arXiv subjects

Michael Chertkov

Publications and source records attributed to Michael Chertkov.

At least 55 records · Page 3Linked to original sources

arXiv2021

Message Passing Descent for Efficient Machine Learning

We propose a new iterative optimization method for the {\bf Data-Fitting} (DF) problem in Machine Learning, e.g. Neural Network (NN) training. The approach relies on {\bf Graphical Model} (GM) representation of the DF problem, where variables are fitting parameters and factors are associated with the Input-Output (IO) data. The GM results in the {\bf Belief Propagation} Equations considered in the {\bf Large Deviation Limit} corresponding to the practically important case when the number of the IO samples is much larger than the number of the fitting parameters. We suggest the {\bf Message Passage Descent} algorithm which relies on the piece-wise-polynomial representation of the model DF function. In contrast with the popular gradient descent and related algorithms our MPD algorithm rely on analytic (not automatic) differentiation, while also (and most importantly) it descents through the rugged DF landscape by \emph{making non local updates of the parameters} at each iteration. The non-locality guarantees that the MPD is not trapped in the local-minima, therefore resulting in better performance than locally-updated algorithms of the gradient-descent type. We illustrate superior performance of the algorithm on a Feed-Forward NN with a single hidden layer and a piece-wise-linear activation function.

cs.LG↗

arXiv2021

Physics-Informed Graphical Neural Network for Parameter & State Estimations in Power Systems

Parameter Estimation (PE) and State Estimation (SE) are the most wide-spread tasks in the system engineering. They need to be done automatically, fast and frequently, as measurements arrive. Deep Learning (DL) holds the promise of tackling the challenge, however in so far, as PE and SE in power systems is concerned, (a) DL did not win trust of the system operators because of the lack of the physics of electricity based, interpretations and (b) DL remained illusive in the operational regimes were data is scarce. To address this, we present a hybrid scheme which embeds physics modeling of power systems into Graphical Neural Networks (GNN), therefore empowering system operators with a reliable and explainable real-time predictions which can then be used to control the critical infrastructure. To enable progress towards trustworthy DL for PE and SE, we build a physics-informed method, named Power-GNN, which reconstructs physical, thus interpretable, parameters within Effective Power Flow (EPF) models, such as admittances of effective power lines, and NN parameters, representing implicitly unobserved elements of the system. In our experiments, we test the Power-GNN on different realistic power networks, including these with thousands of loads and hundreds of generators. We show that the Power-GNN outperforms vanilla NN scheme unaware of the EPF physics.

cs.LG↗

arXiv2021

Neural Particle Image Velocimetry

In the past decades, great progress has been made in the field of optical and particle-based measurement techniques for experimental analysis of fluid flows. Particle Image Velocimetry (PIV) technique is widely used to identify flow parameters from time-consecutive snapshots of particles injected into the fluid. The computation is performed as post-processing of the experimental data via proximity measure between particles in frames of reference. However, the post-processing step becomes problematic as the motility and density of the particles increases, since the data emerges in extreme rates and volumes. Moreover, existing algorithms for PIV either provide sparse estimations of the flow or require large computational time frame preventing from on-line use. The goal of this manuscript is therefore to develop an accurate on-line algorithm for estimation of the fine-grained velocity field from PIV data. As the data constitutes a pair of images, we employ computer vision methods to solve the problem. In this work, we introduce a convolutional neural network adapted to the problem, namely Volumetric Correspondence Network (VCN) which was recently proposed for the end-to-end optical flow estimation in computer vision. The network is thoroughly trained and tested on a dataset containing both synthetic and real flow data. Experimental results are analyzed and compared to that of conventional methods as well as other recently introduced methods based on neural networks. Our analysis indicates that the proposed approach provides improved efficiency also keeping accuracy on par with other state-of-the-art methods in the field. We also verify through a-posteriori tests that our newly constructed VCN schemes are reproducing well physically relevant statistics of velocity and velocity gradients.

eess.IV↗

arXiv2021

Super-relaxation of space-time-quantized ensemble of energy loads to curtail their synchronization after demand response perturbation

