instances. The results show that car pooling, if widely adopted, has the potential to reduce vehicle usage by up to 57% and decrease vehicle miles traveled by up to 46% while only incurring a 22% increase in average ride time per commuter for the trips considered.