Risk-aware and Robust Approaches for Machine Learning-supported Model Predictive Control for Iterative Processes

The recent advances in machine learning have catalyzed a renewed interest in machine-learning-supported model predictive control. Machine learning promises to facilitate modeling and improve the process' performance. Nevertheless, it brings some challenges: For instance, as the connection with physics law is (partially) lost, machine learning models can provide wildly inaccurate results. It is therefore necessary to provide control methods that take the model uncertainty of these models into account. Uncertainties are even more important for iterative processes - processes that do not operate at a steady state - due to the large changes in the process conditions during operation. In this work, two methods for data-driven uncertainty modelling are proposed. The first method uses Gaussian processes to learn the model uncertainty and neural networks to learn the nominal model. It provides an simple way to summarize the uncertainty of the model into a single parameter, which can be used by a model predictive controller to make risk-aware decisions. This method, while being simple, does not guarantee constraint satisfaction. The second method is based on tube-based model predictive control and can guarantee constraint satisfaction. It is based on the concept of the "safe set": a set where a tube-based MPC has a feasible solution. We show that, under some assumptions, the safe set enlarges at every iteration of the process, potentially allowing increased performance. Finally, a novel Python library for machine-learning-based model predictive control, called HILO-MPC, is presented. This library interfaces with TensorFlow and PyTorch and provides easily-accesible tools for defining control and estimation problem using machine learning model

A MULTI-SCALE APPROACH TO FED-BATCH BIOREACTOR CONTROL

The rising energy costs, increased global competition in terms of both price and quality, and the need to make products in an environmentally benign manner have paved the way for the biological route towards manufacturing. Many of the products obtained by the biological route either cannot be produced, or are very difficult to obtain, by conventional manufacturing methods. Most of these products fall in the low volume/high value bracket, and it is estimated that the production of therapeutic proteins alone generated sales exceeding $25 billion in 2001. By increasing our understanding of these systems it may be possible to avoid some of the empiricism associated with the operation of (fed-)batch bioreactors. Considerable benefit, in terms of reduced product variability and optimal resource utilization could be achieved, and this work is a step in that direction.Biological reactors typically are governed by highly nonlinear behavior occuring on both a macroscopic reactor scale and a microscopic cellular scale. Reactions taking place at these scales also occur at different rates so that the bioreactor system is multi-scale both spatially and temporally. Since achievable controller performance in a model-based control scheme is dependent on the quality of the process model cite{mor89}, a controller based on a model that captures events occuring at both the reactor and cellular scales should provide superior performance when compared to a controller that employs a uniscale model. In the model considered for this work, the specific growth rate is used as a coupling parameter integrating the behavior of both scales. On the cellular level, flux distributions are used to describe cellular growth and product formation whereas a lumped-parameter reactor model provides the macroscopic process representation.The control scheme for the fed-batch bioreactor is implemented in two stages, and the substrate feed rate serves as the manipulated variable. Initially, a constrained optimal control problem is solved off-line, in order to determine the manipulated variable profile that maximizes the end of batch product concentration for the product of interest, while maintaining apre-specified, fixed final volume. The next step involves tracking of the optimal control trajectory, in closed-loop operation. The Shrinking Horizon Model Predictive Control (SHMPC) framework is used to minimize the projected deviations of the controlled variable from the specified trajectories. At every time step, the original nonlinear model is linearized and the optimization problem is formulated as a quadratic program, that includes constraints on the manipulated input and the final volume. Finally, the performance of the controller is evaluated, and strategies for disturbance compensation are presented. The results of this approach are presented for ethanol production in a baker's yeast fermentation case study

Expanding the Horizons of Manufacturing: Towards Wide Integration, Smart Systems and Tools

