Explore some of the papers published by people on the Invenia Labs team.
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Reduction of the Optimal Power Flow Problem through Meta-Optimization
We introduce a method for solving Optimal Power Flow (OPF) using meta-optimization, which can substantially reduce solution times. A pre-trained classifier that predicts the binding constraints of the system is used to generate an initial reduced OPF problem, defined by removing the predicted non-binding constraints. Through an iterative procedure, this initial set of constraints is then ex- tended by those constraints that are violated but not represented in the reduced OPF, guaranteeing an optimal solution of the original OPF problem with the full set of constraints. The classifier is trained using a meta-loss objective, defined by the computational cost of the series of reduced OPF problems.
Poster
https://www.climatechange.ai/CameraReadySubmissions2-119/44/CameraReadySubmission/NeurIPS2019_workshop.pdf
Alex Robson, Mahdi Jamei, Cozmin Ududec, and Letif Mones
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GP-ALPS: Automatic Latent Process Selection for Multi-Output Gaussian Process Models
A simple and widely adopted approach to extend Gaussian processes (GPs) to multiple outputs is to model each output as a linear combination of a collection of shared, unobserved latent GPs. An issue with this approach is choosing the number of latent processes and their kernels. These choices are typically done manually, which can be time consuming and prone to human biases. We propose Gaussian Process Automatic Latent Process Selection (GP-ALPS), which automatically chooses the latent processes by turning off those that do not meaningfully contribute to explaining the data. We develop a variational inference scheme, assess the quality of the variational posterior by comparing it against the gold standard MCMC, and demonstrate the suitability of GP-ALPS in a set of preliminary exp
AABI_Poster
https://arxiv.org/abs/1911.01929
Pavel Berkovich, Eric Perim, Wessel Bruinsma
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Learning an Optimally Reduced Formulation of OPF through Meta-optimization
https://arxiv.org/abs/1911.06784
Alex Robson, Mahdi Jamei, Cozmin Ududec, and Letif Mones
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Meta-Optimization of Optimal Power Flow
The planning and operation of electricity grids is carried out by solving various forms of con- strained optimization problems. With the increasing variability of system conditions due to the integration of renewable and other distributed energy resources, such optimization problems are growing in complexity and need to be repeated daily, often limited to a 5 minute solve-time. To address this, we propose a meta-optimizer that is used to initialize interior-point solvers. This can significantly reduce the number of iterations to converge to optimality.
Poster
https://www.climatechange.ai/CameraReady/43/CameraReadySubmission/icml_invenia_cameraready.pdf
Mahdi Jamei, Letif Mones, Alex Robson, Lyndon White, James Requeima, Cozmin Ududec
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Memristive networks: From graph theory to statistical physics
This paper is an introduction to a very specific toy model of memristive networks, for which an exact differential equation for the internal memory which contains the Kirchhoff laws is known. In particular, we highlight how the circuit topology enters the dynamics via an analysis of directed graph. We try to highlight in particular the connection between the asymptotic states of memristors and the Ising model, and the relation to the dynamics and statics of disordered systems.
http://iopscience.iop.org/article/10.1209/0295-5075/125/10001/pdf
A. Zegarac and F. Caravelli
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Business models design space for electricity storage systems: Case study of the Netherlands
Because of weather uncertainty and dynamics, power generation from some renewable energy technologies is variable. Electricity storage is recognized as a solution to better integrate variable renewable generation into the electricity system. Despite considerable growth in the research on the electricity storage, implementation of electricity storage systems (ESS) is globally negligible because of technical, institutional, and business model challenges. We use literature review and data analysis to provide a conceptual framework and a design space for ESS business models in the case of Dutch electricity sector by taking technological, institutional, and business model considerations into account. We provide a map of single-application business models for ESS in the Netherlands which can be used as a basis for making ESS application portfolios and evaluating ESS business models in other parts of the world as well. Furthermore, this research can be used to inform models that explore the evolution of ESS.
