A cyclic time-dependent Markov process to model daily patterns in wind turbine power production

Wind energy is becoming a top contributor to the renewable energy mix, which raises potential reliability issues for the grid due to the fluctuating nature of its source. To achieve adequate reserve commitment and to promote market participation, it is necessary to provide models that can capture daily patterns in wind power production. This paper presents a cyclic inhomogeneous Markov process, which is based on a three-dimensional state-space (wind power, speed and direction). Each time-dependent transition probability is expressed as a Bernstein polynomial. The model parameters are estimated by solving a constrained optimization problem: The objective function combines two maximum likelihood estimators, one to ensure that the Markov process long-term behavior reproduces the data accurately and another to capture daily fluctuations. A convex formulation for the overall optimization problem is presented and its applicability demonstrated through the analysis of a case-study. The proposed model is capable of reproducing the diurnal patterns of a three-year dataset collected from a wind turbine located in a mountainous region in Portugal. In addition, it is shown how to compute persistence statistics directly from the Markov process transition matrices. Based on the case-study, the power production persistence through the daily cycle is analysed and discussed

Weighted Polynomial Approximations: Limits for Learning and Pseudorandomness

Polynomial approximations to boolean functions have led to many positive results in computer science. In particular, polynomial approximations to the sign function underly algorithms for agnostically learning halfspaces, as well as pseudorandom generators for halfspaces. In this work, we investigate the limits of these techniques by proving inapproximability results for the sign function. Firstly, the polynomial regression algorithm of Kalai et al. (SIAM J. Comput. 2008) shows that halfspaces can be learned with respect to log-concave distributions on $\mathbb{R}^n$ in the challenging agnostic learning model. The power of this algorithm relies on the fact that under log-concave distributions, halfspaces can be approximated arbitrarily well by low-degree polynomials. We ask whether this technique can be extended beyond log-concave distributions, and establish a negative result. We show that polynomials of any degree cannot approximate the sign function to within arbitrarily low error for a large class of non-log-concave distributions on the real line, including those with densities proportional to $\exp(-|x|^{0.99})$. Secondly, we investigate the derandomization of Chernoff-type concentration inequalities. Chernoff-type tail bounds on sums of independent random variables have pervasive applications in theoretical computer science. Schmidt et al. (SIAM J. Discrete Math. 1995) showed that these inequalities can be established for sums of random variables with only $O(\log(1/\delta))$-wise independence, for a tail probability of $\delta$. We show that their results are tight up to constant factors. These results rely on techniques from weighted approximation theory, which studies how well functions on the real line can be approximated by polynomials under various distributions. We believe that these techniques will have further applications in other areas of computer science.Comment: 22 page

Optimal Quantum Sample Complexity of Learning Algorithms

$\newcommand{\eps}{\varepsilon}$In learning theory, the VC dimension of a concept class $C$ is the most common way to measure its "richness." In the PAC model \Theta\Big(\frac{d}{\eps} + \frac{\log(1/\delta)}{\eps}\Big) examples are necessary and sufficient for a learner to output, with probability $1-\delta$, a hypothesis $h$ that is \eps-close to the target concept $c$. In the related agnostic model, where the samples need not come from a $c\in C$, we know that \Theta\Big(\frac{d}{\eps^2} + \frac{\log(1/\delta)}{\eps^2}\Big) examples are necessary and sufficient to output an hypothesis $h\in C$ whose error is at most \eps worse than the best concept in $C$. Here we analyze quantum sample complexity, where each example is a coherent quantum state. This model was introduced by Bshouty and Jackson, who showed that quantum examples are more powerful than classical examples in some fixed-distribution settings. However, Atici and Servedio, improved by Zhang, showed that in the PAC setting, quantum examples cannot be much more powerful: the required number of quantum examples is \Omega\Big(\frac{d^{1-\eta}}{\eps} + d + \frac{\log(1/\delta)}{\eps}\Big)\mbox{ for all }\eta> 0. Our main result is that quantum and classical sample complexity are in fact equal up to constant factors in both the PAC and agnostic models. We give two approaches. The first is a fairly simple information-theoretic argument that yields the above two classical bounds and yields the same bounds for quantum sample complexity up to a \log(d/\eps) factor. We then give a second approach that avoids the log-factor loss, based on analyzing the behavior of the "Pretty Good Measurement" on the quantum state identification problems that correspond to learning. This shows classical and quantum sample complexity are equal up to constant factors.Comment: 31 pages LaTeX. Arxiv abstract shortened to fit in their 1920-character limit. Version 3: many small changes, no change in result

Learning Theory and Approximation

[no abstract available

Learning Arbitrary Statistical Mixtures of Discrete Distributions

We study the problem of learning from unlabeled samples very general statistical mixture models on large finite sets. Specifically, the model to be learned, $\vartheta$, is a probability distribution over probability distributions $p$, where each such $p$ is a probability distribution over $[n] = \{1,2,\dots,n\}$. When we sample from $\vartheta$, we do not observe $p$ directly, but only indirectly and in very noisy fashion, by sampling from $[n]$ repeatedly, independently $K$ times from the distribution $p$. The problem is to infer $\vartheta$ to high accuracy in transportation (earthmover) distance. We give the first efficient algorithms for learning this mixture model without making any restricting assumptions on the structure of the distribution $\vartheta$. We bound the quality of the solution as a function of the size of the samples $K$ and the number of samples used. Our model and results have applications to a variety of unsupervised learning scenarios, including learning topic models and collaborative filtering.Comment: 23 pages. Preliminary version in the Proceeding of the 47th ACM Symposium on the Theory of Computing (STOC15

A Linearization Technique for Multivariate Polynomials Using Convex Polyhedra Based on Handelman-Krivine's Theorem

National audienceWe present a new linearization method to over-approximate non-linear multivariate polynomials with convex polyhedra.It is based on Handelman-Krivine's theorem and consists in using products of constraints of a polyhedron to over-approximate a polynomial on this polyhedron. We implemented it together with two other linearization methods that we will not detail in this paper, but that we shall use as comparison. Our implementation in Ocaml generates certificates that can be verified by a trusted checker, certified in Coq, that guarantees the correctness of our linear approximation