akaike
PDE Discovery for Soft Sensors Using Coupled Physics-Informed Neural Network with Akaike's Information Criterion
Wang, Aina, Qin, Pan, Sun, Xi-Ming
Soft sensors have been extensively used to monitor key variables using easy-to-measure variables and mathematical models. Partial differential equations (PDEs) are model candidates for soft sensors in industrial processes with spatiotemporal dependence. However, gaps often exist between idealized PDEs and practical situations. Discovering proper structures of PDEs, including the differential operators and source terms, can remedy the gaps. To this end, a coupled physics-informed neural network with Akaike's criterion information (CPINN-AIC) is proposed for PDE discovery of soft sensors. First, CPINN is adopted for obtaining solutions and source terms satisfying PDEs. Then, we propose a data-physics-hybrid loss function for training CPINN, in which undetermined combinations of differential operators are involved. Consequently, AIC is used to discover the proper combination of differential operators. Finally, the artificial and practical datasets are used to verify the feasibility and effectiveness of CPINN-AIC for soft sensors. The proposed CPINN-AIC is a data-driven method to discover proper PDE structures and neural network-based solutions for soft sensors.
Bias-Corrected Bootstrap and Model Uncertainty
The bootstrap has become a popular method for exploring model (structure) uncertainty. Our experiments with artificial and real- world data demonstrate that the graphs learned from bootstrap samples can be severely biased towards too complex graphical mod- els. Accounting for this bias is hence essential, e.g., when explor- ing model uncertainty. We find that this bias is intimately tied to (well-known) spurious dependences induced by the bootstrap. The leading-order bias-correction equals one half of Akaike's penalty for model complexity.
Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future
Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use of regularization in system identification has evolved over the years, starting from the early contributions both in the Automatic Control as well as Econometrics and Statistics literature. In particular we shall discuss some fundamental issues such as compound estimation problems and exchangeability which play and important role in regularization and Bayesian approaches, as also illustrated in early publications in Statistics. The historical and foundational issues will be given more emphasis (and space), at the expense of the more recent developments which are only briefly discussed. The main reason for such a choice is that, while the recent literature is readily available, and surveys have already been published on the subject, in the author's opinion a clear link with past work had not been completely clarified.