https://www.sciencedirect.com/science/article/pii/S2352152X18301609?viaihub
S.A.R. Mir Mohammadi Kooshknow, C.B. Davis
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The Gaussian Process Autoregressive Regression Model (GPAR)
Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have limited representational power. We present the Gaussian Process Autoregressive Regression (GPAR) model, a scalable multi-output GP model that is able to capture nonlinear, possibly input-varying, dependencies between outputs in a simple and tractable way: the product rule is used to decompose the joint distribution over the outputs into a set of conditionals, each of which is modelled by a standard GP. GPAR’s efficacy is demonstrated on a variety of synthetic and real-world problems, outperforming existing GP models and achieving state-of-the-art performance on the tasks with existing benchmarks.
http://wordpress.invenia.ca/wp-content/uploads/The-Gaussian-Process-Autoregressive-Regression-Model-GPAR.pdf
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Learning Causally-Generated Stationary Time Series
We present the Causal Gaussian Process Convolution Model (CGPCM), a doubly nonparametric model for causal, spectrally complex dynamical phenomena. The CGPCM is a generative model in which white noise is passed through a causal, nonparametric-window moving-average filter, a construction that we show to be equivalent to a Gaussian process with a nonparametric kernel that is biased towards causally-generated signals. We develop enhanced variational inference and learning schemes for the CGPCM and its previous acausal variant, the GPCM (Tobar et al., 2015b), that significantly improve statistical accuracy. These modelling and inferential contributions are demonstrated on a range of synthetic and real-world signals.
http://wordpress.invenia.ca/wp-content/uploads/Learning-Causally-Generated-Stationary-Time-Series.pdf
Wessel Bruinsma, Richard E. Turner
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Correlations and Clustering in Wholesale Electricity Markets
We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and introduce a type of correlation function based on event synchronization for spiky time series, and another based on string correlations of location names provided by the markets. This allows us to reconstruct aspects of the locational structure of the grid.
http://wordpress.invenia.ca/wp-content/uploads/Correlations-and-Clustering-in-Wholesale-Electricity-Markets.pdf
Tianyu Cui, Francesco Caravelli, Cozmin Ududec
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The mise en scène of memristive networks: effective memory, dynamics and learning
We discuss the properties of the dynamics of purely memristive circuits. In particular, we show that the amount of memory in a memristive circuit is constrained by the conservation laws of the circuit, and that the dynamics preserves the symmetry by means of a projection on this subspace. We obtain these results both for current and voltage controlled linear memristors. Moreover, we discuss the symmetries of the dynamics which are due to the circuit cohomology, and study the weak and strong non-linear regimes.
https://arxiv.org/abs/1611.02104
Francesco Caravelli
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The complex dynamics of memristive circuits: analytical results and universal slow relaxation
Networks with memristive elements (resistors with memory) are being explored for a variety of applications ranging from unconventional computing to models of the brain. However, analytical results that highlight the role of the graph connectivity on the memory dynamics are still a few, thus limiting our understanding of these important dynamical systems. In this paper, we derive an exact matrix equation of motion that takes into account all the network constraints of a purely memristive circuit, and we employ it to derive analytical results regarding its relaxation properties. We are able to describe the memory evolution in terms of orthogonal projection operators onto the subspace of fundamental loop space of the underlying circuit. This orthogonal projection explicitly reveals the coupling between the spatial and temporal sectors of the memristive circuits and compactly describes the circuit topology. For the case of disordered graphs, we are able to explain the emergence of a power law relaxation as a superposition of exponential relaxation times with a broad range of scales using random matrices. This power law is also {\it universal}, namely independent of the topology of the underlying graph but dependent only on the density of loops. In the case of circuits subject to alternating voltage instead, we are able to obtain an approximate solution of the dynamics, which is tested against a specific network topology. These result suggest a much richer dynamics of memristive networks than previously considered.
https://arxiv.org/abs/1608.08651
Francesco Caravelli, Fabio Lorenzo Traversa, Massimiliano Di Ventra
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Trajectories entropy in dynamical graphs with memory
In this paper we investigate the application of non-local graph entropy to evolving and dynamical graphs. The measure is based upon the notion of Markov diffusion on a graph, and relies on the entropy applied to trajectories originating at a specific node. In particular, we study the model of reinforcement-decay graph dynamics, which leads to scale free graphs. We find that the node entropy characterizes the structure of the network in the two parameter phase-space describing the dynamical evolution of the weighted graph. We then apply an adapted version of the entropy measure to purely memristive circuits. We provide evidence that meanwhile in the case of DC voltage the entropy based on the forward probability is enough to characterize the graph properties, in the case of AC voltage generators one needs to consider both forward and backward based transition probabilities. We provide also evidence that the entropy highlights the self-organizing properties of memristive circuits, which re-organizes itself to satisfy the symmetries of the underlying graph.
