论文标题

提高电力市场深度学习模型的样本效率

Improving Sample Efficiency of Deep Learning Models in Electricity Market

论文作者

Ruan, Guangchun, Wang, Jianxiao, Zhong, Haiwang, Xia, Qing, Kang, Chongqing

论文摘要

深度学习的出色表现在很大程度上取决于大量样本数据,但是数据不足问题在全球电力市场中相对普遍。在这种情况下,如何防止过度拟合成为在不同市场应用中训练深度学习模型时的基本挑战。考虑到这一点,我们提出了一个一般框架,即知识增强培训(KAT),以提高样本效率,主要思想是将领域知识纳入深度学习模型的培训程序中。具体而言,我们提出了一种新型的数据增强技术来生成一些合成数据,后来通过改进的培训策略对其进行处理。这种KAT方法遵循并意识到将分析和深度学习模型组合在一起的想法。现代学习理论在有效的预测反馈,可靠的损失函数和丰富的梯度噪声方面证明了我们方法的有效性。最后,我们详细研究了两个流行的应用程序:用户建模和概率预测。所提出的方法在所有数值测试中都优于其他竞争对手,并且基本原因通过进一步的统计和可视化结果来解释。

The superior performance of deep learning relies heavily on a large collection of sample data, but the data insufficiency problem turns out to be relatively common in global electricity markets. How to prevent overfitting in this case becomes a fundamental challenge when training deep learning models in different market applications. With this in mind, we propose a general framework, namely Knowledge-Augmented Training (KAT), to improve the sample efficiency, and the main idea is to incorporate domain knowledge into the training procedures of deep learning models. Specifically, we propose a novel data augmentation technique to generate some synthetic data, which are later processed by an improved training strategy. This KAT methodology follows and realizes the idea of combining analytical and deep learning models together. Modern learning theories demonstrate the effectiveness of our method in terms of effective prediction error feedbacks, a reliable loss function, and rich gradient noises. At last, we study two popular applications in detail: user modeling and probabilistic price forecasting. The proposed method outperforms other competitors in all numerical tests, and the underlying reasons are explained by further statistical and visualization results.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源