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MLMC-based Resource Adequacy Assessment with Active Learning Trained Surrogate Models

Machine Learning 2025-07-31 v2

Abstract

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the MLMC framework due to their high correlation and negligible execution time once trained. However, in resource adequacy assessments, pre-labeled datasets are typically unavailable. For large-scale systems, the efficiency gains from surrogate models are often offset by the substantial time required for labeling training data. Therefore, this paper introduces a speed metric that accounts for training time in evaluating MLMC efficiency. Considering the total time budget is limited, a vote-by-committee active learning approach is proposed to reduce the required labeling calls. A case study demonstrates that, within a given computational budget, active learning in combination with MLMC can result in a substantial reduction variance.

Keywords

Cite

@article{arxiv.2505.20930,
  title  = {MLMC-based Resource Adequacy Assessment with Active Learning Trained Surrogate Models},
  author = {Ruiqi Zhang and Simon H. Tindemans},
  journal= {arXiv preprint arXiv:2505.20930},
  year   = {2025}
}

Comments

5 pages, 3 figures, 1 table

R2 v1 2026-07-01T02:42:15.538Z