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arXiv 2407.08765cs.LGmath.PR
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用深度学习近似G(t)/GI/1队列

Approximating G(t)/GI/1 queues with deep learning

Rotman school of management, University of Toronto(多伦多大学罗特曼管理学院);Ariel University(阿里尔大学);The Hebrew University Business School, Hebrew University(希伯来大学商学院)

Eliran Sherzer, Opher Baron, Dmitry Krass, Yehezkel Resheff

AI总结:

针对排队论中G(t)/GI/1队列顾客数瞬态分布估计问题,提出基于矩的循环神经网络方法MBRNN,仅需前四阶矩,精度高且速度远快于仿真,可扩展至其他排队系统。

摘要:

本文采用有监督机器学习方法解决排队论中的一个基础问题:估计G(t)/GI/1队列系统中顾客数的瞬态分布。我们开发了一种神经网络机制,能够针对中等时间跨度长度和实际场景,快速且准确地预测这些分布。该机制基于循环神经网络(Recurrent Neural Network, RNN)架构,输入为随时间变化的到达间隔时间的前几阶矩,以及平稳服务时间分布的前几阶矩;我们将其称为基于矩的循环神经网络方法(Moment-Based Recurrent Neural Network method, MBRNN)。实证研究表明,MBRNN仅需到达间隔时间和服务时间的前四阶矩即可运行。我们通过仿真生成了大量训练数据集,并使用两个不同的测试集开展了全面的性能评估,以检验方法的准确性。结果显示,即使在性能表现最差的配置下,整个时间线内的平均顾客数误差仍低于3%。仿真建模虽能实现高精度,但MBRNN相较仿真的优势在于运行速度:MBRNN可在不到一秒的时间内分析数百个系统。本文聚焦于G(t)/GI/1队列,但此处展示的MBRNN方法可扩展至其他排队系统,因为训练数据标注基于仿真(可应用于更复杂的系统),且训练基于深度学习,能够处理非常复杂的时序任务。总而言之,MBRNN有望革新我们开展排队系统瞬态分析的能力。

英文摘要:

In this paper, we apply a supervised machine-learning approach to solve a fundamental problem in queueing theory: estimating the transient distribution of the number in the system for a G(t)/GI/1. We develop a neural network mechanism that provides a fast and accurate predictor of these distributions for moderate horizon lengths and practical settings. It is based on using a Recurrent Neural Network (RNN) architecture based on the first several moments of the time-dependant inter-arrival and the stationary service time distributions; we call it the Moment-Based Recurrent Neural Network (RNN) method (MBRNN ). Our empirical study suggests MBRNN requires only the first four inter-arrival and service time moments. We use simulation to generate a substantial training dataset and present a thorough performance evaluation to examine the accuracy of our method using two different test sets. We show that even under the configuration with the worst performance errors, the mean number of customers over the entire timeline has an error of less than 3%. While simulation modeling can achieve high accuracy, the advantage of the MBRNN over simulation is runtime, while the MBRNN analyzes hundreds of systems within a fraction of a second. This paper focuses on a G(t)/GI/1; however, the MBRNN approach demonstrated here can be extended to other queueing systems, as the training data labeling is based on simulations (which can be applied to more complex systems) and the training is based on deep learning, which can capture very complex time sequence tasks. In summary, the MBRNN can potentially revolutionize our ability to perform transient analyses of queueing systems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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