Ensembles of thermostatically controlled loads (TCL) provide a significant demand response reserve for the system operator to balance power grids. However, this also results in the parasitic synchronization of individual devices within the ensemble leading to long post-demand-response oscillations in the integrated energy consumption of the ensemble. The synchronization is eventually destructed by fluctuations, thus leading to the (pre-demand response) steady state; however, this natural desynchronization, or relaxation to a statistically steady state, is too long. A resolution of this problem consists in measuring the ensemble's instantaneous consumption and using it as a feedback to stochastic switching of the ensemble's devices between on- and off- states. A simplified continuous-time model showed that carefully tuned nonlinear feedback results in a fast (super-) relaxation of the ensemble energy consumption. Since both state information and control signals are discrete, the actual TCL devices operation is space-time quantized, and this must be considered for realistic TCL ensemble modelling. Here, assuming that states are characterized by indoor temperature (quantifying comfort) and air conditioner regime (on, off), we construct a discrete model based on the probabilistic description of state transitions. We demonstrate that super-relaxation holds in such a more realistic setting, and that while it is stable against randomness in the stochastic matrix of the quantized model, it remains sensitive to the time discretization scheme. Aiming to achieve a balance between super-relaxation and customer's comfort, we analyze the dependence of super-relaxation on details of the space-time quantization, and provide a simple analytical criterion to avoid undesirable oscillations in consumption.

eess.SY↗

arXiv2020

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

Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications. The problem is of an exponential complexity with respect to the number of variables. In this manuscript, aimed at approximating the PF, we consider Multi-Graph Models where binary variables and multivariable factors are associated with edges and nodes, respectively, of an undirected multi-graph. We suggest a new methodology for analysis and computations that combines the Gauge Function technique with the technique from the field of real stable polynomials. We show that the Gauge Function has a natural polynomial representation in terms of gauges/variables associated with edges of the multi-graph. Moreover, it can be used to recover the Partition Function through a sequence of transformations allowing appealing algebraic and graphical interpretations. Algebraically, one step in the sequence consists in application of a differential operator over gauges associated with an edge. Graphically, the sequence is interpreted as a repetitive elimination of edges resulting in a sequence of models on decreasing in size graphs with the same Partition Function. Even though complexity of computing factors in the sequence models 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 Belief Propagation estimations in the sequence do not decrease, each low-bounding the Partition Function.

cs.LG↗

arXiv2020

MCMC assisted by Belief Propagation

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 expressing the BP error as a sum of weighted generalized loops. Although the full series is computationally intractable, it is known that a truncated series, summing up all 2-regular loops, is computable in polynomial-time for planar pair-wise binary GMs and it also provides a highly accurate approximation empirically. Motivated by this, we first propose a polynomial-time approximation MCMC scheme for the truncated series of general (non-planar) pair-wise binary models. Our main idea here is to use the Worm algorithm, known to provide fast mixing in other (related) problems, and then design an appropriate rejection scheme to sample 2-regular loops. Furthermore, we also design an efficient rejection-free MCMC scheme for approximating the full series. The main novelty underlying our design is in utilizing the concept of cycle basis, which provides an efficient decomposition of the generalized loops. In essence, the proposed MCMC schemes run on transformed GM built upon the non-trivial BP solution, and our experiments show that this synthesis of BP and MCMC outperforms both direct MCMC and bare BP schemes.

stat.ML↗

arXiv2020

A Hierarchical Approach to Multi-Energy Demand Response: From Electricity to Multi-Energy Applications

Due to proliferation of energy efficiency measures and availability of the renewable energy resources, traditional energy infrastructure systems (electricity, heat, gas) can no longer be operated in a centralized manner under the assumption that consumer behavior is inflexible, i.e. cannot be adjusted in return for an adequate incentive. To allow for a less centralized operating paradigm, consumer-end perspective and abilities should be integrated in current dispatch practices and accounted for in switching between different energy sources not only at the system but also at the individual consumer level. Since consumers are confined within different built environments, this paper looks into an opportunity to control energy consumption of an aggregation of many residential, commercial and industrial consumers, into an ensemble. This ensemble control becomes a modern demand response contributor to the set of modeling tools for multi-energy infrastructure systems.

eess.SY↗

arXiv2020

Data-Driven Learning and Load Ensemble Control

Demand response (DR) programs aim to engage distributed small-scale flexible loads, such as thermostatically controllable loads (TCLs), to provide various grid support services. Linearly Solvable Markov Decision Process (LS-MDP), a variant of the traditional MDP, is used to model aggregated TCLs. Then, a model-free reinforcement learning technique called Z-learning is applied to learn the value function and derive the optimal policy for the DR aggregator to control TCLs. The learning process is robust against uncertainty that arises from estimating the passive dynamics of the aggregated TCLs. The efficiency of this data-driven learning is demonstrated through simulations on Heating, Cooling & Ventilation (HVAC) units in a testbed neighborhood of residential houses.

