Machine Learning for the Grid D. Deka, S. Backhaus & M. Chertkov - - PowerPoint PPT Presentation

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Machine Learning for the Grid D. Deka, S. Backhaus & M. Chertkov - - PowerPoint PPT Presentation

Slide 1 Machine Learning for the Grid D. Deka, S. Backhaus & M. Chertkov + A. Lokhov, S. Misra, M. Vuffray and K. Dvijotham DOE/OE & LANL (Grid Science) + GMLC (1.4.9 + 2.0) UNCLASSIFIED Operated by Los Alamos National Security, LLC


slide-1
SLIDE 1

Slide 1

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for the Grid

  • D. Deka, S. Backhaus & M. Chertkov +
  • A. Lokhov, S. Misra, M. Vuffray and K. Dvijotham

DOE/OE & LANL (Grid Science) + GMLC (1.4.9 + 2.0)

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SLIDE 2

Slide 2

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

D.Deka

  • S. Backhaus
  • M. Vuffray
  • A. Lokhov
  • S. Misra
  • K. Dvijotham (Caltech)
  • M. Chertkov
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SLIDE 3

Slide 3

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

  • Intro: Overview of Challenges and Approaches
  • Technical Intro: Direct and Inverse Stochastic Problem

โ€“Machine Learning for Grid Operations

  • Machine Learning for Distribution Grid
  • Machine Learning for Transmission Grid
  • Graphical Models & New Physics=Grid Informed Learning Tools
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SLIDE 4

Slide 4

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UNCLASSIFIED

Changes in the modern Grid:

  • Penetration of Renewables
  • Storage devices
  • Loads becomes active (not controlled)

Challenges

  • Strong fluctuations/uncertainty
  • Needs real-time observability, control
  • Millions of devices, many entities

Data Analytics can improve resiliency in the Dynamic Grid

New (available) Solutions

  • Hardware:

Smart meters, PMUs, micro-PMUs

  • Software/New algorithms:

Machine Learning, IoT Vision: Design Algorithms for smart meter data to learn and control (state of the grid) Features:

  • Build upon Physics of Power flow & the

network/graph features.

  • Scalable and computationally tractable
  • Address desired (spatio-temporal) sparsity
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SLIDE 5

Slide 5

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

  • Intro: Overview of Challenges and Approaches
  • Technical Intro: Direct and Inverse Stochastic Problem

โ€“Machine Learning for Grid Operations

  • Machine Learning for Distribution Grid
  • Machine Learning for Transmission Grid
  • Graphical Models & New Physics=Grid Informed Learning Tools
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SLIDE 6

Slide 6

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UNCLASSIFIED

Grid should operate in spite of uncertainty & fluctuations

uncertainty:

  • Graph Layout (switching of lines) + other +/- variables (transformers)
  • State Estimation (consumption & production)
  • Deterministic static & dynamic models (e.g. relating s=(p,q) to v)
  • Probabilistic (statistical) models =>

fluctuations:

  • Renewable generators (wind & solar)
  • loads (especially if active = involved in Demand Response)

๐‘ก

๐‘˜ = ๐‘ค๐‘˜ ๐‘™~๐‘˜ ๐‘ค๐‘˜โˆ’๐‘ค๐‘™ ๐‘จ๐‘˜๐‘™ โˆ—

Power Flow Eqs.

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SLIDE 7

Slide 7

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UNCLASSIFIED

Direct Deterministic Problem: Power Flow (static/minutes) Given:

  • perational grid=graph, inductances/resistances
  • injections/consumptions (for example)

Compute:

  • power flows over lines
  • voltages
  • phases

๐‘ก

๐‘˜ = ๐‘ค๐‘˜ ๐‘™~๐‘˜ ๐‘ค๐‘˜โˆ’๐‘ค๐‘™ ๐‘จ๐‘˜๐‘™ โˆ—

Power Flow Eqs.

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SLIDE 8

Slide 8

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UNCLASSIFIED

Direct Stochastic Problem: Power Flow (static/minutes)

Given:

  • perational grid=graph, inductances/resistances
  • Probability distribution (statistics) of injections/consumptions (for example)
  • - samples are assumed drawn (from the probability distribution), e.g. i.i.d.

