论文标题

部分可观测时空混沌系统的无模型预测

A Jacobian Free Deterministic Method for Solving Inverse Problems

论文作者

Piro, M. H. A., Bell, J. S., Poschmann, M., Prudil, A., Chan, P.

论文摘要

提出了一种有效的数值方法来优化模型参数,该参数可应用于任何类型的非线性方程系统和任何数量的数据点系统,而这些数据点不需要明确的目标函数或其部分导数。数字减少为解决非线性最小二乘问题,该问题使用Levenberg-Marquardt算法,而Jacobian通过使用Broyden的方法应用级别的更新来近似。这种方法比常规方法的优点是,无需分析目标函数的部分衍生物。例如,在某些情况下,人们无法制定部分导数,例如涉及目标函数本身包含嵌套优化问题的案例。此外,还描述了线条搜索算法,该算法确保满足Armijo条件并确保收敛性,这使该方法的成功对模型参数的初始估计不敏感。上述数值方法是关于开发Optima软件来解决反问题的,这些方法将减少到非线性最小二乘问题。事实证明,这种计算方法在解决非常复杂的物理模型的逆问题方面特别有用,这些模型无法直接以实用的方式进行优化。

An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective function or its partial derivatives. The numerics are reduced to solving a non-linear least squares problem, which uses the Levenberg-Marquardt algorithm and the Jacobian is approximated by applying rank-one updates using Broyden's method. An advantage of this methodology over conventional approaches is that the partial derivatives of the objective function do not have to be analytically calculated. For instance, there may be situations where one cannot formulate the partial derivatives, such as cases involving an objective function that itself contains a nested optimization problem. Moreover, a line search algorithm is also described that ensures that the Armijo conditions are satisfied and that convergence is assured, which makes the success of the approach insensitive to the initial estimates of the model parameters. The foregoing numerical methods are described with respect to the development of the Optima software to solve inverse problems, which are reduced to non-linear least squares problems. This computational approach has proven to be particularly useful at solving inverse problems of very complex physical models that cannot be optimized directly in a practical way.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源