eess.SY↗

arXiv2020

Learning with End-Users in Distribution Grids: Topology and Parameter Estimation

Efficient operation of distribution grids in the smart-grid era is hindered by the limited presence of real-time nodal and line meters. In particular, this prevents the easy estimation of grid topology and associated line parameters that are necessary for control and optimization efforts in the grid. This paper studies the problems of topology and parameter estimation in radial balanced distribution grids where measurements are restricted to only the leaf nodes and all intermediate nodes are unobserved/hidden. To this end, we propose two exact learning algorithms that use balanced voltage and injection measured only at the end-users. The first algorithm requires time-stamped voltage samples, statistics of nodal power injections and permissible line impedances to recover the true topology. The second and improved algorithm requires only time-stamped voltage and complex power samples to recover both the true topology and impedances without any additional input (e.g., number of grid nodes, statistics of injections at hidden nodes, permissible line impedances). We prove the correctness of both learning algorithms for grids where unobserved buses/nodes have a degree greater than three and discuss extensions to regimes where that assumption doesn't hold. Further, we present computational and, more importantly, the sample complexity of our proposed algorithm for joint topology and impedance estimation. We illustrate the performance of the designed algorithms through numerical experiments on the IEEE and custom power distribution models.

eess.SY↗

arXiv2020

Graphical Models in Meshed Distribution Grids: Topology estimation, change detection and limitations

Graphical models are a succinct way to represent the structure in probability distributions. This article analyzes the graphical model of nodal voltages in non-radial power distribution grids. Using algebraic and structural properties of graphical models, algorithms exactly determining topology and detecting line changes for distribution grids are presented along with their theoretical limitations. We show that if distribution grids have cycles/loops of size greater than three, then nodal voltages are sufficient for efficient topology estimation without additional assumptions on system parameters. In contrast, line failure or change detection using nodal voltages does not require any structural assumption. Under noisy measurements, we provide the first non-trivial bounds on the maximum noise that the system can tolerate for asymptotically correct topology recovery. The performance of the designed algorithms is validated with nonlinear AC power flow samples generated by Matpower on test grids, including scenarios with injection correlations and system noise.

eess.SY↗

arXiv2020

Embedding Hard Physical Constraints in Neural Network Coarse-Graining of 3D Turbulence

In the recent years, deep learning approaches have shown much promise in modeling complex systems in the physical sciences. A major challenge in deep learning of PDEs is enforcing physical constraints and boundary conditions. In this work, we propose a general framework to directly embed the notion of an incompressible fluid into Convolutional Neural Networks, and apply this to coarse-graining of turbulent flow. These physics-embedded neural networks leverage interpretable strategies from numerical methods and computational fluid dynamics to enforce physical laws and boundary conditions by taking advantage the mathematical properties of the underlying equations. We demonstrate results on three-dimensional fully-developed turbulence, showing that this technique drastically improves local conservation of mass, without sacrificing performance according to several other metrics characterizing the fluid flow.

physics.comp-ph↗

arXiv2020

Mean Field Control for Efficient Mixing of Energy Loads

We pose an engineering challenge of controlling an Ensemble of Energy Devices via coordinated, implementation-light and randomized on/off switching as a problem in Non-Equilibrium Statistical Mechanics. We show that Mean Field Control} with nonlinear feedback on the cumulative consumption, assumed available to the aggregator via direct physical measurements of the energy flow, allows the ensemble to recover from its use in the Demand Response regime, i.e. transition to a statistical steady state, significantly faster than in the case of the fixed feedback. Moreover when the nonlinearity is sufficiently strong, one observes the phenomenon of "super-relaxation" -- where the total instantaneous energy consumption of the ensemble transitions to the steady state much faster than the underlying probability distribution of the devices over their state space, while also leaving almost no devices outside of the comfort zone.

eess.SY↗

arXiv2020

Joint Estimation of Topology and Injection Statistics in Distribution Grids with Missing Nodes

Optimal operation of distribution grid resources relies on accurate estimation of its state and topology. Practical estimation of such quantities is complicated by the limited presence of real-time meters. This paper discusses a theoretical framework to jointly estimate the operational topology and statistics of injections in radial distribution grids under limited availability of nodal voltage measurements. In particular we show that our proposed algorithms are able to provably learn the exact grid topology and injection statistics at all unobserved nodes as long as they are not adjacent. The algorithm design is based on novel ordered trends in voltage magnitude fluctuations at node groups, that are independently of interest for radial physical flow networks. The complexity of the designed algorithms is theoretically analyzed and their performance validated using both linearized and non-linear AC power flow samples in test distribution grids.

