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Robust machine learning modeling for predictive control using Lipschitz-Constrained Neural Networks
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DOI：10.1016/j.compchemeng.2023.108466.png)
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摘要
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Neural networks (NNs) have emerged as a state-of-the-art method for modeling nonlinear systems in model predictive control (MPC). However, the robustness of NNs, in terms of sensitivity to small input perturbations, remains a critical challenge for practical applications. To address this, we develop Lipschitz-Constrained Neural Networks (LCNNs) for modeling nonlinear systems and derive rigorous theoretical results to demonstrate their effectiveness in approximating Lipschitz functions, reducing input sensitivity, and preventing over-fitting. Specifically, we first prove a universal approximation theorem to show that LCNNs using SpectralDense layers can approximate any 1-Lipschitz target function. Then, we prove a probabilistic generalization error bound for LCNNs using SpectralDense layers by using their empirical Rademacher complexity. Finally, the LCNNs are incorporated into the MPC scheme, and a chemical process example is utilized to show that LCNN-based MPC outperforms MPC using conventional feedforward NNs in the presence of training data noise.
Keyword:
Lipschitz-Constrained Neural Networks
Robust machine learning model
Generalization error
Model predictive control
Neural network sensitivity
Over-fitting
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