arXiv subjects

Michael Chertkov

Publications and source records attributed to Michael Chertkov.

At least 91 records · Page 5Linked to original sources

arXiv2018

Gauged Mini-Bucket Elimination for Approximate Inference

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.

stat.ML↗

arXiv2018

A Graphical Transformation for Belief Propagation: Maximum Weight Matchings and Odd-Sized Cycles

We study the Maximum Weight Matching (MWM) problem for general graphs through the max-product Belief Propagation (BP) and related Linear Programming (LP). The BP approach provides distributed heuristics for finding the Maximum A Posteriori (MAP) assignment in a joint probability distribution represented by a Graphical Model (GM) and respective LPs can be considered as continuous relaxations of the discrete MAP problem. It was recently shown that a BP algorithm converges to the correct MWM assignment under a simple GM formulation of MAP/MWM as long as the corresponding LP relaxation is tight. First, under the motivation for forcing the tightness condition, we consider a new GM formulation of MWM, say C-GM, using non-intersecting odd-sized cycles in the graph: the new corresponding LP relaxation, say C-LP, becomes tight for more MWM instances. However, the tightness of C-LP now does not guarantee such convergence and correctness of the new BP on C-GM. To address the issue, we introduce a novel graph transformation applied to C-GM, which results in another GM formulation of MWM, and prove that the respective BP on it converges to the correct MAP/MWM assignment as long as C-LP is tight. Finally, we also show that C-LP always has half-integral solutions, which leads to an efficient BP-based MWM heuristic consisting of making sequential, `cutting plane', modifications to the underlying GM. Our experiments show that this BP-based cutting plane heuristic performs as well as that based on traditional LP solvers.

cs.DS↗

arXiv2017

Optimal structure and parameter learning of Ising models

Reconstruction of structure and parameters of an Ising model from binary samples is a problem of practical importance in a variety of disciplines, ranging from statistical physics and computational biology to image processing and machine learning. The focus of the research community shifted towards developing universal reconstruction algorithms which are both computationally efficient and require the minimal amount of expensive data. We introduce a new method, Interaction Screening, which accurately estimates the model parameters using local optimization problems. The algorithm provably achieves perfect graph structure recovery with an information-theoretically optimal number of samples, notably in the low-temperature regime which is known to be the hardest for learning. The efficacy of Interaction Screening is assessed through extensive numerical tests on synthetic Ising models of various topologies with different types of interactions, as well as on a real data produced by a D-Wave quantum computer. This study shows that the Interaction Screening method is an exact, tractable and optimal technique universally solving the inverse Ising problem.

cond-mat.stat-mech↗

arXiv2017

Online Learning of Power Transmission Dynamics

We consider the problem of reconstructing the dynamic state matrix of transmission power grids from time-stamped PMU measurements in the regime of ambient fluctuations. Using a maximum likelihood based approach, we construct a family of convex estimators that adapt to the structure of the problem depending on the available prior information. The proposed method is fully data-driven and does not assume any knowledge of system parameters. It can be implemented in near real-time and requires a small amount of data. Our learning algorithms can be used for model validation and calibration, and can also be applied to related problems of system stability, detection of forced oscillations, generation re-dispatch, as well as to the estimation of the system state.

eess.SY↗

arXiv2017

Thermal Transients in District Heating Systems

Heat fluxes in a district heating pipeline systems need to be controlled on the scale from minutes to an hour to adjust to evolving demand. There are two principal ways to control the heat flux - keep temperature fixed but adjust velocity of the carrier (typically water) or keep the velocity flow steady but then adjust temperature at the heat producing source (heat plant). We study the latter scenario, commonly used for operations in Russia and Nordic countries, and analyze dynamics of the heat front as it propagates through the system. Steady velocity flows in the district heating pipelines are typically turbulent and incompressible. Changes in the heat, on either consumption or production sides, lead to slow transients which last from tens of minutes to hours. We classify relevant physical phenomena in a single pipe, e.g. turbulent spread of the turbulent front. We then explain how to describe dynamics of temperature and heat flux evolution over a network efficiently and illustrate the network solution on a simple example involving one producer and one consumer of heat connected by "hot" and "cold" pipes. We conclude the manuscript motivating future research directions.