http://arxiv.org/abs/1511.07135
Francesco Caravelli
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Conformity Driven Agents Support Ordered Phases in the Spatial Public Goods Game
We investigate the spatial Public Goods Game in the presence of conformity-driven agents on a bi-dimensional lattice with periodic boundary conditions. The present setting usually considers fitness-driven agents, i.e., agents that tend to imitate the strategy of their fittest neighbors. Here, fitness is a general property usually adopted to quantify the extent to which individuals are able to succeed, or at least to survive, in a competitive environment. However, when social systems are considered, the evolution of a population might be affected also by social behaviors as conformity, stubbornness, altruism, and selfishness. Although the term evolution can assume different meanings depending on the considered domain, here it corresponds to the set of processes that lead a system towards an equilibrium or a steady-state. In doing so, we use two types of strategy update rules: fitness-driven and conformity-driven. We map fitness to the agents' payoff so that richer agents are those most imitated by fitness-driven agents, while conformity-driven agents tend to imitate the strategy assumed by the majority of their neighbors. Numerical simulations aim to identify critical phenomena, on varying the amount of the relative density of conformity-driven agents in the population, and to study the nature of related equilibria. Remarkably, we find that conformity fosters ordered phases and may also lead to bistable behaviors.
http://arxiv.org/abs/1602.01808
Marco Alberto Javarone, Alberto Antonioni, Francesco Caravelli
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Optimal growth trajectories with finite carrying capacity
We investigate the spatial Public Goods Game in the presence of conformity-driven agents on a bi-dimensional lattice with periodic boundary conditions. The present setting usually considers fitness-driven agents, i.e., agents that tend to imitate the strategy of their fittest neighbors. Here, fitness is a general property usually adopted to quantify the extent to which individuals are able to succeed, or at least to survive, in a competitive environment. However, when social systems are considered, the evolution of a population might be affected also by social behaviors as conformity, stubbornness, altruism, and selfishness. Although the term evolution can assume different meanings depending on the considered domain, here it corresponds to the set of processes that lead a system towards an equilibrium or a steady-state. In doing so, we use two types of strategy update rules: fitness-driven and conformity-driven. We map fitness to the agents' payoff so that richer agents are those most imitated by fitness-driven agents, while conformity-driven agents tend to imitate the strategy assumed by the majority of their neighbors. Numerical simulations aim to identify critical phenomena, on varying the amount of the relative density of conformity-driven agents in the population, and to study the nature of related equilibria. Remarkably, we find that conformity fosters ordered phases and may also lead to bistable behaviors.
http://arxiv.org/abs/1602.01808
Marco Alberto Javarone, Alberto Antonioni, Francesco Caravelli
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Neurogenesis Paradoxically Decreases Both Pattern Separation and Memory Interference
The hippocampus has been the focus of memory research for decades. While the functional role of this structure is not fully understood, it is widely recognized as being vital for rapid yet accurate encoding and retrieval of associative memories. Since the discovery of adult hippocampal neurogenesis in the dentate gyrus by Altman and Das in the 1960's, many theories and models have been put forward to explain the functional role it plays in learning and memory. These models postulate different ways in which new neurons are introduced into the dentate gyrus and their functional importance for learning and memory. Few if any previous models have incorporated the unique properties of young adult-born dentate granule cells and the developmental trajectory. In this paper, we propose a novel computational model of the dentate gyrus that incorporates the developmental trajectory of the adult-born dentate granule cells, including changes in synaptic plasticity, connectivity, excitability and lateral inhibition, using a modified version of the Restricted Boltzmann machine. Our results show superior performance on memory reconstruction tasks for both recent and distally learned items, when the unique characteristics of young dentate granule cells are taken into account. Even though the hyperexcitability of the young neurons generates more overlapping neural codes, reducing pattern separation, the unique properties of the young neurons nonetheless contribute to reducing retroactive and proactive interference, at both short and long time scales. The sparse connectivity is particularly important for generating distinct memory traces for highly overlapping patterns that are learned within the same context.