This research topic aims at enterprise-wide modeling and optimization (EWMO) through the development and application of integrated modeling, simulation and optimization methodologies, and computer-aided tools for reliable and sustainable improvement opportunities within the entire manufacturing network (raw materials, production plants, distribution, retailers, and customers) and its components. This integrated approach incorporates information from the local primary control and supervisory modules into the scheduling/planning formulation. That makes it possible to dynamically react to incidents that occur in the network components at the appropriate decision-making level, requiring fewer resources, emitting less waste, and allowing for better responsiveness in changing market requirements and operational variations, reducing cost, waste, energy consumption and environmental impact, and increasing the benefits. More recently, the exploitation of new technology integration, such as through semantic models in formal knowledge models, allows for the capture and utilization of domain knowledge, human knowledge, and expert knowledge toward comprehensive intelligent management. Otherwise, the development of advanced technologies and tools, such as cyber-physical systems, the Internet of Things, the Industrial Internet of Things, Artificial Intelligence, Big Data, Cloud Computing, Blockchain, etc., have captured the attention of manufacturing enterprises toward intelligent manufacturing systems

Neural networks in control engineering

The purpose of this thesis is to investigate the viability of integrating neural networks into control structures. These networks are an attempt to create artificial intelligent systems with the ability to learn and remember. They mathematically model the biological structure of the brain and consist of a large number of simple interconnected processing units emulating brain cells. Due to the highly parallel and consequently computationally expensive nature of these networks, intensive research in this field has only become feasible due to the availability of powerful personal computers in recent years. Consequently, attempts at exploiting the attractive learning and nonlinear optimization characteristics of neural networks have been made in most fields of science and engineering, including process control. The control structures suggested in the literature for the inclusion of neural networks in control applications can be divided into four major classes. The first class includes approaches in which the network forms part of an adaptive mechanism which modulates the structure or parameters of the controller. In the second class the network forms part of the control loop and replaces the conventional control block, thus leading to a pure neural network control law. The third class consists of topologies in which neural networks are used to produce models of the system which are then utilized in the control structure, whilst the fourth category includes suggestions which are specific to the problem or system structure and not suitable for a generic neural network-based-approach to control problems. Although several of these approaches show promising results, only model based structures are evaluated in this thesis. This is due to the fact that many of the topologies in other classes require system estimation to produce the desired network output during training, whereas the training data for network models is obtained directly by sampling the system input(s) and output(s). Furthermore, many suggested structures lack the mathematical motivation to consider them for a general structure, whilst the neural network model topologies form natural extensions of their linear model based origins. Since it is impractical and often impossible to collect sufficient training data prior to implementing the neural network based control structure, the network models have to be suited to on-line training during operation. This limits the choice of network topologies for models to those that can be trained on a sample by sample basis (pattern learning) and furthermore are capable of learning even when the variation in training data is relatively slow as is the case for most controlled dynamic systems. A study of feedforward topologies (one of the main classes of networks) shows that the multilayer perceptron network with its backpropagation training is well suited to model nonlinear mappings but fails to learn and generalize when subjected to slow varying training data. This is due to the global input interpretation of this structure, in which any input affects all hidden nodes such that no effective partitioning of the input space can be achieved. This problem is overcome in a less flexible feedforward structure, known as regular Gaussian network. In this network, the response of each hidden node is limited to a -sphere around its center and these centers are fixed in a uniform distribution over the entire input space. Each input to such a network is therefore interpreted locally and only effects nodes with their centers in close proximity. A deficiency common to all feedforward networks, when considered as models for dynamic systems, is their inability to conserve previous outputs and states for future predictions. Since this absence of dynamic capability requires the user to identify the order of the system prior to training and is therefore not entirely self-learning, more advanced network topologies are investigated. The most versatile of these structures, known as a fully recurrent network, re-uses the previous state of each of its nodes for subsequent outputs. However, despite its superior modelling capability, the tests performed using the Williams and Zipser training algorithm show that such structures often fail to converge and require excessive computing power and time, when increased in size. Despite its rigid structure and lack of dynamic capability, the regular Gaussian network produces the most reliable and robust models and was therefore selected for the evaluations in this study. To overcome the network initialization problem, found when using a pure neural network model, a combination structure· _in which the network operates in parallel with a mathematical model is suggested. This approach allows the controller to be implemented without any prior network training and initially relies purely on the mathematical model, much like conventional approaches. The network portion is then trained during on-line operation in order to improve the model. Once trained, the enhanced model can be used to improve the system response, since model exactness plays an important role in the control action achievable with model based structures. The applicability of control structures based on neural network models is evaluated by comparing the performance of two network approaches to that of a linear structure, using a simulation of a nonlinear tank system. The first network controller is developed from the internal model control (IMC) structure, which includes a forward and inverse model of the system to be controlled. Both models can be replaced by a combination of mathematical and neural topologies, the network portion of which is trained on-line to compensate for the discrepancies between the linear model _ and nonlinear system. Since the network has no dynamic ·capacity, .former system outputs are used as inputs to the forward and inverse model. Due to this direct feedback, the trained structure can be tuned to perform within limits not achievable using a conventional linear system. As mentioned previously the IMC structure uses both forward and inverse models. Since the control law requires that these models are exact inverses, an iterative inversion algorithm has to be used to improve the values produced by the inverse combination model. Due to deadtimes and right-half-plane zeroes, many systems are furthermore not directly invertible. Whilst such unstable elements can be removed from mathematical models, the inverse network is trained directly from the forward model and can not be compensated. These problems could be overcome by a control structure for which only a forward model is required. The neural predictive controller (NPC) presents such a topology. Based on the optimal control philosophy, this structure uses a model to predict several future outputs. The errors between these and the desired output are then collected to form the cost function, which may also include other factors such as the magnitude of the change in input. The input value that optimally fulfils all the objectives used to formulate the cost function, can then be found by locating its minimum. Since the model in this structure includes a neural network, the optimization can not be formulated in a closed mathematical form and has to be performed using a numerical method. For the NPC topology, as for the neural network IMC structure, former system outputs are fed back to the model and again the trained network approach produces results not achievable with a linear model. Due to the single network approach, the NPC topology furthermore overcomes the limitations described for the neural network IMC structure and can be extended to include multivariable systems. This study shows that the nonlinear modelling capability of neural networks can be exploited to produce learning control structures with improved responses for nonlinear systems. Many of the difficulties described are due to the computational burden of these networks and associated algorithms. These are likely to become less significant due to the rapid development in computer technology and advances in neural network hardware. Although neural network based control structures are unlikely to replace the well understood linear topologies, which are adequate for the majority of applications, they might present a practical alternative where (due to nonlinearity or modelling errors) the conventional controller can not achieve the required control action

