Real-Time Model Calibration with Deep Reinforcement Learning
- URL: http://arxiv.org/abs/2006.04001v2
- Date: Tue, 9 Jun 2020 12:25:49 GMT
- Title: Real-Time Model Calibration with Deep Reinforcement Learning
- Authors: Yuan Tian, Manuel Arias Chao, Chetan Kulkarni, Kai Goebel and Olga
Fink
- Abstract summary: We propose a novel framework for inference of model parameters based on reinforcement learning.
The proposed methodology is demonstrated and evaluated on two model-based diagnostics test cases.
- Score: 4.707841918805165
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: The dynamic, real-time, and accurate inference of model parameters from
empirical data is of great importance in many scientific and engineering
disciplines that use computational models (such as a digital twin) for the
analysis and prediction of complex physical processes. However, fast and
accurate inference for processes with large and high dimensional datasets
cannot easily be achieved with state-of-the-art methods under noisy real-world
conditions. The primary reason is that the inference of model parameters with
traditional techniques based on optimisation or sampling often suffers from
computational and statistical challenges, resulting in a trade-off between
accuracy and deployment time. In this paper, we propose a novel framework for
inference of model parameters based on reinforcement learning. The contribution
of the paper is twofold: 1) We reformulate the inference problem as a tracking
problem with the objective of learning a policy that forces the response of the
physics-based model to follow the observations; 2) We propose the constrained
Lyapunov-based actor-critic (CLAC) algorithm to enable the robust and accurate
inference of physics-based model parameters in real time under noisy real-world
conditions. The proposed methodology is demonstrated and evaluated on two
model-based diagnostics test cases utilizing two different physics-based models
of turbofan engines. The performance of the methodology is compared to that of
two alternative approaches: a state update method (unscented Kalman filter) and
a supervised end-to-end mapping with deep neural networks. The experimental
results demonstrate that the proposed methodology outperforms all other tested
methods in terms of speed and robustness, with high inference accuracy.
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