Evaluation of Change Detection Systems Based on Boltzmann Machine

Takanori Hashimoto, N. Matsui, T. Itami, T. Isokawa
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Abstract

Detection of the state changes in the system, which may result in the failure of the system, would be very important in various fields of real-world engineering. We propose a novel unsupervised method for detection of changes in the framework of Energy Based Model (EBM). The proposed method incorporates the Restricted Boltzmann Machine (RBM) and Conditional Restricted Boltzmann Machine (CRBM) as EBM. The state change can be evaluated by observing the free energy in the RBM/CRBM. The proposed method is evaluated by using two sets of time series; one is a sin wave with Gaussian noises and another is the state in a CartPole system. Experimental results show that the free energy is an effective indicator for detecting the state change and that CRBM have better ability for detecting the state change than RBM.
基于玻尔兹曼机的变化检测系统评价
在实际工程的各个领域中,检测系统中可能导致系统失效的状态变化是非常重要的。我们提出了一种新的基于能量模型(EBM)框架的无监督检测方法。该方法将受限玻尔兹曼机(RBM)和条件受限玻尔兹曼机(CRBM)作为EBM。状态变化可以通过观察RBM/CRBM的自由能来评估。采用两组时间序列对该方法进行了评价;一个是带高斯噪声的正弦波,另一个是CartPole系统的状态。实验结果表明,自由能是检测状态变化的有效指标,CRBM比RBM具有更好的检测状态变化的能力。
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