Towards Risk-aware Machine Learning Supported Model Predictive Control and Open-loop Optimization for Repetitive Processes
Bruno Morabito, Johannes Pohlodek, Janine Matschek, Anton Savchenko, Lisa Carius, Rolf Findeisen
Abstract
Many processes operate repetitively, for example batch processes in biotechnology or chemical engineering. We propose a method for risk-aware run-to-run optimization and model predictive control of repetitive processes with uncertain models. The goal is to increase the performance as the number of runs increases by improving the model despite limited measurements while considering model uncertainty and avoiding uncertain areas. The method uses a gray-box model, i.e. a model formed by a first principle and a machine learning component, in this case an artificial neural network. The model uncertainty might be large, particularly in the first runs, where only a few measurements are available. We propose to quantify this uncertainty using Bayesian inference. This is in turn reflected by a risk measure entering an open-loop optimal control problem and a shrinking-horizon Model Predictive Controller as a constraint to limit control and exploitation in high risk areas. We show that using this risk measure we are able to efficiently reach high process performance. The proposed method is tested in simulations on two biotechnological fed-batch processes.