Compute statistics of:

  • power flows over lines
  • voltages
  • phases

joint & marginal probability distributions

๐‘ก

๐‘˜ = ๐‘ค๐‘˜ ๐‘™~๐‘˜ ๐‘ค๐‘˜โˆ’๐‘ค๐‘™ ๐‘จ๐‘˜๐‘™ โˆ—

Power Flow Eqs.

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SLIDE 9

Slide 9

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UNCLASSIFIED

Inverse Stochastic Problem: Power Flow (static/minutes)

Given:

  • perational grid=graph, inductances/resistances
  • snapshots/measurements of power flows, voltages, phases
  • parametrized representation for statistics of

injections/consumptions, e.g. Gaussian & white

Infer/Learn:

  • parameters for statistics of the injection/consumption
  • perational grid=graph

Sample/Predict:

  • configurations of injection/consumption

=> direct problem (compute)

๐‘ก

๐‘˜ = ๐‘ค๐‘˜ ๐‘™~๐‘˜ ๐‘ค๐‘˜โˆ’๐‘ค๐‘™ ๐‘จ๐‘˜๐‘™ โˆ—

Power Flow Eqs.

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SLIDE 10

Slide 10

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for the Grid (at least some part) = Automatic Solution of the Inverse Grid Problem(s)

Many flavors:

  • static vs dynamic
  • transmission vs distribution
  • blind (black box) vs grid/physics informed
  • samples vs moments (sufficiency)
  • principal limits (IT) vs efficient algorithms
  • ML for model reduction
  • individual devices vs ensemble learning

[focus only on some of these ``complexitiesโ€ in the talk]

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SLIDE 11

Slide 11

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

  • Intro: Overview of Challenges and Approaches
  • Technical Intro: Direct and Inverse Stochastic Problem

โ€“Machine Learning for Grid Operations

  • Machine Learning for Distribution Grid
  • Machine Learning for Transmission Grid
  • Graphical Models & New Physics=Grid Informed Learning Tools
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SLIDE 12

Slide 12

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for Distribution Grid

Learn

  • Switch statuses
  • Load statistics, line impedances

Challenges

  • Nodal Measurements (voltages)
  • Missing Nodes
  • Information limited to households

Substation Load Nodes

Key Ideas

  • Operated Radial structure
  • Linear-Coupled power flow model
  • Graph Learning tricks
  • D. Deka, S. Backhaus, MC

arxiv:1502.07820, 1501.04131, +

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Slide 13

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for Distribution Grid

Linear-Coupled power flow model: equivalent to LinDistFlow (Baran-Wu)

  • D. Deka, S. Backhaus, MC

arxiv:1502.07820, 1501.04131, +

reduced Incidence matrix reduced Laplacian matrix

b a c d

Slack Bus

Inverse Matrices are computable explicitly on trees

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SLIDE 14

Slide 14

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UNCLASSIFIED

Machine Learning for Distribution Grid

Key Idea:

  • Use variance of voltage diff. as edge weights
  • Minimal value outputs the nearest neighbor
  • D. Deka, S. Backhaus, MC

arxiv:1502.07820, 1501.04131, + ๐‘‘ ๐‘ a ๐‘ ๐‘‘ ๐‘ ๐‘ ๐‘‘ ๐‘

Learning Algorithm:

  • Min spanning tree with variance of

voltage diff. as edge weights ๏ƒผ No other information needed ๏ƒผ Low Complexity: ๏ƒผ Can learn covariance of fluctuating loads

๐‘‘ ๐‘ a

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SLIDE 15

Slide 15

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for Distribution Grid

Learning with missing nodes:

  • Missing nodes separated by 2 or more hops
  • D. Deka, S. Backhaus, MC

arxiv:1502.07820, 1501.04131, +

Learning Algorithm:

  • Min spanning tree with available

nodes

๐‘ ๐‘ ๐‘š ๐‘ ๐‘

  • Starting from leaf, check missing node

๐‘ ๐‘‘ ๐‘ ๐‘ ๐‘ ๐‘‘ ๐‘ ๐‘ ๐‘‘

Leaf Intermediate

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SLIDE 16

Slide 16

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for Distribution Grid

Learning with missing nodes & reduced information:

  • Missing nodes separated by 2 or more hops
  • Model reduction, ensemble (sampling distributions)
  • D. Deka, S. Backhaus, MC

arxiv:1502.07820, 1501.04131, +

Extensions:

