用最优传输松弛目标函数,提升软传感器模型精度。
Slack More, Predict Better: Proximal Relaxation for Probabilistic Latent Variable Model-based Soft Sensors
- 以Wasserstein距离为近端算子松弛优化目标,改进变分推断。
- 理论证明可消除传统方法的近似误差,算法收敛性有保障。
- 在真实工业数据上验证效果,适合高精度软传感场景。
非线性概率潜变量模型(NPLVMs)因其具备不确定性建模能力,是软传感器建模的核心方法。然而,传统NPLVMs采用近似变分推断,由神经网络参数化变分后验,将无限维函数空间的分布优化问题转化为有限维参数空间的优化,引入了近似误差,降低了建模精度。为缓解此问题,本文提出KProxNPLVM,通过松弛学习目标本身来提升性能。首先,我们证明了传统方法带来的近似误差;基于此,设计以Wasserstein距离为近端算子的松弛策略,导出新的变分推断方案。进一步,给出了KProxNPLVM的优化实现推导,严格证明了算法收敛性,最终可规避近似误差。最后,在合成与真实工业数据集上的大量实验验证了该方法的有效性。
原文摘要 · Abstract (English)
Nonlinear Probabilistic Latent Variable Models (NPLVMs) are a cornerstone of soft sensor modeling due to their capacity for uncertainty delineation. However, conventional NPLVMs are trained using amortized variational inference, where neural networks parameterize the variational posterior. While facilitating model implementation, this parameterization converts the distributional optimization problem within an infinite-dimensional function space to parameter optimization within a finite-dimensional parameter space, which introduces an approximation error gap, thereby degrading soft sensor modeling accuracy. To alleviate this issue, we introduce KProxNPLVM, a novel NPLVM that pivots to relaxing the objective itself and improving the NPLVM's performance. Specifically, we first prove the approximation error induced by the conventional approach. Based on this, we design the Wasserstein distance as the proximal operator to relax the learning objective, yielding a new variational inference strategy derived from solving this relaxed optimization problem. Based on this foundation, we provide a rigorous derivation of KProxNPLVM's optimization implementation, prove the convergence of our algorithm can finally sidestep the approximation error, and propose the KProxNPLVM by summarizing the abovementioned content. Finally, extensive experiments on synthetic and real-world industrial datasets are conducted to demonstrate the efficacy of the proposed KProxNPLVM.
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