http://journal.frontiersin.org/article/10.3389/fnsys.2015.00136/full
Becker, Finnegan
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Correlation Structure of Spiky Financial Data: The Case of Congestion in Day-Ahead Energy Markets
I study the correlation structure and argue that these should be ltered. I propose the use of dierent correlation measures other than Pearson, in particular a modication of Event Synchronization adapted to negative values or a ltered correlation matrix.
https://wordpress.invenia.ca/wp-content/uploads/Internal2_Caravelli.pdf
Caravelli
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On Moments of the Integrated Exponential Brownian Motion
We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Ito’s Wiener process. We then apply the obtained exact formulas to computing averages of the solution of the logistic stochastic differential equation via a series expansion, and compare the results to the solution obtained via Monte Carlo.
http://arxiv.org/abs/1509.05980
Caravelli, Mansur, Severini, Sindoni
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Bounds on Transient Instability For Complex Ecosystems
Stability is a desirable property of complex ecosystems. If a community of interacting species is at a stable equilibrium point then it is able to withstand small perturbations without any adverse effect. In ecology, the Jacobian matrix evalufated at an equilibrium point is known as the community matrix, which represents the population dynamics of interacting species. The system’s asymptotic short- and long-term behaviour can be determined from eigenvalues derived from the community matrix. Here we use results from the theory of pseudospectra to describe intermediate, transient dynamics. We show that the transition from stable to unstable dynamics includes a region of transient instability, where the effect of a small perturbation is amplified before ultimately decaying. The shift from stability to transient instability depends on the magnitude of a perturbation, and we show how to determine lower and upper bounds to the maximum amplitude of perturbations. Of five different types of community matrix, we find that amplification is least severe with predatorprey interactions. This analysis is relevant to other systems whose dynamics can be expressed in terms of the Jacobian matrix. Through understanding transient instability, we can learn under what conditions multiple perturbations—multiple external shocks—will irrecoverably break stability.
http://arxiv.org/pdf/1506.06971.pdf
Caravelli, Staniczenko
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Multi-scaling of wholesale electricity prices
We empirically analyze the most volatile component of the electricity price time series from two North-American wholesale electricity markets. We show that these time series exhibit fluctuations which are not described by a Brownian Motion, as they show multi-scaling, high Hurst exponents and sharp price movements. We use the generalized Hurst exponent (GHE, H(q)) to show that although these time-series have strong cyclical components, the fluctuations exhibit persistent behaviour, i.e., H(q)>0.5. We investigate the effectiveness of the GHE as a predictive tool in a simple linear forecasting model, and study the forecast error as a function of H(q), with q=1 and q=2. Our results suggest that the GHE can be used as prediction tool for these time series when the Hurst exponent is dynamically evaluated on rolling time windows of size ≈50−100 hours. These results are also compared to the case in which the cyclical components have been subtracted from the time series, showing the importance of cyclicality in the prediction power of the Hurst exponent.
http://arxiv.org/abs/1507.06219
Ashtari, Aste, Caravelli, Di Matteo, Requeima, Ududec
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Scale-free networks as an epiphenomenon of memory
Many realistic networks are scale-free, with small characteristic path lengths, high clustering, and power law in their degree distribution. They can be obtained by dynamical networks in which a preferential attachment process takes place. However, this mechanism is nonlocal, in the sense that it requires knowledge of the whole graph in order for the graph to be updated. Instead, if preferential attachment and realistic networks occur in physical systems, these features need to emerge from a local model. In this paper, we propose a local model and show that a possible ingredient (which is often underrated) for obtaining scale-free networks with local rules is memory. Such a model can be realised in solid-state circuits, using non-linear passive elements with memory such as memristors, and thus can be tested experimentally.
http://arxiv.org/pdf/1312.2289.pdf
Caravelli, Di Ventra, Hamma