physics.soc-ph↗

arXiv2017

Ensemble Control of Cycling Energy Loads: Markov Decision Approach

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models previously coined linearly solvable MDPs, that describe optimal dynamics of the probability distribution of an ensemble of many cycling devices. Two principally different settings are discussed. First, we consider optimal strategy of the ensemble aggregator balancing between minimization of the cost of operations and minimization of the ensemble welfare penalty, where the latter is represented as a KL-divergence between actual and normal probability distributions of the ensemble. Then, second, we shift to the demand response setting modeling the aggregator's task to minimize the welfare penalty under the condition that the aggregated consumption matches the targeted time-varying consumption requested by the system operator. We discuss a modification of both settings aimed at encouraging or constraining the transitions between different states. The dynamic programming feature of the resulting modified MDPs is always preserved; however, `linear solvability' is lost fully or partially, depending on the type of modification. We also conducted some (limited in scope) numerical experimentation using the formulations of the first setting. We conclude by discussing future generalizations and applications.

eess.SY↗

arXiv2017

Gauging Variational Inference

Computing partition function is the most important statistical inference task arising in applications of Graphical Models (GM). Since it is computationally intractable, approximate methods have been used to resolve the issue in practice, where mean-field (MF) and belief propagation (BP) are arguably the most popular and successful approaches of a variational type. In this paper, we propose two new variational schemes, coined Gauged-MF (G-MF) and Gauged-BP (G-BP), improving MF and BP, respectively. Both provide lower bounds for the partition function by utilizing the so-called gauge transformation which modifies factors of GM while keeping the partition function invariant. Moreover, we prove that both G-MF and G-BP are exact for GMs with a single loop of a special structure, even though the bare MF and BP perform badly in this case. Our extensive experiments, on complete GMs of relatively small size and on large GM (up-to 300 variables) confirm that the newly proposed algorithms outperform and generalize MF and BP.

stat.ML↗

arXiv2017

Chance Constrained Optimal Power Flow with Primary Frequency Response

Primary frequency response is provided by synchronized generators through their speed-droop governor characteristic in response to instant frequency deviations that exceed a certain threshold, also known as the governor dead zone. This dead zone makes the speed-droop governor characteristic nonlinear and makes affine control policies that are often used for modeling the primary frequency response inaccurate. This paper presents an optimal power flow (OPF) formulation that explicitly models i) the primary frequency response constraints using a nonlinear speed-droop governor characteristic and ii) chance constraints on power outputs of conventional generators and line flows imposed by the uncertainty of renewable generation resources. The proposed chance constrained OPF (CCOPF) formulation with primary frequency response constraints is evaluated and compared to the standard CCOPF formulation on a modification of the 118-bus IEEE Reliability Test System.

math.OC↗

arXiv2017

Adiabatic approach for natural gas pipeline computations

We consider slowly evolving, i.e. ADIABATIC, operational regime within a transmission level (continental scale) natural gas pipeline system. This allows us to introduce a set of nodal equations of reduced complexity describing gas transients in injection/consumption UNBALANCED (so-called line-pack) cases. We discuss, in details, construction of the UNBALANCED ADIABATIC (UA) approximation on the basic example of a single pipe. The UA approximation is expected to play a significant "model reduction" role in solving control, optimization and planning problems relevant for flawless functioning of modern natural gas networks.