๏ƒผ Learn using end-node (household) data accounting for ๏ƒผ mix of active (with control) & passive ๏ƒผ dynamics of loads/motors and inverters ๏ƒผ emergencies, e.g. FIDVR ๏ƒผ Learn 3 phase unbalanced networks ๏ƒผ Learn loopy grid graph ๏ƒผ cities (Manhattan) ๏ƒผ rich exogenous correlations (loops representing non-grid knowledge)

๏ƒผ Coupling to other physical infrastructures

  • gas/water distribution
  • thermal heating

e.g. extending the learning methodology to the more general ``physical flowโ€ networks

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UNCLASSIFIED

Recently Awarded GMLC: Topic 1.4.9 Integrated Multi Scale Data Analytics and Machine Learning for the Grid PIs: Emma Stewart (LBNL) Michael Chertkov (LANL) NL involved: LBNL,LANL, SNL, ORNL, LLNL, NREL, ANL

  • Platform
  • review
  • development,
  • data collection
  • ML and Data Analytics for Visibility
  • ML and Data Analytics for Resilience
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Slide 18

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UNCLASSIFIED

Integrating Distrib.-Level (stochastic) Loads in Frequency Control

Idea: Use distribution level Demand Response (DR), specifically ensemble of

Thermostatically Control Loads (TCL), to balance SO signal through Aggregator (A)

  • Thousands of TCLs are aggregated
  • SO->Aggregator (A)->TCLs [top-> bottom]
  • Aggregator is seen (from above) as a โ€œvirtual GENโ€

Goal of the study to answer the principal question:

  • Can A follow the SOโ€™s real-time signal as an actual GEN?
  • โ€ฆ and do it under โ€œsocial welfareโ€ conditions [our novel approach]:

TCLs are controlled by the aggregator in a least intrusive way

  • broadcast of a few control signals

(switching [stochastic] rates, temperature band)

  • probability distribution (PD) over states (temperature, +/-)

is the control variable

Tens of Secs-Mins-to-Hours Gigawatts Virtual generator =Aggregator output SO request & Actual

Results & Work in Progress:

  • Builds on theory & simulation experience from

Nonequilibrium StatMech & Control

  • Stochastic/PDE/spectral methods for analysis of

the PD (โ€œdrivenโ€ Fokker-Planck) were developed and cross-validated

  • Ensemble Control Scheme (โ€œsecond

quantizationโ€= Bellman-Hamilton-Jacobi approach for PD) is formulated โ€ฆ testing.

Aggregator

State Estimation (PD) Broadcast control decisions to TCLs SO signal

Cooling Heating ON / OFF

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Slide 19

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Fault-Induced Delayed Voltage Recovery

Challenges:

  • Describe FIDVR quantitatively
  • Learn to detect it fast
  • Predict if a developing event will or

will not lead to recovery? Cascade?

  • Develop minimal preventive

emergency controls

Hysteretic behavior/stalling

Results:

  • Reduced PDE model was developed
  • Distributed Hysteretic behavior was

described

  • Effects of disorder and stochasticity

were analyzed

  • Effect of cascading from one feeder to

another and possibly further to transm. was investigated Work in progress:

  • Effects of other devices (controlled or not)
  • Preventive/emergency control
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SLIDE 20

Slide 20

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Optimal Distributed Control of Reactive Power via ADMM

Challenges:

  • Develop algorithm to control voltage and losses in distribution
  • Do it using/exploring new degree of freedom

= reactive capabilities of inverters Results:

  • The developed control (based on the LinDistFlow

representation of the Power Flows in distribution is

  • Distributed (local measurements

+ communications with neighbors)

  • Efficient = implemented via powerful ADMM)

(Alternative Direction Method of Multipliers Power Flow Equations = Losses Validated on realistic distribution circuits performance local vs global

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UNCLASSIFIED

Resilient Distribution Systems (Bent, Backhaus, Yamangil, Nagarajan)

Goal: Withstand the initial impact of large- scale disruptions

Develop tools, methodologies, and algorithms to enable the design of resilient distribution systems, using

  • Asset hardening
  • System expansion by adding new:
  • Lines/circuit segments
  • Switching
  • Microgrid facilities
  • Microgrid generation capacity
  • Binary decisions, mixed-integer programming

problem

Algorithm Model Relaxations

Observations

  • Rural networks require larger resilience

budgets/MW served.

