We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying second-order Newton's method to the Karush-Kuhn-Tucker (KKT) conditions. In each iteration, the StoSQP method computes the Newton direction by solving a quadratic program, and then selects a proper adaptive stepsize $\bar{\alpha}_t$ to update the primal-dual iterate. To reduce dominant computational cost of the method, we inexactly solve the quadratic program in each iteration by employing an iterative sketching solver. Notably, the approximation error of the sketching solver need not vanish as iterations proceed, meaning that the per-iteration computational cost does not blow up. For the above StoSQP method, we show that under mild assumptions, the rescaled primal-dual sequence $1/\sqrt{\bar{\alpha}_t}\cdot (x_t - x^\star, \lambda_t - \lambda^\star)$ converges to a mean-zero Gaussian distribution with a nontrivial covariance matrix depending on the underlying sketching distribution. To perform inference in practice, we also analyze a plug-in covariance matrix estimator. We illustrate the asymptotic normality result of the method both on benchmark nonlinear problems in CUTEst test set and on linearly/nonlinearly constrained regression problems.
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Neural Networks (NNs) have been successfully employed to represent the state evolution of complex dynamical systems. Such models, referred to as NN dynamic models (NNDMs), use iterative noisy predictions of NN to estimate a distribution of system trajectories over time. Despite their accuracy, safety analysis of NNDMs is known to be a challenging problem and remains largely unexplored. To address this issue, in this paper, we introduce a method of providing safety guarantees for NNDMs. Our approach is based on stochastic barrier functions, whose relation with safety are analogous to that of Lyapunov functions with stability. We first show a method of synthesizing stochastic barrier functions for NNDMs via a convex optimization problem, which in turn provides a lower bound on the system's safety probability. A key step in our method is the employment of the recent convex approximation results for NNs to find piece-wise linear bounds, which allow the formulation of the barrier function synthesis problem as a sum-of-squares optimization program. If the obtained safety probability is above the desired threshold, the system is certified. Otherwise, we introduce a method of generating controls for the system that robustly maximizes the safety probability in a minimally-invasive manner. We exploit the convexity property of the barrier function to formulate the optimal control synthesis problem as a linear program. Experimental results illustrate the efficacy of the method. Namely, they show that the method can scale to multi-dimensional NNDMs with multiple layers and hundreds of neurons per layer, and that the controller can significantly improve the safety probability.
Concerns for the resilience of Cyber-Physical Systems (CPS)s in critical infrastructure are growing. CPS integrate sensing, computation, control, and networking into physical objects and mission-critical services, connecting traditional infrastructure to internet technologies. While this integration increases service efficiency, it has to face the possibility of new threats posed by the new functionalities. This leads to cyber-threats, such as denial-of-service, modification of data, information leakage, spreading of malware, and many others. Cyber-resilience refers to the ability of a CPS to prepare, absorb, recover, and adapt to the adverse effects associated with cyber-threats, e.g., physical degradation of the CPS performance resulting from a cyber-attack. Cyber-resilience aims at ensuring CPS survival by keeping the core functionalities of the CPS in case of extreme events. The literature on cyber-resilience is rapidly increasing, leading to a broad variety of research works addressing this new topic. In this article, we create a systematization of knowledge about existing scientific efforts of making CPSs cyber-resilient. We systematically survey recent literature addressing cyber-resilience with a focus on techniques that may be used on CPSs. We first provide preliminaries and background on CPSs and threats, and subsequently survey state-of-the-art approaches that have been proposed by recent research work applicable to CPSs. In particular, we aim at differentiating research work from traditional risk management approaches based on the general acceptance that it is unfeasible to prevent and mitigate all possible risks threatening a CPS. We also discuss questions and research challenges, with a focus on the practical aspects of cyber-resilience, such as the use of metrics and evaluation methods as well as testing and validation environments.
Amid the increasing interest in the deployment of Distributed Energy Resources (DERs), the Virtual Power Plant (VPP) has emerged as a pivotal tool for aggregating diverse DERs and facilitating their participation in wholesale energy markets. These VPP deployments have been fueled by the Federal Energy Regulatory Commission's Order 2222, which makes DERs and VPPs competitive across market segments. However, the diversity and decentralized nature of DERs present significant challenges to the scalable coordination of VPP assets. To address efficiency and speed bottlenecks, this paper presents a novel machine learning-assisted distributed optimization to coordinate VPP assets. Our method, named LOOP-MAC(Learning to Optimize the Optimization Process for Multi-agent Coordination), adopts a multi-agent coordination perspective where each VPP agent manages multiple DERs and utilizes neural network approximators to expedite the solution search. The LOOP-MAC method employs a gauge map to guarantee strict compliance with local constraints, effectively reducing the need for additional post-processing steps. Our results highlight the advantages of LOOP-MAC, showcasing accelerated solution times per iteration and significantly reduced convergence times. The LOOP-MAC method outperforms conventional centralized and distributed optimization methods in optimization tasks that require repetitive and sequential execution.
