Reinforcement learning in optimization problems. Applications to geophysical data inversion

Abstract

In this paper, we introduce a novel inversion methodology that combines the benefits offered by Reinforcement-Learning techniques with the advantages of the Epsilon-Greedy method for an expanded exploration of the model space. Among the various Reinforcement Learning approaches, we applied the set of algorithms included in the category of the Q-Learning methods. We show that the Temporal Difference algorithm offers an effective iterative approach that allows finding an optimal solution in geophysical inverse problems. Furthermore, the Epsilon-Greedy method properly coupled with the Reinforcement Learning workflow, allows expanding the exploration of the model-space, minimizing the misfit between observed and predicted responses and limiting the problem of local minima of the cost function. In order to prove the feasibility of our methodology, we tested it using synthetic geo-electric data and a seismic refraction data set available in the public domain.