Bootstrap aggregation and cross-validation methods to reduce overfitting
in reservoir policy search
Abstract
Policy search methods provide a heuristic mapping between observations
and decisions and have been widely used in reservoir control studies.
However, recent studies have observed a tendency for policy search
methods to overfit to the hydrologic data used in training, particularly
the sequence of flood and drought events. This technical note develops
an extension of bootstrap aggregation (bagging) and cross-validation
techniques, inspired by the machine learning literature, to improve
control policy performance on out-of-sample hydrology. We explore these
methods using a case study of Folsom Reservoir, California using control
policies structured as binary trees and daily streamflow resampling
based on the paleo-inflow record. Results show that
calibration-validation strategies for policy selection and certain
ensemble aggregation methods can improve out-of-sample tradeoffs between
water supply and flood risk objectives over baseline performance given
fixed computational costs. These results highlight the potential to
improve policy search methodologies by leveraging well-established model
training strategies from machine learning.