Generative adversarial networks (GANs) have achieved remarkable progress in the natural image field. However, when applying GANs in the remote sensing (RS) image generation task, an extraordinary phenomenon is observed: the GAN model is more sensitive to the size of training data for RS image generation than for natural image generation. In other words, the generation quality of RS images will change significantly with the number of training categories or samples per category. In this paper, we first analyze this phenomenon from two kinds of toy experiments and conclude that the amount of feature information contained in the GAN model decreases with reduced training data. Then we establish a structural causal model (SCM) of the data generation process and interpret the generated data as the counterfactuals. Based on this SCM, we theoretically prove that the quality of generated images is positively correlated with the amount of feature information. This provides insights for enriching the feature information learned by the GAN model during training. Consequently, we propose two innovative adjustment schemes, namely Uniformity Regularization (UR) and Entropy Regularization (ER), to increase the information learned by the GAN model at the distributional and sample levels, respectively. We theoretically and empirically demonstrate the effectiveness and versatility of our methods. Extensive experiments on three RS datasets and two natural datasets show that our methods outperform the well-established models on RS image generation tasks. The source code is available at //github.com/rootSue/Causal-RSGAN.
We address the problem of characterising the aggregate flexibility in populations of electric vehicles (EVs) with uncertain charging requirements. Building on previous results that provide exact characterisations of the aggregate flexibility in populations with known charging requirements, in this paper we extend the aggregation methods so that charging requirements are uncertain, but sampled from a given distribution. In particular, we construct \textit{distributionally robust aggregate flexibility sets}, sets of aggregate charging profiles over which we can provide probabilistic guarantees that actual realised populations will be able to track. By leveraging measure concentration results that establish powerful finite sample guarantees, we are able to give tight bounds on these robust flexibility sets, even in low sample regimes that are well suited for aggregating small populations of EVs. We detail explicit methods of calculating these sets and provide numerical results that validate the theory developed here.
The Sliced Wasserstein (SW) distance has become a popular alternative to the Wasserstein distance for comparing probability measures. Widespread applications include image processing, domain adaptation and generative modelling, where it is common to optimise some parameters in order to minimise SW, which serves as a loss function between discrete probability measures (since measures admitting densities are numerically unattainable). All these optimisation problems bear the same sub-problem, which is minimising the Sliced Wasserstein energy. In this paper we study the properties of $\mathcal{E}: Y \longmapsto \mathrm{SW}_2^2(\gamma_Y, \gamma_Z)$, i.e. the SW distance between two uniform discrete measures with the same amount of points as a function of the support $Y \in \mathbb{R}^{n \times d}$ of one of the measures. We investigate the regularity and optimisation properties of this energy, as well as its Monte-Carlo approximation $\mathcal{E}_p$ (estimating the expectation in SW using only $p$ samples) and show convergence results on the critical points of $\mathcal{E}_p$ to those of $\mathcal{E}$, as well as an almost-sure uniform convergence and a uniform Central Limit result on the process $\mathcal{E}_p(Y)$. Finally, we show that in a certain sense, Stochastic Gradient Descent methods minimising $\mathcal{E}$ and $\mathcal{E}_p$ converge towards (Clarke) critical points of these energies.
Graph Neural Networks (GNNs) have shown promising results on a broad spectrum of applications. Most empirical studies of GNNs directly take the observed graph as input, assuming the observed structure perfectly depicts the accurate and complete relations between nodes. However, graphs in the real world are inevitably noisy or incomplete, which could even exacerbate the quality of graph representations. In this work, we propose a novel Variational Information Bottleneck guided Graph Structure Learning framework, namely VIB-GSL, in the perspective of information theory. VIB-GSL advances the Information Bottleneck (IB) principle for graph structure learning, providing a more elegant and universal framework for mining underlying task-relevant relations. VIB-GSL learns an informative and compressive graph structure to distill the actionable information for specific downstream tasks. VIB-GSL deduces a variational approximation for irregular graph data to form a tractable IB objective function, which facilitates training stability. Extensive experimental results demonstrate that the superior effectiveness and robustness of VIB-GSL.
We consider the problem of explaining the predictions of graph neural networks (GNNs), which otherwise are considered as black boxes. Existing methods invariably focus on explaining the importance of graph nodes or edges but ignore the substructures of graphs, which are more intuitive and human-intelligible. In this work, we propose a novel method, known as SubgraphX, to explain GNNs by identifying important subgraphs. Given a trained GNN model and an input graph, our SubgraphX explains its predictions by efficiently exploring different subgraphs with Monte Carlo tree search. To make the tree search more effective, we propose to use Shapley values as a measure of subgraph importance, which can also capture the interactions among different subgraphs. To expedite computations, we propose efficient approximation schemes to compute Shapley values for graph data. Our work represents the first attempt to explain GNNs via identifying subgraphs explicitly and directly. Experimental results show that our SubgraphX achieves significantly improved explanations, while keeping computations at a reasonable level.
Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link relies on the convergence of network weights to a smooth function as the number of layers increases. We investigate the properties of weights trained by stochastic gradient descent and their scaling with network depth through detailed numerical experiments. We observe the existence of scaling regimes markedly different from those assumed in neural ODE literature. Depending on certain features of the network architecture, such as the smoothness of the activation function, one may obtain an alternative ODE limit, a stochastic differential equation or neither of these. These findings cast doubts on the validity of the neural ODE model as an adequate asymptotic description of deep ResNets and point to an alternative class of differential equations as a better description of the deep network limit.
Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.
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