Using Keras RNN model with gekko MPC

[Mikkel Brendstrup]

Hi all

After playing around with ARX MPC I wanted to see how it perform against a RNN MPC. I am using apmonitor "TCLab G" and "LSTM Network" literature as basis however I have trouble seeing how to implement the keras model (which is saved in a .h5 file) into GEKKO MPC model. Would therefore be appreciated if I could get a pointer where to look, if it is even possible or even better show a example :) 

regards 

Mikkel B.

[John Hedengren]

Mikkel,

 

Gekko doesn’t allow models from other packages. Here are two options:

 

1. Convert the RNN model to Gekko format. There is an example of a Keras neural network model and Gekko neural network model here: https://apmonitor.com/do/index.php/Main/DeepLearning
2. Use a shooting method for MPC with an optimizer like scipy.optimize.minimize(). There is an example of this approach at the bottom: https://apmonitor.com/pdc/index.php/Main/ModelPredictiveControl

 

Best regards,

 

John Hedengren | Associate Professor

Department of Chemical Engineering | Brigham Young University
330 Engineering Building | Provo, UT 84602 | john.he...@byu.edu

 

BYU PRISM Group: apm.byu.edu

Machine Learning with GEKKO: machinelearning.byu.edu 

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[Mikkel Brendstrup]

Hi John,

Thank you for the fast response.

I was fearing that was the case. I will try look at the ANN example and see if I can get good prediction result for the dataset I am using. It might also give me ideas how to implement an lstm in gekko.

best regards,

Mikkel