No Arabic abstract
Relevant and high-quality data are critical to successful development of machine learning applications. For machine learning applications on dynamic systems equipped with a large number of sensors, such as connected vehicles and robots, how to find relevant and high-quality data features in an efficient way is a challenging problem. In this work, we address the problem of feature selection in constrained continuous data acquisition. We propose a feedback-based dynamic feature selection algorithm that efficiently decides on the feature set for data collection from a dynamic system in a step-wise manner. We formulate the sequential feature selection procedure as a Markov Decision Process. The machine learning model performance feedback with an exploration component is used as the reward function in an $epsilon$-greedy action selection. Our evaluation shows that the proposed feedback-based feature selection algorithm has superior performance over constrained baseline methods and matching performance with unconstrained baseline methods.
Many real-world situations allow for the acquisition of additional relevant information when making an assessment with limited or uncertain data. However, traditional ML approaches either require all features to be acquired beforehand or regard part of them as missing data that cannot be acquired. In this work, we propose models that dynamically acquire new features to further improve the prediction assessment. To trade off the improvement with the cost of acquisition, we leverage an information theoretic metric, conditional mutual information, to select the most informative feature to acquire. We leverage a generative model, arbitrary conditional flow (ACFlow), to learn the arbitrary conditional distributions required for estimating the information metric. We also learn a Bayesian network to accelerate the acquisition process. Our model demonstrates superior performance over baselines evaluated in multiple settings.
Encoder-decoder-based recurrent neural network (RNN) has made significant progress in sequence-to-sequence learning tasks such as machine translation and conversational models. Recent works have shown the advantage of this type of network in dealing with various time series forecasting tasks. The present paper focuses on the problem of multi-horizon short-term load forecasting, which plays a key role in the power systems planning and operation. Leveraging the encoder-decoder RNN, we develop an attention model to select the relevant features and similar temporal information adaptively. First, input features are assigned with different weights by a feature selection attention layer, while the updated historical features are encoded by a bi-directional long short-term memory (BiLSTM) layer. Then, a decoder with hierarchical temporal attention enables a similar day selection, which re-evaluates the importance of historical information at each time step. Numerical results tested on the dataset of the global energy forecasting competition 2014 show that our proposed model significantly outperforms some existing forecasting schemes.
We consider optimization problems for (networked) systems, where we minimize a cost that includes a known time-varying function associated with the systems outputs and an unknown function of the inputs. We focus on a data-based online projected gradient algorithm where: i) the input-output map of the system is replaced by measurements of the output whenever available (thus leading to a closed-loop setup); and ii) the unknown function is learned based on functional evaluations that may occur infrequently. Accordingly, the feedback-based online algorithm operates in a regime with inexact gradient knowledge and with random updates. We show that the online algorithm generates points that are within a bounded error from the optimal solution of the problem; in particular, we provide error bounds in expectation and in high-probability, where the latter is given when the gradient error follows a sub-Weibull distribution and when missing measurements are modeled as Bernoulli random variables. We also provide results in terms of input-to-state stability in expectation and in probability. Numerical results are presented in the context of a demand response task in power systems.
The uncertainty of multiple power loads and re-newable energy generations in power systems increases the complexity of power flow analysis for decision-makers. The chance-constraint method can be applied to model the optimi-zation problems of power flow with uncertainty. This paper develops a novel solution approach for chance-constrained AC optimal power flow (CCACOPF) problem based on the da-ta-driven convexification of power flow and the fast algorithm for scenario technique (FAST). This method is computationally effective for mainly two reasons. First, the original nonconvex AC power flow constraints are approximated by a set of learn-ing-based quadratic convex ones. Second, FAST is a more ad-vanced distribution-free scenario-based solution method using far less scenarios than the conventional one, retaining a high confidence level. Eventually, the CCACOPF is converted into a computationally tractable convex optimization problem. The simulation results on IEEE test cases indicate that 1) the pro-posed solution method can excel the conventional one and ro-bust program in computational efficiency, 2) the data-driven convexification of power flow is effective in approximating original complex AC power flow.
We study constrained reinforcement learning (CRL) from a novel perspective by setting constraints directly on state density functions, rather than the value functions considered by previous works. State density has a clear physical and mathematical interpretation, and is able to express a wide variety of constraints such as resource limits and safety requirements. Density constraints can also avoid the time-consuming process of designing and tuning cost functions required by value function-based constraints to encode system specifications. We leverage the duality between density functions and Q functions to develop an effective algorithm to solve the density constrained RL problem optimally and the constrains are guaranteed to be satisfied. We prove that the proposed algorithm converges to a near-optimal solution with a bounded error even when the policy update is imperfect. We use a set of comprehensive experiments to demonstrate the advantages of our approach over state-of-the-art CRL methods, with a wide range of density constrained tasks as well as standard CRL benchmarks such as Safety-Gym.