Data Assimilation in Chaotic Systems Using Deep Reinforcement Learning

Fuente: arXiv
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Main Authors: Hammoud, Mohamad Abed El Rahman, Raboudi, Naila, Titi, Edriss S., Knio, Omar, Hoteit, Ibrahim
Format: Preprint
Published: 2024
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_version_ 1866917557505622016
author Hammoud, Mohamad Abed El Rahman
Raboudi, Naila
Titi, Edriss S.
Knio, Omar
Hoteit, Ibrahim
author_facet Hammoud, Mohamad Abed El Rahman
Raboudi, Naila
Titi, Edriss S.
Knio, Omar
Hoteit, Ibrahim
contents Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF), which relies on linear updates to minimize variance among the ensemble of forecast states. Recent advancements have seen the emergence of deep learning approaches in this domain, primarily within a supervised learning framework. However, the adaptability of such models to untrained scenarios remains a challenge. In this study, we introduce a novel DA strategy that utilizes reinforcement learning (RL) to apply state corrections using full or partial observations of the state variables. Our investigation focuses on demonstrating this approach to the chaotic Lorenz '63 system, where the agent's objective is to minimize the root-mean-squared error between the observations and corresponding forecast states. Consequently, the agent develops a correction strategy, enhancing model forecasts based on available system state observations. Our strategy employs a stochastic action policy, enabling a Monte Carlo-based DA framework that relies on randomly sampling the policy to generate an ensemble of assimilated realizations. Results demonstrate that the developed RL algorithm performs favorably when compared to the EnKF. Additionally, we illustrate the agent's capability to assimilate non-Gaussian data, addressing a significant limitation of the EnKF.
format Preprint
id arxiv_https___arxiv_org_abs_2401_00916
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Data Assimilation in Chaotic Systems Using Deep Reinforcement Learning
Hammoud, Mohamad Abed El Rahman
Raboudi, Naila
Titi, Edriss S.
Knio, Omar
Hoteit, Ibrahim
Dynamical Systems
Artificial Intelligence
Machine Learning
Atmospheric and Oceanic Physics
Data assimilation (DA) plays a pivotal role in diverse applications, ranging from climate predictions and weather forecasts to trajectory planning for autonomous vehicles. A prime example is the widely used ensemble Kalman filter (EnKF), which relies on linear updates to minimize variance among the ensemble of forecast states. Recent advancements have seen the emergence of deep learning approaches in this domain, primarily within a supervised learning framework. However, the adaptability of such models to untrained scenarios remains a challenge. In this study, we introduce a novel DA strategy that utilizes reinforcement learning (RL) to apply state corrections using full or partial observations of the state variables. Our investigation focuses on demonstrating this approach to the chaotic Lorenz '63 system, where the agent's objective is to minimize the root-mean-squared error between the observations and corresponding forecast states. Consequently, the agent develops a correction strategy, enhancing model forecasts based on available system state observations. Our strategy employs a stochastic action policy, enabling a Monte Carlo-based DA framework that relies on randomly sampling the policy to generate an ensemble of assimilated realizations. Results demonstrate that the developed RL algorithm performs favorably when compared to the EnKF. Additionally, we illustrate the agent's capability to assimilate non-Gaussian data, addressing a significant limitation of the EnKF.
title Data Assimilation in Chaotic Systems Using Deep Reinforcement Learning
topic Dynamical Systems
Artificial Intelligence
Machine Learning
Atmospheric and Oceanic Physics
url https://arxiv.org/abs/2401.00916