General value functions for fault detection in multivariate time series data

Abstract

One of the greatest challenges to the automated production of goods is equipment malfunction. Ideally, machines should be able to automatically predict and detect operational faults in order to minimize downtime and plan for timely maintenance. While traditional condition-based maintenance (CBM) involves costly sensor additions and engineering, machine learning approaches offer the potential to learn from already existing sensors. Implementations of data-driven CBM typically use supervised and semi-supervised learning to classify faults. In addition to a large collection of operation data, records of faulty operation are also necessary, which are often costly to obtain. Instead of classifying faults, we use an approach to detect abnormal behaviour within the machine's operation. This approach is analogous to semi-supervised anomaly detection in machine learning (ML), with important distinctions in experimental design and evaluation specific to the problem of industrial fault detection. We present a novel method of machine fault detection using temporal-difference learning and General Value Functions (GVFs). Using GVFs, we form a predictive model of sensor data to detect faulty behaviour. As sensor data from machines is not i.i.d. but closer to Markovian sampling, temporal-difference learning methods should be well suited for this data. We compare our GVF outlier detection (GVFOD) algorithm to a broad selection of multivariate and temporal outlier detection methods, using datasets collected from a tabletop robot emulating the movement of an industrial actuator. We find that not only does GVFOD achieve the same recall score as other multivariate OD algorithms, it attains significantly higher precision. Furthermore, GVFOD has intuitive hyperparameters which can be selected based upon expert knowledge of the application. Together, these findings allow for a more reliable detection of abnormal machine behaviour to allow ideal timing of maintenance; saving resources, time and cost.

Keywords: fault detection; general value functions; outlier detection; reinforcement learning; temporal difference (TD) learning.