Cross Entropy Covariance Matrix Adaptation Evolution Strategy Solving the Bi-Level Bidding Optimization Problem in Local Energy Markets with Renewables

The increased penetration of renewables in distribution power systems has motivated researchers to take significant interest in local energy transactions. The major goal of Local Energy Markets (LEM) is to promote the participation of small consumers in energy transactions and providing an opportunity for transactive energy systems. Such energy transactions in LEM are considered as a bi-level optimization problem in which all agents at upper and lower levels try to maximize their profits. But typical bi-level problem is very complex as it is inherently nonlinear, discontinued and strongly NP-hard. So, this article proposes the application of hybridized Cross Entropy Covariance Matrix Adaptation Evolution Strategy (CE-CMAES) to tackle such a complex bi-level problem of LEM. The proposed CE-CMAES secured the 1st rank in Testbed-2 entitled, “Bi-level optimization of end-users’ bidding strategies in local energy markets (LM)” at international competitions on Smart Grid Problems, held at GECCO 2020 and WCCI 2020. CE method is used for global exploration of search space and CMAES is used for local exploitation as its adaptive step-size mechanism prevents its premature convergence. A practical distribution system with renewable energy penetration is considered for simulation. The comparative analysis shows that the overall cost, mean fitness and Ranking Index (R.I) obtained from CE-CMAES are superior to those obtained from the state-of-the-art participated algorithms. Wilcoxon Signed Rank Statistical test also proves that CE-CMAES is statistically different from the tested algorithms.

Medical Augmentation (Med-Aug) for Optimal Data Augmentation in Medical Deep Learning Networks

Deep learning (DL) algorithms have become an increasingly popular choice for image classification and segmentation tasks; however, their range of applications can be limited. Their limitation stems from them requiring ample data to achieve high performance and adequate generalizability. In the case of clinical imaging data, images are not always available in large quantities. This issue can be alleviated by using data augmentation (DA) techniques. The choice of DA is important because poor selection can possibly hinder the performance of a DL algorithm. We propose a DA policy search algorithm that offers an extended set of transformations that accommodate the variations in biomedical imaging datasets. The algorithm makes use of the efficient and high-dimensional optimizer Bi-Population Covariance Matrix Adaptation Evolution Strategy (BIPOP-CMA-ES) and returns an optimal DA policy based on any input imaging dataset and a DL algorithm. Our proposed algorithm, Medical Augmentation (Med-Aug), can be implemented by other researchers in related medical DL applications to improve their model’s performance. Furthermore, we present our found optimal DA policies for a variety of medical datasets and popular segmentation networks for other researchers to use in related tasks.

Investigating the Generalization Ability of Parameterized Quantum Circuits with Hierarchical Structures

Quantum computing provides prospects for improving machine learning, which are mainly achieved through two aspects, one is to accelerate the calculation, and the other is to improve the performance of the model. As an important feature of machine learning models, generalization ability characterizes models' ability to predict unknown data. Aiming at the question of whether the quantum machine learning model provides reliable generalization ability, quantum circuits with hierarchical structures are explored to classify classical data as well as quantum state data. We also compare three different derivative-free optimization methods, i.e., Covariance Matrix Adaptation Evolution Strategy (CMA-ES), Constrained Optimization by Linear Approximation (COBYLA) and Powell. Numerical results show that these quantum circuits have good performance in terms of trainability and generalization ability.

A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications

Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation algorithms that are not yet widely used in particle astrophysics, benchmark them against random sampling and existing techniques, and perform a detailed comparison of their performance on a range of test functions. These include four analytic test functions of varying dimensionality, and a realistic example derived from a recent global fit of weak-scale supersymmetry. Although the best algorithm to use depends on the function being investigated, we are able to present general conclusions about the relative merits of random sampling, Differential Evolution, Particle Swarm Optimisation, the Covariance Matrix Adaptation Evolution Strategy, Bayesian Optimisation, Grey Wolf Optimisation, and the PyGMO Artificial Bee Colony, Gaussian Particle Filter and Adaptive Memory Programming for Global Optimisation algorithms.