eess.SY↗

arXiv2017

Fast and Robust Determination of Power System Emergency Control Actions

This paper outlines an optimization framework for choosing fast and reliable control actions in a transmission grid emergency situation. We consider contractual load shedding and generation re-dispatch as exemplary emergency actions. To achieve computational efficiency and scalability, this novel formulation of the robust corrective action optimization is stated in terms of voltages and currents, as opposed to standard formulation in terms of power flows and voltages. The current-voltage formulation is natural for expressing voltage and thermal transmission line constraints, and its major advantage is in the linearity of the power flow equations. The complexity of the current-voltage formulation, which is mainly related to the transformation of voltages and currents into active and reactive power injections, can be largely avoided by stating the cost function directly in terms of currents and using linearized or robust estimates for load and generation constraints. The paper considers five different optimization problem formulations, including the full current-voltage formulation, as well as two convex and two linear approximation to the problem. In a case study on an illustrative case study for the IEEE RTS96 system, we demonstrate pros and cons of the different formulations based on simulations for both normal and contingency operation.

math.OC↗

arXiv2017

Topology Estimation in Bulk Power Grids: Guarantees on Exact Recovery

The topology of a power grid affects its dynamic operation and settlement in the electricity market. Real-time topology identification can enable faster control action following an emergency scenario like failure of a line. This article discusses a graphical model framework for topology estimation in bulk power grids (both loopy transmission and radial distribution) using measurements of voltage collected from the grid nodes. The graphical model for the probability distribution of nodal voltages in linear power flow models is shown to include additional edges along with the operational edges in the true grid. Our proposed estimation algorithms first learn the graphical model and subsequently extract the operational edges using either thresholding or a neighborhood counting scheme. For grid topologies containing no three-node cycles (two buses do not share a common neighbor), we prove that an exact extraction of the operational topology is theoretically guaranteed. This includes a majority of distribution grids that have radial topologies. For grids that include cycles of length three, we provide sufficient conditions that ensure existence of algorithms for exact reconstruction. In particular, for grids with constant impedance per unit length and uniform injection covariances, this observation leads to conditions on geographical placement of the buses. The performance of algorithms is demonstrated in test case simulations.

math.OC↗

arXiv2017

Methodology for Multi-stage, Operations- and Uncertainty-Aware Placement and Sizing of FACTS Devices in a Large Power Transmission System

We develop new optimization methodology for planning installation of Flexible Alternating Current Transmission System (FACTS) devices of the parallel and shunt types into large power transmission systems, which allows to delay or avoid installations of generally much more expensive power lines. Methodology takes as an input projected economic development, expressed through a paced growth of the system loads, as well as uncertainties, expressed through multiple scenarios of the growth. We price new devices according to their capacities. Installation cost contributes to the optimization objective in combination with the cost of operations integrated over time and averaged over the scenarios. The multi-stage (-time-frame) optimization aims to achieve a gradual distribution of new resources in space and time. Constraints on the investment budget, or equivalently constraint on building capacity, is introduced at each time frame. Our approach adjusts operationally not only newly installed FACTS devices but also other already existing flexible degrees of freedom. This complex optimization problem is stated using the most general AC Power Flows. Non-linear, non-convex, multiple-scenario and multi-time-frame optimization is resolved via efficient heuristics, consisting of a sequence of alternating Linear Programmings or Quadratic Programmings (depending on the generation cost) and AC-PF solution steps designed to maintain operational feasibility for all scenarios. Computational scalability and application of the newly developed approach is illustrated on the example of the 2736-nodes large Polish system. One most important advantage of the framework is that the optimal capacity of FACTS is build up gradually at each time frame in a limited number of locations, thus allowing to prepare the system better for possible congestion due to future economic and other uncertainties.

cs.CE↗

arXiv2017

Learning Exact Topology of a Loopy Power Grid from Ambient Dynamics

Estimation of the operational topology of the power grid is necessary for optimal market settlement and reliable dynamic operation of the grid. This paper presents a novel framework for topology estimation for general power grids (loopy or radial) using time-series measurements of nodal voltage phase angles that arise from the swing dynamics. Our learning framework utilizes multivariate Wiener filtering to unravel the interaction between fluctuations in voltage angles at different nodes and identifies operational edges by considering the phase response of the elements of the multivariate Wiener filter. The performance of our learning framework is demonstrated through simulations on standard IEEE test cases.

math.OC↗

arXiv2017

Graphical Models and Belief Propagation-hierarchy for Optimal Physics-Constrained Network Flows

