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Register a new userSparse Bayesian Deep Learning for Dynamic System Identification
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This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification problems. First, DNNs are known to be too complex that they can easily overfit the training data. Second, the selection of the input regressors for system identification is nontrivial. Third, uncertainty quantification of the model parameters and predictions are necessary. The proposed Bayesian approach offers a principled way to alleviate the above challenges by marginal likelihood/model evidence approximation and structured group sparsity-inducing priors construction. The identification algorithm is derived as an iterative regularized optimization procedure that can be solved as efficiently as training typical DNNs. Furthermore, a practical calculation approach based on the Monte-Carlo integration method is derived to quantify the uncertainty of the parameters and predictions. The effectiveness of the proposed Bayesian approach is demonstrated on several linear and nonlinear systems identification benchmarks with achieving good and competitive simulation accuracy.
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This paper proposes a novel end-to-end deep learning framework that simultaneously identifies demand baselines and the incentive-based agent demand response model, from the net demand measurements and incentive signals. This learning framework is modularized as two modules: 1) the decision making process of a demand response participant is represented as a differentiable optimization layer, which takes the incentive signal as input and predicts users response; 2) the baseline demand forecast is represented as a standard neural network model, which takes relevant features and predicts users baseline demand. These two intermediate predictions are integrated, to form the net demand forecast. We then propose a gradient-descent approach that backpropagates the net demand forecast errors to update the weights of the agent model and the weights of baseline demand forecast, jointly. We demonstrate the effectiveness of our approach through computation experiments with synthetic demand response traces and a large-scale real world demand response dataset. Our results show that the approach accurately identifies the demand response model, even without any prior knowledge about the baseline demand.
Increasing the penetration of variable generation has a substantial effect on the operational reliability of power systems. The higher level of uncertainty that stems from this variability makes it more difficult to determine whether a given operating condition will be secure or insecure. Data-driven techniques provide a promising way to identify security rules that can be embedded in economic dispatch model to keep power system operating states secure. This paper proposes using a sparse weighted oblique decision tree to learn accurate, understandable, and embeddable security rules that are linear and can be extracted as sparse matrices using a recursive algorithm. These matrices can then be easily embedded as security constraints in power system economic dispatch calculations using the Big-M method. Tests on several large datasets with high renewable energy penetration demonstrate the effectiveness of the proposed method. In particular, the sparse weighted oblique decision tree outperforms the state-of-art weighted oblique decision tree while keeping the security rules simple. When embedded in the economic dispatch, these rules significantly increase the percentage of secure states and reduce the average solution time.
This paper focuses on learning a model of system dynamics online while satisfying safety constraints. Our objective is to avoid offline system identification or hand-specified models and allow a system to safely and autonomously estimate and adapt its own model during operation. Given streaming observations of the system state, we use Bayesian learning to obtain a distribution over the system dynamics. Specifically, we propose a new matrix variate Gaussian process (MVGP) regression approach with an efficient covariance factorization to learn the drift and input gain terms of a nonlinear control-affine system. The MVGP distribution is then used to optimize the system behavior and ensure safety with high probability, by specifying control Lyapunov function (CLF) and control barrier function (CBF) chance constraints. We show that a safe control policy can be synthesized for systems with arbitrary relative degree and probabilistic CLF-CBF constraints by solving a second order cone program (SOCP). Finally, we extend our design to a self-triggering formulation, adaptively determining the time at which a new control input needs to be applied in order to guarantee safety.
This paper presents a constrained deep adaptive dynamic programming (CDADP) algorithm to solve general nonlinear optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state constraints. Both the policy and value function are approximated by deep neural networks (NNs), which directly map the system state to action and value function respectively without needing to use hand-crafted basis function. The proposed algorithm considers the state constraints by transforming the policy improvement process to a constrained optimization problem. Meanwhile, a trust region constraint is added to prevent excessive policy update. We first linearize this constrained optimization problem locally into a quadratically-constrained quadratic programming problem, and then obtain the optimal update of policy network parameters by solving its dual problem. We also propose a series of recovery rules to update the policy in case the primal problem is infeasible. In addition, parallel learners are employed to explore different state spaces and then stabilize and accelerate the learning speed. The vehicle control problem in path-tracking task is used to demonstrate the effectiveness of this proposed method.
Mobile edge computing (MEC) is a promising technology to support mission-critical vehicular applications, such as intelligent path planning and safety applications. In this paper, a collaborative edge computing framework is developed to reduce the computing service latency and improve service reliability for vehicular networks. First, a task partition and scheduling algorithm (TPSA) is proposed to decide the workload allocation and schedule the execution order of the tasks offloaded to the edge servers given a computation offloading strategy. Second, an artificial intelligence (AI) based collaborative computing approach is developed to determine the task offloading, computing, and result delivery policy for vehicles. Specifically, the offloading and computing problem is formulated as a Markov decision process. A deep reinforcement learning technique, i.e., deep deterministic policy gradient, is adopted to find the optimal solution in a complex urban transportation network. By our approach, the service cost, which includes computing service latency and service failure penalty, can be minimized via the optimal workload assignment and server selection in collaborative computing. Simulation results show that the proposed AI-based collaborative computing approach can adapt to a highly dynamic environment with outstanding performance.
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