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Is there any Online machine learning algorithm for complex dynamical system

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2019 May 02 7:51 AM

332

- SAP Managed Tags:
- Machine Learning

Hi...I have a complex dynamical system which takes input as `x1, x2, x3`

and gives output as `y1, y2, y3`

. I don't have any mathematical model of the system. `x(k)`

is the present input to the system and `y(k)`

is the present output of the system. My Objective is to find `x1(k+1),x2(k+1),x3(k+1)`

to maximize `y1(k+1) + y2(k+1) + y3(k+1)`

. I can only access the present state(k) and past state(k-1) values. Intuitively `y_i(k)=f(x1(k),x2(k),x3(k))`

where `i=1,2,3`

. The system only takes inputs s.t `a < x1,x2,x3 < b`

. Is there any online machine learning algorithm which can be applied to solve this problem?

1 REPLY 1

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2024 Jun 11 8:31 AM

231

- SAP Managed Tags:
- Machine Learning

First of all, it is not clear, that this minimum exists. If e.g. x_i = y_i and the x_i are defined on whole R, there is no minimum.

If you have a large set of training data you can train a neural network to approximate the function. Applying a hill climber alg. you could find an approximation of a local min. of this function if one exists.