In this manuscript we review new ideas and first results on application of the Graphical Models approach, originated from Statistical Physics, Information Theory, Computer Science and Machine Learning, to optimization problems of network flow type with additional constraints related to the physics of the flow. We illustrate the general concepts on a number of enabling examples from power system and natural gas transmission (continental scale) and distribution (district scale) systems.

eess.SY↗

arXiv2017

Ensemble of Thermostatically Controlled Loads: Statistical Physics Approach

Thermostatically Controlled Loads (TCL), e.g. air-conditioners and heaters, are by far the most wide-spread consumers of electricity. Normally the devices are calibrated to provide the so-called bang-bang control of temperature -- changing from on to off, and vice versa, depending on temperature. Aggregation of a large group of similar devices into a statistical ensemble is considered, where the devices operate following the same dynamics subject to stochastic perturbations and randomized, Poisson on/off switching policy. We analyze, using theoretical and computational tools of statistical physics, how the ensemble relaxes to a stationary distribution and establish relation between the relaxation and statistics of the probability flux, associated with devices' cycling in the mixed (discrete, switch on/off, and continuous, temperature) phase space. This allowed us to derive and analyze spectrum of the non-equilibrium (detailed balance broken) statistical system and uncover how switching policy affects oscillatory trend and speed of the relaxation. Relaxation of the ensemble is of a practical interest because it describes how the ensemble recovers from significant perturbations, e.g. forceful temporary switching off aimed at utilizing flexibility of the ensemble in providing "demand response" services relieving consumption temporarily to balance larger power grid. We discuss how the statistical analysis can guide further development of the emerging demand response technology.

eess.SY↗

arXiv2016

Interaction Screening: Efficient and Sample-Optimal Learning of Ising Models

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number of samples that is near-optimal with respect to previously established information-theoretic lower-bound. Our statistical estimator has a physical interpretation in terms of "interaction screening". The estimator is consistent and is efficiently implemented using convex optimization. We prove that with appropriate regularization, the estimator recovers the underlying graph using a number of samples that is logarithmic in the system size p and exponential in the maximum coupling-intensity and maximum node-degree.

cs.LG↗

arXiv2016

Operator Splitting Method for Simulation of Dynamic Flows in Natural Gas Pipeline Networks

We develop an operator splitting method to simulate flows of isothermal compressible natural gas over transmission pipelines. The method solves a system of nonlinear hyperbolic partial differential equations (PDEs) of hydrodynamic type for mass flow and pressure on a metric graph, where turbulent losses of momentum are modeled by phenomenological Darcy-Weisbach friction. Mass flow balance is maintained through the boundary conditions at the network nodes, where natural gas is injected or withdrawn from the system. Gas flow through the network is controlled by compressors boosting pressure at the inlet of the adjoint pipe. Our operator splitting numerical scheme is unconditionally stable and it is second order accurate in space and time. The scheme is explicit, and it is formulated to work with general networks with loops. We test the scheme over range of regimes and network configurations, also comparing its performance with performance of two other state of the art implicit schemes.

physics.comp-ph↗

arXiv2016

Learning Topology of Distribution Grids using only Terminal Node Measurements

Distribution grids include medium and low voltage lines that are involved in the delivery of electricity from substation to end-users/loads. A distribution grid is operated in a radial/tree-like structure, determined by switching on or off lines from an underling loopy graph. Due to the presence of limited real-time measurements, the critical problem of fast estimation of the radial grid structure is not straightforward. This paper presents a new learning algorithm that uses measurements only at the terminal or leaf nodes in the distribution grid to estimate its radial structure. The algorithm is based on results involving voltages of node triplets that arise due to the radial structure. The polynomial computational complexity of the algorithm is presented along with a detailed analysis of its working. The most significant contribution of the approach is that it is able to learn the structure in certain cases where available measurements are confined to only half of the nodes. This represents learning under minimum permissible observability. Performance of the proposed approach in learning structure is demonstrated by experiments on test radial distribution grids.

math.OC↗