Constrained optimization problems arise in various engineering systems such as inventory management and power grids. Standard deep neural network (DNN) based machine learning proxies are ineffective in practical settings where labeled data is scarce and training times are limited. We propose a semi-supervised Bayesian Neural Networks (BNNs) based optimization proxy for this complex regime, wherein training commences in a sandwiched fashion, alternating between a supervised learning step for minimizing cost, and an unsupervised learning step for enforcing constraint feasibility. We show that the proposed semi-supervised BNN outperforms DNN architectures on important non-convex constrained optimization problems from energy network operations, achieving up to a tenfold reduction in expected maximum equality gap and halving the inequality gaps. Further, the BNN's ability to provide posterior samples is leveraged to construct practically meaningful probabilistic confidence bounds on performance using a limited validation data, unlike prior methods.

In this article, the optimal sample complexity of learning the underlying interactions or dependencies of a Linear Dynamical System (LDS) over a Directed Acyclic Graph (DAG) is studied. We call such a DAG underlying an LDS as dynamical DAG (DDAG). In particular, we consider a DDAG where the nodal dynamics are driven by unobserved exogenous noise sources that are wide-sense stationary (WSS) in time but are mutually uncorrelated, and have the same power spectral density (PSD). Inspired by the static DAG setting, a metric and an algorithm based on the PSD matrix of the observed time series are proposed to reconstruct the DDAG. It is shown that the optimal sample complexity (or length of state trajectory) needed to learn the DDAG is $n=\Theta(q\log(p/q))$, where $p$ is the number of nodes and $q$ is the maximum number of parents per node. To prove the sample complexity upper bound, a concentration bound for the PSD estimation is derived, under two different sampling strategies. A matching min-max lower bound using generalized Fano’s inequality also is provided, thus showing the order optimality of the proposed algorithm. The codes used in the paper are available at \url{https://github.com/Mishfad/Learning-Dynamical-DAGs}

We consider a networked linear dynamical system with p agents/nodes. We study the problem of learning the underlying graph of interactions/dependencies from observations of the nodal trajectories over a time-interval T. We present a regularized non-casual consistent estimator for this problem and analyze its sample complexity over two regimes: (a) where the interval T consists of n i.i.d. observation windows of length T/n (restart and record), and (b) where T is one continuous observation window (consecutive). Using the theory of M-estimators, we show that the estimator recovers the underlying interactions, in either regime, in a time-interval that is logarithmic in the system size p. To the best of our knowledge, this is the first work to analyze the sample complexity of learning linear dynamical systems driven by unobserved not-white wide-sense stationary (WSS) inputs.

As cyber-attacks against critical infrastructure be-come more frequent, it is increasingly important to be able to rapidly identify and respond to these threats. This work investigates two independent system with overlapping electrical measurements with the goal to more rapidly identify anomalies. The independent systems include HIST, a SCADA historian, and ION, an automatic meter reading system (AMR). While prior research has explored the benefits of fusing measurements, the possibility of overlapping measurements from an existing elec-trical system has not been investigated. To that end, we explore the potential benefits of combining overlapping measurements both to improve the speed/accuracy of anomaly detection and to provide additional validation of the collected measurements. In this paper, we show that merging overlapping measurements provide a more holistic picture of the observed systems. By applying Dynamic Time Warping more anomalies were found – specifically, an average of 349 times more anomalies, when considering anomalies from both overlapping measurements. When merging the overlapping measurements, a percent change of anomalies of up to 785% can be achieved compared to a non-merge of the data as reflected by experimental results.

Due to proliferation of energy efficiency measures and availability of the renewable energy resources, traditional energy infrastructure systems (electricity, heat, gas) can no longer be operated in a centralized manner under the assumption that consumer behavior is inflexible, i.e., cannot be adjusted in return for an adequate incentive. To allow for a less centralized operating paradigm, consumer-end perspective and abilities should be integrated in current dispatch practices and accounted for in switching between different energy sources not only at the system but also at the individual consumer level. Since consumers are confined within different built environments, this article looks into an opportunity to control energy consumption of an aggregation of many residential, commercial, and industrial consumers, into an ensemble. This ensemble control becomes a modern demand response (DR) contributor to the set of modeling tools for multienergy infrastructure systems.