  • Microgrids favored over

hardened lines

  • Urban budget is insensitive to critical

load requirements

  • Minimal hardening of lines

achieves resilience goals

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SLIDE 22

Slide 22

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

  • Intro: Overview of Challenges and Approaches
  • Technical Intro: Direct and Inverse Stochastic Problem

โ€“Machine Learning for Grid Operations

  • Machine Learning for Distribution Grid
  • Machine Learning for Transmission Grid
  • Graphical Models & New Physics=Grid Informed Learning Tools
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SLIDE 23

Slide 23

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Key Ideas

  • Temporal scale separation:

slow (tens of mins) vs fast (tens of secs)

  • Learning stochastic ODEs โ€“ generalized

stochastic swing equations

  • Spatial aggregation โ€“ incorporating PDEs
  • Green function approach (extending

Backhaus & Liu 2011 beyond detailed balance)

Machine Learning for the Transmission Grid: Ambient Stage

Learn

  • Inertia, damping for generators
  • Key parameters for (aggregated) loads (state

estimation)

  • Statistics of spatio-temporal fluctuations

(statistical state estimation)

  • Critical wave-modes (speed of propagation,

damping) Challenges

  • Limited measurements
  • Incorporating PMU with SCADA
  • On-line requirements,

e.g. need linear scaling algorithms

  • D. Deka, S. Backhaus, MC +

work in progress

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Slide 24

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Key Ideas

  • Modeling: electro-mechanical waves over

1d+ and/or 2d aggregated media, forerunner (shortest path), interference pattern

Machine Learning for the Transmission Grid: Detection & Mitigation of Frequency Events

Learn

  • Detect, localize & size frequency events

in almost real time, utilizing ambient state estimation Challenges

  • Spatio-temporaly optimal, fast measurements
  • Have a fast predictive power โ€“ is an extra

control needed? when? where?

  • D. Deka, S. Backhaus, MC +

work in progress

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SLIDE 25

Slide 25

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Machine Learning for the Transmission Grid: Industry-grade Implementation

Goal:

  • Develop data aided architecture
  • Database of past events
  • Combine PMU with SCADA + (aggregated) uPMU

๏ƒผ Grid-informed ML Analysis (just discussed) and New Tools (advanced visualization, events detection) ๏ƒผ Validation against and developing industry standards

  • Principal Component Analysis
  • Existing software (PPMV, FRAT)

๏ƒผ Optimal sizing/sampling of PMUs

GMLC 2.0 proposal in collaboration with LBNL, PNNL, Columbia U

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SLIDE 26

Slide 26

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

  • Intro: Overview of Challenges and Approaches
  • Technical Intro: Direct and Inverse Stochastic Problem

โ€“Machine Learning for Grid Operations

  • Machine Learning for Distribution Grid
  • Machine Learning for Transmission Grid
  • Graphical Models & New Physics/Grid Informed ML-tools
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SLIDE 27

Slide 27

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

01/18-22/16

cnls.lanl.gov/machinelearning

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SLIDE 28

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Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Graphical Models for Power Systems (and beyond)

j k l

3-bus Power System v-voltage s-(apparent) power

Universal formulations for all statistical objects of Interest:

  • Marginal Probability of voltage at a node - P(๐‘ค๐‘˜)=

๐‘„(๐‘ฆ)

๐‘ฆ\๐‘ค๐‘˜

  • Most probable load/wind at a node [instanton]

keeping voltages within a domain - ๐‘๐‘ ๐‘•๐‘›๐‘๐‘ฆ๐‘ก๐‘˜ ๐‘ฆ\ ๐‘ก๐‘˜ ๐‘„(๐‘ฆ)๐‘ค โˆˆ๐ธ๐‘๐‘›๐‘ค

  • Stochastic Optimum Power Flows (CC-, robust-) + dynamic (multi-stage) + planning ++
  • Allows to incorporate multiple โ€œcomplicationsโ€
  • Any deterministic constraints (limits, inequalities), e.g. expressing feasibility
  • Any mixed (discrete/continuous) variables, e.g. switching

e.g. opens it up for new Machine Learning + solutions P(x)~ ๐‘”