Online learning in financial time series

We wish to understand if additional learning forms can be combined with sequential optimisation to provide superior benefit over batch learning in various tasks operating in financial time series. In chapter 4, Online learning with radial basis function networks, we provide multi-horizon forecasts on the returns of financial time series. Our sequentially optimised radial basis function network (RBFNet) outperforms a random-walk baseline and several powerful supervised learners. Our RBFNets naturally measure the similarity between test samples and prototypes that capture the characteristics of the feature space. In chapter 5, Reinforcement learning for systematic FX trading, we perform feature representation transfer from an RBFNet to a direct, recurrent reinforcement learning (DRL) agent. Earlier academic work saw mixed results. We use better features, second-order optimisation methods and adapt our model parameters sequentially. As a result, our DRL agents cope better with statistical changes to the data distribution, achieving higher risk-adjusted returns than a funding and a momentum baseline. In chapter 6, The recurrent reinforcement learning crypto agent, we construct a digital assets trading agent that performs feature space representation transfer from an echo state network to a DRL agent. The agent learns to trade the XBTUSD perpetual swap contract on BitMEX. Our meta-model can process data as a stream and learn sequentially; this helps it cope with the nonstationary environment. In chapter 7, Sequential asset ranking in nonstationary time series, we create an online learning long/short portfolio selection algorithm that can detect the best and worst performing portfolio constituents that change over time; in particular, we successfully handle the higher transaction costs associated with using daily-sampled data, and achieve higher total and risk-adjusted returns than the long-only holding of the S&P 500 index with hindsight

