论文标题
时变倾向得分,以弥合过去和现在之间的差距
Time-Varying Propensity Score to Bridge the Gap between the Past and Present
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods to address it. This paper addresses situations when data evolves gradually. We introduce a time-varying propensity score that can detect gradual shifts in the distribution of data which allows us to selectively sample past data to update the model -- not just similar data from the past like that of a standard propensity score but also data that evolved in a similar fashion in the past. The time-varying propensity score is quite general: we demonstrate different ways of implementing it and evaluate it on a variety of problems ranging from supervised learning (e.g., image classification problems) where data undergoes a sequence of gradual shifts, to reinforcement learning tasks (e.g., robotic manipulation and continuous control) where data shifts as the policy or the task changes.