๐‘ ๐‘ฆ๐‘ ๐‘

๐‘ฆ๐‘˜ ๐‘”

๐‘˜๐‘™

๐‘ฆ๐‘˜โ†’๐‘™ ๐‘”

๐‘˜

joint probability distribution auxiliary graph

๐‘ฆ๐‘˜= ๐‘ค๐‘˜, ๐‘ก

๐‘˜ ๐‘ฆ๐‘˜โ†’๐‘™ = ๐‘ค๐‘˜โ†’๐‘™, ๐‘ก ๐‘˜โ†’๐‘™

aโˆˆ ๐‘˜, ๐‘™, ๐‘š, ๐‘˜ โ†’ ๐‘™, ๐‘™ โ†’ ๐‘˜, ๐‘™ โ†’ ๐‘š, ๐‘š โ†’ ๐‘™, ๐‘˜ โ†’ ๐‘š, ๐‘š โ†’ ๐‘˜ ๐‘”

๐‘˜ ๐‘ฆ๐‘˜, ๐‘ฆ๐‘˜โ†’๐‘™, ๐‘ฆ๐‘˜โ†’๐‘š

= ๐ฝ ๐‘ก

๐‘˜, ๐‘ก ๐‘˜โ†’๐‘™ + ๐‘ก ๐‘˜โ†’๐‘š โˆ— ๐ฝ ๐‘ค๐‘˜, ๐‘ค๐‘˜โ†’๐‘™, ๐‘ค๐‘˜โ†’๐‘š *Prob(๐‘ก ๐‘˜)

๐‘”

๐‘˜๐‘™ ๐‘ฆ๐‘˜โ†’๐‘™, ๐‘ฆ๐‘™โ†’๐‘˜ = ๐ฝ ๐‘ก ๐‘˜โ†’๐‘™, ๐‘ค๐‘˜โ†’๐‘™ ๐‘ค๐‘˜โ†’๐‘™โˆ’๐‘ค๐‘™โ†’๐‘˜ ๐‘จ๐‘˜๐‘™ โˆ—

โˆ— ๐ฝ ๐‘ก๐‘™โ†’๐‘˜, ๐‘ค๐‘™โ†’๐‘˜

๐‘ค๐‘™โ†’๐‘˜โˆ’๐‘ค๐‘˜โ†’๐‘™ ๐‘จ๐‘˜๐‘™ โˆ—

power flows

exogenous nodal statistics

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SLIDE 29

Slide 29

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

P(x)~ ๐‘”

๐‘ ๐‘ฆ๐‘ ๐‘

๐‘ฆ๐‘˜ ๐‘”

๐‘˜๐‘™

๐‘ฆ๐‘˜โ†’๐‘™ ๐‘”

๐‘˜

joint probability distribution auxiliary graph

  • Direct Problem โ€“ Statistical Inference

(marginal, partition function, ML)

  • Inverse Problem โ€“ Learning

(graphs & factors) from samples

Complexity of Learning: Easy vs Hard

  • Statistical Inference (direct problem) is difficult
  • Is learning (inverse problem)hard?
  • Traditional Approach: Sufficient Statistics =>

Estimate Correlations from samples

  • Sample & Computational Complexity are

(generally) exponential

  • New Story (2015) โ€“ Donโ€™t follow the sufficient statistics path
  • Focus on Sample and Computational Complexity of finite GM Learning
  • Provably efficient โ€œlocalโ€ optimization schemes (binary, pair-wise GM)
  • based on ``conditioningโ€ to vicinity of a local variable

[Bressler 2015]

  • based on ``screeningโ€ interaction through an accurate choice
  • f the optimization cost [M. Vuffray, A. Lokhov, S. Misra, MC 2016]
  • generalizable โ€“ applies directly to an arbitrary GM
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SLIDE 30

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Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

Summary & Path Forward

  • ML for distribution โ€“ PF-aware spanning tree algorithm to learn structure

(forest) and correlations of loads

  • ML for transmission โ€“ two-state on-line learning โ€“ ambient + emergency

[learning parameters of ODEs, model reduction, waves]

  • Graphical Models โ€“ proper language for variety of stochastic grid

problems, e.g. related to learning.

