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Register a new userLearning and Optimization with Bayesian Hybrid Models
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Added by
Alexander Dowling
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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Bayesian hybrid models fuse physics-based insights with machine learning constructs to correct for systematic bias. In this paper, we compare Bayesian hybrid models against physics-based glass-box and Gaussian process black-box surrogate models. We consider ballistic firing as an illustrative case study for a Bayesian decision-making workflow. First, Bayesian calibration is performed to estimate model parameters. We then use the posterior distribution from Bayesian analysis to compute optimal firing conditions to hit a target via a single-stage stochastic program. The case study demonstrates the ability of Bayesian hybrid models to overcome systematic bias from missing physics with less data than the pure machine learning approach. Ultimately, we argue Bayesian hybrid models are an emerging paradigm for data-informed decision-making under parametric and epistemic uncertainty.
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With the increasing adoption of Automatic Vehicle Location (AVL) and Automatic Passenger Count (APC) technologies by transit agencies, a massive amount of time-stamped and location-based passenger boarding and alighting count data can be collected on a continuous basis. The availability of such large-scale transit data offers new opportunities to produce estimates for Origin-Destination (O-D) flows, helping inform transportation planning and transit management. However, the state-of-the-art methodologies for AVL/APC data analysis mostly tackle the O-D flow estimation problem within routes and barely infer the transfer activities across the entire transit network. This paper proposes three optimization models to identify transfers and approximate network-level O-D flows by minimizing the deviations between estimated and observed proportions or counts of transferring passengers: A Quadratic Integer Program (QIP), a feasible rounding procedure for the Quadratic Convex Programming (QCP) relaxation of the QIP, and an Integer Program (IP). The inputs of the models are readily available by applying the various route-level flow estimation algorithms to the automatically collected AVL/APC data and the output of the models is a network O-D estimation at varying geographical resolutions. The optimization models were evaluated on a case study for Ann Arbor-Ypsilanti area in Michigan. The IP model outperforms the QCP approach in terms of accuracy and remains tractable from an efficiency standpoint, contrary to the QIP. Its estimated O-D matrix achieves an R-Squared metric of 95.57% at the Traffic Analysis Zone level and 92.39% at the stop level, compared to the ground-truth estimates inferred from the state-of-practice trip-chaining methods.
The wake effect is one of the leading causes of energy losses in offshore wind farms (WFs). Both turbine placement and cooperative control can influence the wake interactions inside the WF and thus the overall WF power production. Traditionally, greedy control strategy is assumed in the layout design phase. To exploit the potential synergy between the WF layout and control so that a system-level optimal layout can be obtained with the greatest energy yields, the layout optimization should be performed with cooperative control considerations. For this purpose, a novel two-stage WF layout optimization model is developed in this paper. Cooperative WF control of both turbine yaw and axis-induction are considered. However, the integration of WF control makes the layout optimization much more complicated and results in a large-scale nonconvex problem, hindering the application of current layout optimization methods. To increase the computational efficiency, we leverage the hierarchy and decomposability of the joint optimization problem and design a decomposition-based hybrid method (DBHM). Case studies are carried out on different WFs. It is shown that WF layouts with higher energy yields can be obtained by the proposed joint optimization compared to traditional separate layout optimization. Moreover, the computational advantages of the proposed DBHM on the considered joint layout optimization problem are also demonstrated.
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the individuals preferences, which are unknown, subject to time-varying constraints that capture physical or operational limits of the network. To this end, the paper develops a distributed online optimization algorithm with concurrent learning of the cost functions. The cost functions are learned on-the-fly based on the users feedback (provided at irregular intervals) by leveraging tools from shape-constrained Gaussian Processes. The online algorithm is based on a primal-dual method, and acts effectively in a closed-loop fashion where: i) users feedback is utilized to estimate the cost, and ii) measurements from the network are utilized in the algorithmic steps to bypass the need for sensing of (unknown) exogenous inputs of the network. The performance of the algorithm is analyzed in terms of dynamic network regret and constraint violation. Numerical examples are presented in the context of real-time optimization of distributed energy resources.
A collection of optimization problems central to power system operation requires distributed solution architectures to avoid the need for aggregation of all information at a central location. In this paper, we study distributed dual subgradient methods to solve three such optimization problems. Namely, these are tie-line scheduling in multi-area power systems, coordination of distributed energy resources in radial distribution networks, and joint dispatch of transmission and distribution assets. With suitable relaxations or approximations of the power flow equations, all three problems can be reduced to a multi-agent constrained convex optimization problem. We utilize a constant step-size dual subgradient method with averaging on these problems. For this algorithm, we provide a convergence guarantee that is shown to be order-optimal. We illustrate its application on the grid optimization problems.
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.
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