论文标题

通过形状受限在线学习的个性化需求响应

Personalized Demand Response via Shape-Constrained Online Learning

论文作者

Ospina, Ana M., Simonetto, Andrea, Dall'Anese, Emiliano

论文摘要

本文将需求响应任务形式化为一个优化问题,该问题具有已知的时变工程成本和未知(DIS)舒适功能。基于此模型,本文开发了一种基于反馈的投影梯度方法,以在线方式解决需求响应问题,其中:i)利用用户的反馈来学习(DIS)舒适函数,并同时使用算法执行; ii)使用电量的测量来估计已知工程成本的梯度。要学习未知功能,可以利用形状约束的高斯过程。这种方法允许人们获得强烈凸和光滑的估计函数。通过使用诸如跟踪错误和动态遗憾之类的指标来分析在线算法的性能。说明了一个数值示例,以证实技术发现。

This paper formalizes a demand response task as an optimization problem featuring a known time-varying engineering cost and an unknown (dis)comfort function. Based on this model, this paper develops a feedback-based projected gradient method to solve the demand response problem in an online fashion, where: i) feedback from the user is leveraged to learn the (dis)comfort function concurrently with the execution of the algorithm; and, ii) measurements of electrical quantities are used to estimate the gradient of the known engineering cost. To learn the unknown function, a shape-constrained Gaussian Process is leveraged; this approach allows one to obtain an estimated function that is strongly convex and smooth. The performance of the online algorithm is analyzed by using metrics such as the tracking error and the dynamic regret. A numerical example is illustrated to corroborate the technical findings.

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