Batch-to-batch iterative learning control of a fed-batch fermentation process

PhD ThesisRecently, iterative learning control (ILC) has been used in the run-to-run control of batch processes to directly update the control trajectory. The basic idea of ILC is to update the control trajectory for a new batch run using the information from previous batch runs so that the output trajectory converges asymptotically to the desired reference trajectory. The control policy updating is calculated using linearised models around the nominal reference process input and output trajectories. The linearised models are typically identified using multiple linear regression (MLR), partial least squares (PLS) regression, or principal component regression (PCR). ILC has been shown to be a promising method to address model-plant mismatches and unknown disturbances. This work presents several improvements of batch to batch ILC strategy with applications to a simulated fed-batch fermentation process. In order to enhance the reliability of ILC, model prediction confidence is incorporated in the ILC optimization objective function. As a result of the incorporation, wide model prediction confidence bounds are penalized in order to avoid unreliable control policy updating. This method has been proven to be very effective for selected model prediction confidence bounds penalty factors. In the attempt to further improve the performance of ILC, averaged reference trajectories and sliding window techniques were introduced. To reduce the influence of measurement noise, control policy is updated on the average input and output trajectories of the past a few batches instead of just the immediate previous batch. The linearised models are re-identified using a sliding window of past batches in that the earliest batch is removed with the newest batch added to the model identification data set. The effects of various parameters were investigated for MLR, PCR and PLS method. The technique significantly improves the control performance. In model based ILC the weighting matrices, Q and R, in the objective function have a significant impact on the control performance. Therefore, in the quest to exploit the potential of objective function, adaptive weighting parameters were attempted to study the performance of batch to batch ILC with updated models. Significant improvements in the stability of the performance for all the three methods were noticed. All the three techniques suggested have established improvements either in stability, reliability and/or convergence speed. To further investigate the versatility of ILC, the above mentioned techniques were combined and the results are discussed in this thesis

Scalable computing for earth observation - Application on Sea Ice analysis

In recent years, Deep learning (DL) networks have shown considerable improvements and have become a preferred methodology in many different applications. These networks have outperformed other classical techniques, particularly in large data settings. In earth observation from the satellite field, for example, DL algorithms have demonstrated the ability to learn complicated nonlinear relationships in input data accurately. Thus, it contributed to advancement in this field. However, the training process of these networks has heavy computational overheads. The reason is two-fold: The sizable complexity of these networks and the high number of training samples needed to learn all parameters comprising these architectures. Although the quantity of training data enhances the accuracy of the trained models in general, the computational cost may restrict the amount of analysis that can be done. This issue is particularly critical in satellite remote sensing, where a myriad of satellites generate an enormous amount of data daily, and acquiring in-situ ground truth for building a large training dataset is a fundamental prerequisite. This dissertation considers various aspects of deep learning based sea ice monitoring from SAR data. In this application, labeling data is very costly and time-consuming. Also, in some cases, it is not even achievable due to challenges in establishing the required domain knowledge, specifically when it comes to monitoring Arctic Sea ice with Synthetic Aperture Radar (SAR), which is the application domain of this thesis. Because the Arctic is remote, has long dark seasons, and has a very dynamic weather system, the collection of reliable in-situ data is very demanding. In addition to the challenges of interpreting SAR data of sea ice, this issue makes SAR-based sea ice analysis with DL networks a complicated process. We propose novel DL methods to cope with the problems of scarce training data and address the computational cost of the training process. We analyze DL network capabilities based on self-designed architectures and learn strategies, such as transfer learning for sea ice classification. We also address the scarcity of training data by proposing a novel deep semi-supervised learning method based on SAR data for incorporating unlabeled data information into the training process. Finally, a new distributed DL method that can be used in a semi-supervised manner is proposed to address the computational complexity of deep neural network training