Mikhail Bragin

2papers

2 Papers

SYJun 9, 2022
An Optimization Method-Assisted Ensemble Deep Reinforcement Learning Algorithm to Solve Unit Commitment Problems

Jingtao Qin, Yuanqi Gao, Mikhail Bragin et al.

Unit commitment (UC) is a fundamental problem in the day-ahead electricity market, and it is critical to solve UC problems efficiently. Mathematical optimization techniques like dynamic programming, Lagrangian relaxation, and mixed-integer quadratic programming (MIQP) are commonly adopted for UC problems. However, the calculation time of these methods increases at an exponential rate with the amount of generators and energy resources, which is still the main bottleneck in industry. Recent advances in artificial intelligence have demonstrated the capability of reinforcement learning (RL) to solve UC problems. Unfortunately, the existing research on solving UC problems with RL suffers from the curse of dimensionality when the size of UC problems grows. To deal with these problems, we propose an optimization method-assisted ensemble deep reinforcement learning algorithm, where UC problems are formulated as a Markov Decision Process (MDP) and solved by multi-step deep Q-learning in an ensemble framework. The proposed algorithm establishes a candidate action set by solving tailored optimization problems to ensure a relatively high performance and the satisfaction of operational constraints. Numerical studies on IEEE 118 and 300-bus systems show that our algorithm outperforms the baseline RL algorithm and MIQP. Furthermore, the proposed algorithm shows strong generalization capacity under unforeseen operational conditions.

LGDec 18, 2020
Enabling Retrain-free Deep Neural Network Pruning using Surrogate Lagrangian Relaxation

Deniz Gurevin, Shanglin Zhou, Lynn Pepin et al.

Network pruning is a widely used technique to reduce computation cost and model size for deep neural networks. However, the typical three-stage pipeline, i.e., training, pruning and retraining (fine-tuning) significantly increases the overall training trails. In this paper, we develop a systematic weight-pruning optimization approach based on Surrogate Lagrangian relaxation (SLR), which is tailored to overcome difficulties caused by the discrete nature of the weight-pruning problem while ensuring fast convergence. We further accelerate the convergence of the SLR by using quadratic penalties. Model parameters obtained by SLR during the training phase are much closer to their optimal values as compared to those obtained by other state-of-the-art methods. We evaluate the proposed method on image classification tasks, i.e., ResNet-18 and ResNet-50 using ImageNet, and ResNet-18, ResNet-50 and VGG-16 using CIFAR-10, as well as object detection tasks, i.e., YOLOv3 and YOLOv3-tiny using COCO 2014 and Ultra-Fast-Lane-Detection using TuSimple lane detection dataset. Experimental results demonstrate that our SLR-based weight-pruning optimization approach achieves higher compression rate than state-of-the-arts under the same accuracy requirement. It also achieves a high model accuracy even at the hard-pruning stage without retraining (reduces the traditional three-stage pruning to two-stage). Given a limited budget of retraining epochs, our approach quickly recovers the model accuracy.