Ming Jin

Ming Jin, Vanshaj Khattar, Harshal Kaushik et al.

We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic programming (QP) is a universal approximant for the $C^k$ smooth model class or some restricted Sobolev space, and we characterize the rate-distortion, \emph{(2)} the approximation power is investigated through a viewpoint of regression error, where information about the target function is provided in terms of data observations, \emph{(3)} compositionality in the form of a deep architecture with optimization as a layer is shown to reconstruct some basic functions used in numerical analysis without error, which implies that \emph{(4)} a substantial reduction in rate-distortion can be achieved with a universal network architecture, and \emph{(5)} we discuss the statistical bounds of empirical covering numbers for LP/QP, as well as a generic optimization problem (possibly nonconvex) by exploiting tame geometry. Our results provide the \emph{first rigorous analysis of the approximation and learning-theoretic properties of solution functions} with implications for algorithmic design and performance guarantees.

Bosong Huang, Ming Jin, Yuxuan Liang et al.

Explaining time series classification models is crucial, particularly in high-stakes applications such as healthcare and finance, where transparency and trust play a critical role. Although numerous time series classification methods have identified key subsequences, known as shapelets, as core features for achieving state-of-the-art performance and validating their pivotal role in classification outcomes, existing post-hoc time series explanation (PHTSE) methods primarily focus on timestep-level feature attribution. These explanation methods overlook the fundamental prior that classification outcomes are predominantly driven by key shapelets. To bridge this gap, we present ShapeX, an innovative framework that segments time series into meaningful shapelet-driven segments and employs Shapley values to assess their saliency. At the core of ShapeX lies the Shapelet Describe-and-Detect (SDD) framework, which effectively learns a diverse set of shapelets essential for classification. We further demonstrate that ShapeX produces explanations which reveal causal relationships instead of just correlations, owing to the atomicity properties of shapelets. Experimental results on both synthetic and real-world datasets demonstrate that ShapeX outperforms existing methods in identifying the most relevant subsequences, enhancing both the precision and causal fidelity of time series explanations.

Sarthak Gupta, Vassilis Kekatos, Ming Jin

Coordinating inverters at scale under uncertainty is the desideratum for integrating renewables in distribution grids. Unless load demands and solar generation are telemetered frequently, controlling inverters given approximate grid conditions or proxies thereof becomes a key specification. Although deep neural networks (DNNs) can learn optimal inverter schedules, guaranteeing feasibility is largely elusive. Rather than training DNNs to imitate already computed optimal power flow (OPF) solutions, this work integrates DNN-based inverter policies into the OPF. The proposed DNNs are trained through two OPF alternatives that confine voltage deviations on the average and as a convex restriction of chance constraints. The trained DNNs can be driven by partial, noisy, or proxy descriptors of the current grid conditions. This is important when OPF has to be solved for an unobservable feeder. DNN weights are trained via back-propagation and upon differentiating the AC power flow equations assuming the network model is known. Otherwise, a gradient-free variant is put forth. The latter is relevant when inverters are controlled by an aggregator having access only to a power flow solver or a digital twin of the feeder. Numerical tests compare the DNN-based inverter control schemes with the optimal inverter setpoints in terms of optimality and feasibility.