โ€“ Recent progress in GM learning -light, distributed, provably exact schemes โ€“ applies naturally to the grid-specific (and other physical network-specific) ML problems. โ€“ New relaxation ideas based on adaptive Linear Programming โ€“ Generalized Belief Propagation schemes โ€“ complementary to ``standardโ€ relaxations for OPF & related

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Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

D.Deka

  • S. Backhaus
  • M. Vuffray
  • A. Lokhov
  • S. Misra
  • M. Chertkov
  • R. Bent
  • A. Zlotnik
  • H. Nagarajan
  • E. Yamangil

LANL Grid Science Team

  • C. Coffrin
  • C. Borraz-Sanchez
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UNCLASSIFIED

The Ising Model Learning Problem

๐œ1 ๐œ2 ๐œ3 ๐œ4 ๐œ5 ๐œ1 ๐œ2 ๐œ3 ๐œ4 ๐œ5

๐œ1

(1), โ€ฆ , ๐œ๐‘‚ (1)

๐œ1

(๐‘), โ€ฆ , ๐œ๐‘‚ (๐‘)

โ‹ฎ โ‹ฎ Reconstruct graph and couplings with high probability Generate ๐‘ i.i.d. samples

  • f binary sequences

๐œˆ ๐œ1, โ€ฆ , ๐œ๐‘‚ โˆ exp ๐พ๐‘—๐‘˜๐œ๐‘—๐œ

๐‘˜ ๐‘—,๐‘˜ โˆˆ๐น

Back to main presentation

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SLIDE 33

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UNCLASSIFIED

Learning is Easy in Theory & Practice

Complexity: exp

๐‘“๐‘‘1๐‘’๐พ๐‘›๐‘๐‘ฆ ๐พ๐‘›๐‘—๐‘œ

๐‘‘1

๐‘‚2 log ๐‘‚ Samples Required: exp

๐‘“๐‘‘1๐‘’๐พ๐‘›๐‘๐‘ฆ ๐พ๐‘›๐‘—๐‘œ

๐‘‘1

log ๐‘‚ Number of variables: ๐‘‚ Number of samples: ๐‘ Maximum node degree: ๐‘’ Coupling intensity: ๐พ๐‘›๐‘—๐‘œ โ‰ค ๐พ๐‘—๐‘˜ โ‰ค ๐พ๐‘›๐‘๐‘ฆ Complexity:

๐‘“8๐‘’๐พ๐‘›๐‘๐‘ฆ ๐พ๐‘›๐‘—๐‘œ

2

๐‘‚3 log ๐‘‚ Samples Required:

๐‘“8๐‘’๐พ๐‘›๐‘๐‘ฆ ๐พ๐‘›๐‘—๐‘œ

2

log ๐‘‚

Bresler (2015) Structure Learning Vuffray et al. (2016) Structure + Parameter Learning

We develop new model estimators: (Regularized) Interaction Screening Estimators They are consistent estimators for all graphical models (Continuous variables, general interactions, etcโ€ฆ) Provably optimal on arbitrary Ising Models, distributed

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slide-34
SLIDE 34

Slide 34

Operated by Los Alamos National Security, LLC for the U.S. Department of Energy's NNSA

UNCLASSIFIED

The Screening Estimator(s)

๐พ ๐‘ฃ

๐‘ = argmin ๐œ„ ๐‘” ๐‘ฃ ๐‘ ๐œ„ + ๐œ‡๐‘‚,๐‘ ๐œ„ 1

๐พ ๐‘ฃ = argmin

๐œ„ ๐‘” ๐‘ฃ ๐œ„

๐‘”

๐‘ฃ ๐œ„ = exp โˆ’๐œ„ ๐‘˜๐‘ฃ๐œ ๐‘˜๐œ๐‘ฃ ๐‘˜โ‰ ๐‘ฃ

๐‘”

๐‘ฃ ๐‘ ๐œ„ = 1

๐‘ exp โˆ’๐œ„

๐‘˜๐‘ฃ๐œ ๐‘˜ (๐‘™)๐œ ๐‘˜ (๐‘™) ๐‘˜โ‰ ๐‘ฃ ๐‘™=1,โ€ฆ,๐‘

Number of samples: โˆž Number of samples: ๐‘ Regularizer reduces # of samples required: ๐‘ƒ ๐‘‚ ln ๐‘‚ โŸถ ๐‘ƒ ln ๐‘‚

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