mlsanityData to 14 Oct 2026

SplitVAEs: Decentralized scenario generation from siloed data for stochastic optimization problems

arXiv 2409.12328 ↗First posted 18 Sep 2024cs.LG math.OC stat.MEcited by 2

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Abstract (arXiv)

Stochastic optimization problems in large-scale multi-stakeholder networked systems (e.g., power grids and supply chains) rely on data-driven scenarios to encapsulate complex spatiotemporal interdependencies. However, centralized aggregation of stakeholder data is challenging due to the existence of data silos resulting from computational and logistical bottlenecks. In this paper, we present SplitVAEs, a decentralized scenario generation framework that leverages variational autoencoders to generate high-quality scenarios without moving stakeholder data. With the help of experiments on distributed memory systems, we demonstrate the broad applicability of SplitVAEs in a variety of domain areas that are dominated by a large number of stakeholders. Our experiments indicate that SplitVAEs can learn spatial and temporal interdependencies in large-scale networks to generate scenarios that match the joint historical distribution of stakeholder data in a decentralized manner. Our experiments show that SplitVAEs deliver robust performance compared to centralized, state-of-the-art benchmark methods while significantly reducing data transmission costs, leading to a scalable, privacy-enhancing alternative to scenario generation.

Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 14 of its 41 references that are in the map. First posted on arXiv 18 Sep 2024.

Builds on

14 of 41 references.

References · 14

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  10. 2021Privacy-preserving Spatiotemporal Scenario Generation of Renewable Energies: A Federated Deep Generative Learning Approachcited by 22
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2 more
  1. 2022Generation and Simulation of Synthetic Datasets with Copulascited by 8
  2. 2018A Distributed Probabilistic Modeling Algorithm for the Aggregated Power Forecast Error of Multiple Newly Built Wind Farmscited by 2

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2025: 1; 2026: 1.

2 papers.