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 worst-case guarantee



Mechanism design augmented with output advice

Neural Information Processing Systems

Our work revisits the design of mechanisms via the learning-augmented framework. In this model, the algorithm is enhanced with imperfect (machine-learned) information concerning the input, usually referred to as prediction. The goal is to design algorithms whose performance degrades gently as a function of the prediction error and, in particular, perform well if the prediction is accurate, but also provide a worst-case guarantee under any possible error. This framework has been successfully applied recently to various mechanism design settings, where in most cases the mechanism is provided with a prediction about the types of the players.We adopt a perspective in which the mechanism is provided with an output recommendation. We make no assumptions about the quality of the suggested outcome, and the goal is to use the recommendation to design mechanisms with low approximation guarantees whenever the recommended outcome is reasonable, but at the same time to provide worst-case guarantees whenever the recommendation significantly deviates from the optimal one. We propose a generic, universal measure, which we call quality of recommendation, to evaluate mechanisms across various information settings. We demonstrate how this new metric can provide refined analysis in existing results.This model introduces new challenges, as the mechanism receives limited information comparing to settings that use predictions about the types of the agents. We study, through this lens, several well-studied mechanism design paradigms, devising new mechanisms, but also providing refined analysis for existing ones, using as a metric the quality of recommendation. We complement our positive results, by exploring the limitations of known classes of strategyproof mechanisms that can be devised using output recommendation.


Tight Lower Bounds on Worst-Case Guarantees for Zero-Shot Learning with Attributes

Neural Information Processing Systems

We develop a rigorous mathematical analysis of zero-shot learning with attributes. In this setting, the goal is to label novel classes with no training data, only detectors for attributes and a description of how those attributes are correlated with the target classes, called the class-attribute matrix. We develop the first non-trivial lower bound on the worst-case error of the best map from attributes to classes for this setting, even with perfect attribute detectors. The lower bound characterizes the theoretical intrinsic difficulty of the zero-shot problem based on the available information---the class-attribute matrix---and the bound is practically computable from it. Our lower bound is tight, as we show that we can always find a randomized map from attributes to classes whose expected error is upper bounded by the value of the lower bound. We show that our analysis can be predictive of how standard zero-shot methods behave in practice, including which classes will likely be confused with others.



Mechanism design augmented with output advice

Neural Information Processing Systems

Our work revisits the design of mechanisms via the learning-augmented framework. In this model, the algorithm is enhanced with imperfect (machine-learned) information concerning the input, usually referred to as prediction. The goal is to design algorithms whose performance degrades gently as a function of the prediction error and, in particular, perform well if the prediction is accurate, but also provide a worst-case guarantee under any possible error. This framework has been successfully applied recently to various mechanism design settings, where in most cases the mechanism is provided with a prediction about the types of the players.We adopt a perspective in which the mechanism is provided with an output recommendation. We make no assumptions about the quality of the suggested outcome, and the goal is to use the recommendation to design mechanisms with low approximation guarantees whenever the recommended outcome is reasonable, but at the same time to provide worst-case guarantees whenever the recommendation significantly deviates from the optimal one.


Tight Lower Bounds on Worst-Case Guarantees for Zero-Shot Learning with Attributes

Neural Information Processing Systems

We develop a rigorous mathematical analysis of zero-shot learning with attributes. In this setting, the goal is to label novel classes with no training data, only detectors for attributes and a description of how those attributes are correlated with the target classes, called the class-attribute matrix. We develop the first non-trivial lower bound on the worst-case error of the best map from attributes to classes for this setting, even with perfect attribute detectors. The lower bound characterizes the theoretical intrinsic difficulty of the zero-shot problem based on the available information---the class-attribute matrix---and the bound is practically computable from it. Our lower bound is tight, as we show that we can always find a randomized map from attributes to classes whose expected error is upper bounded by the value of the lower bound.


Scalable Exact Verification of Optimization Proxies for Large-Scale Optimal Power Flow

Nellikkath, Rahul, Tanneau, Mathieu, Van Hentenryck, Pascal, Chatzivasileiadis, Spyros

arXiv.org Artificial Intelligence

Optimal Power Flow (OPF) is a valuable tool for power system operators, but it is a difficult problem to solve for large systems. Machine Learning (ML) algorithms, especially Neural Networks-based (NN) optimization proxies, have emerged as a promising new tool for solving OPF, by estimating the OPF solution much faster than traditional methods. However, these ML algorithms act as black boxes, and it is hard to assess their worst-case performance across the entire range of possible inputs than an OPF can have. Previous work has proposed a mixed-integer programming-based methodology to quantify the worst-case violations caused by a NN trained to estimate the OPF solution, throughout the entire input domain. This approach, however, does not scale well to large power systems and more complex NN models. This paper addresses these issues by proposing a scalable algorithm to compute worst-case violations of NN proxies used for approximating large power systems within a reasonable time limit. This will help build trust in ML models to be deployed in large industry-scale power grids.


Physics-Informed Neural Networks for AC Optimal Power Flow

Nellikkath, Rahul, Chatzivasileiadis, Spyros

arXiv.org Artificial Intelligence

This paper introduces, for the first time to our knowledge, physics-informed neural networks to accurately estimate the AC-OPF result and delivers rigorous guarantees about their performance. Power system operators, along with several other actors, are increasingly using Optimal Power Flow (OPF) algorithms for a wide number of applications, including planning and real-time operations. However, in its original form, the AC Optimal Power Flow problem is often challenging to solve as it is non-linear and non-convex. Besides the large number of approximations and relaxations, recent efforts have also been focusing on Machine Learning approaches, especially neural networks. So far, however, these approaches have only partially considered the wide number of physical models available during training. And, more importantly, they have offered no guarantees about potential constraint violations of their output. Our approach (i) introduces the AC power flow equations inside neural network training and (ii) integrates methods that rigorously determine and reduce the worst-case constraint violations across the entire input domain, while maintaining the optimality of the prediction. We demonstrate how physics-informed neural networks achieve higher accuracy and lower constraint violations than standard neural networks, and show how we can further reduce the worst-case violations for all neural networks.


Learning Optimal Power Flow: Worst-Case Guarantees for Neural Networks

Venzke, Andreas, Qu, Guannan, Low, Steven, Chatzivasileiadis, Spyros

arXiv.org Artificial Intelligence

This paper introduces for the first time a framework to obtain provable worst-case guarantees for neural network performance, using learning for optimal power flow (OPF) problems as a guiding example. Neural networks have the potential to substantially reduce the computing time of OPF solutions. However, the lack of guarantees for their worst-case performance remains a major barrier for their adoption in practice. This work aims to remove this barrier. We formulate mixed-integer linear programs to obtain worst-case guarantees for neural network predictions related to (i) maximum constraint violations, (ii) maximum distances between predicted and optimal decision variables, and (iii) maximum sub-optimality. We demonstrate our methods on a range of PGLib-OPF networks up to 300 buses. We show that the worst-case guarantees can be up to one order of magnitude larger than the empirical lower bounds calculated with conventional methods. More importantly, we show that the worst-case predictions appear at the boundaries of the training input domain, and we demonstrate how we can systematically reduce the worst-case guarantees by training on a larger input domain than the domain they are evaluated on.