eess.SY↗

arXiv2019

Turbulence forecasting via Neural ODE

Fluid turbulence is characterized by strong coupling across a broad range of scales. Furthermore, besides the usual local cascades, such coupling may extend to interactions that are non-local in scale-space. As such the computational demands associated with explicitly resolving the full set of scales and their interactions, as in the Direct Numerical Simulation (DNS) of the Navier-Stokes equations, in most problems of practical interest are so high that reduced modeling of scales and interactions is required before further progress can be made. While popular reduced models are typically based on phenomenological modeling of relevant turbulent processes, recent advances in machine learning techniques have energized efforts to further improve the accuracy of such reduced models. In contrast to such efforts that seek to improve an existing turbulence model, we propose a machine learning(ML) methodology that captures, de novo, underlying turbulence phenomenology without a pre-specified model form. To illustrate the approach, we consider transient modeling of the dissipation of turbulent kinetic energy, a fundamental turbulent process that is central to a wide range of turbulence models using a Neural ODE approach. After presenting details of the methodology, we show that this approach outperforms state-of-the-art approaches.

physics.comp-ph↗

arXiv2019

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

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.

cs.DS↗

arXiv2019

A New Family of Tractable Ising Models

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 along with subsets of at most three vertices into a tree. The polynomial time algorithm of the dynamic programming type for solving exact inference (partition function computation) and sampling consists of 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 an $O(N^{3/2})$ algorithm for inference and sampling of the K5-minor-free zero-field Ising models - an extension of the planar zero-field Ising models - which is neither genus- nor treewidth-bounded. Second, we demonstrate empirically an improvement in the approximation quality of the NP-hard problem of the square-grid Ising model (with non-zero field) inference.

cs.DS↗

arXiv2019

Operations- and Uncertainty-Aware Installation of FACTS Devices in a Large Transmission System

Decentralized electricity markets and more integration of renewables demand expansion of the existing transmission infrastructure to accommodate inflected variabilities in power flows. However, such expansion is severely limited in many countries because of political and environmental issues. Furthermore, high renewables integration requires additional reactive power support, which forces the transmission system operators to utilize the existing grid creatively, e.g., take advantage of new technologies, such as flexible alternating current transmission system (FACTS) devices. We formulate, analyze and solve the challenging investment planning problem of installation in an existing large-scale transmission grid multiple FACTS devices of two types (series capacitors and static VAR compensators.) We account for details of AC character of the power flows, probabilistic modeling of multiple-load scenarios, FACTS devices flexibility in terms of their adjustments within the capacity constraints, and long term practical tradeoffs between capital vs operational expenditures (CAPEX vs OPEX). It is demonstrated that proper installation of the devices allows to do both - extend or improve feasibility domain for the system and also decrease long term power generation cost (make cheaper generation available). Nonlinear, nonconvex, and multiple-scenario-aware optimization is resolved through an efficient heuristic algorithm consisting of a sequence of quadratic programmings solved by CPLEX combined with exact AC PF resolution for each scenario for maintaining feasible operational states during iterations. Efficiency and scalability of the approach is illustrated on the IEEE 30-bus model and the 2736-bus Polish model from Matpower.

math.OC↗

arXiv2019

Cloud-AC-OPF: Model Reduction Technique for Multi-Scenario Optimal Power Flow via Chance-Constrained Optimization

Many practical planning and operational applications in power systems require simultaneous consideration of a large number of operating conditions or Multi-Scenario AC-Optimal Power Flow (MS-AC-OPF) solution. However, when the number of exogenously prescribed conditions is large, solving the problem as a collection of single AC-OPFs may be time-consuming or simply intractable computationally. In this paper, we suggest a model reduction approach, coined Cloud-AC-OPF, which replaces a collection of samples by their compact representation in terms of mean and standard deviation. Instead of determining an optimal generation dispatch for each sample individually, we parametrize the generation dispatch as an affine function. The Cloud-AC-OPF is mathematically similar to a generalized Chance-Constrained AC-OPF (CC-AC-OPF) of the type recently discussed in the literature, but conceptually different as it discusses applications to long-term planning. We further propose a tractable formulation and implementation, and illustrate our construction on the example of 30-bus IEEE model.

math.OC↗