Neural Network Proxy Modeling of

Complex Oil Reservoir Processes

with CMOST

Eugene Fedutenko

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Overview
• Proxy Modeling in CMG CMOST
• Need For Accuracy Improvement
• Single Layer AI vs. Multi-Layers AI
• Back Error Propagation (BEP)
• Gradient BEP
• Levenberg-Marquardt BEP
• Test Framework & Goals
• SAGD and Black Oil Cases and Test Results
• Conclusions & Current Development
• Questions?
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Proxy Modeling in CMOST (I)
• Reservoir simulations are computationally costly,
especially for large number of grid-blocks
• All production related workflows involve a LOT of
simulations – need to cover as many scenarios as
possible
• High dimensions of parameter space
• Need for “surrogate” simulator to quickly evaluate
Objective Function (OF) for any given set of parameters

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Proxy Modeling in CMOST (II)
• Normally, Objective Function OF (NPV, Cum. Oil, SOR,
RF, etc.) is evaluated as a function of the given set of
operational/uncertain parameters (therefore, one can
forecast):

Z = Z (r1,r2 ,…, rN)

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Proxy Modeling in CMOST (III) Current Proxies
• Polynomial
• Neural Network – Single-Layer Radial Base Functions (NN
RBF)
• Regularly used in Sensitivity Analysis, Optimization and History
Matching workflow
• In most cases NN RBF is more accurate
• Proxy Accuracy is crucial – Inaccurate Proxy will lead to wrong
conclusions
• There are cases where further accuracy improvement is
necessary
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Need for Accuracy Improvement
Black Oil Case (14 Pars, 1000 Training Jobs)

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Single Layer vs. Multi-Layers
Single-Layer RBF Proxy Architecture

Single Layer RBF is based on exact interpolation of training data and is similar
to Kriging and Kernel models

It’s simple and practical for limited sizes of training data - the usual scenario in
reservoir simulation
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Single Layer vs. Multi-Layers
Multi-Layer NN Proxy Architecture
• 1 Output, and at least 1 (but up to any) Hidden Layer
• Approximate Matching of Training Data

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Single Layer vs. Multi-Layers
Which NN to Use?
• It is a common belief in Petroleum Community that multi-
layered NN are good only for very large (multi-thousand)
sizes of training data, therefore they are not very practical
for complex cases
• We question this belief due to recent progress reported by
different AI research groups

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Multi-Layers NN Progress: Deep Learning,
DeepMind, Google Brain, etc.
• Google Deep Mind’s AlphaGo beat world champion at
ancient board game Go Lee Sedol (March 2016)
• Google Brain, Google X progress: Deep Learning NN
mimicking some aspects of human brain trains itself to
recognize images and drive cars

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Back Error Propagation (BEP)

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Gradient BEP NN Algorithm (I)
• Randomly populate initial weights of the Network
• For N training parameters, compute nonlinear output
(OF) according to a set of nonlinear rules
• Compute an error by comparing with the actual OF for
that parameter
• Propagate error back in the direction opposed to its
gradient and update the model’s weights and coefficients
• Iterate for all the training records for a given number of
times (epochs)
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Gradient BEP NN Algorithm (II)

Figure 1: Gradient BEP

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Levenberg-Marquardt BEP (I)
• Randomly populate initial weights of the Network

• For N training parameters, compute nonlinear output

(OF) according to a set of nonlinear rules

• Compute an error by comparing with the actual OF for

that parameter

• Propagate error back to find such weight correction ࢎ

that minimizes ߯ ଶ ‫ ݓ‬൅ ݄ where ࢝ is the current weight

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 Levenberg-Marquardt BEP (II)

• Levenberg-Marquet is a
combination of Gradient
and Newtonian Methods

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Test Framework
• We generate NN proxy (RBF, BEP Gradient and BEP LM
with 2 hidden layers) for all OF, whether its Production
Output or HM Error prediction
• Latin Hypercube Design (LHD) is used for parameter space
sampling
• LHD Size N changed in the range 50 – 2110
• Prediction is verified against L verification runs
• L changes in the range 200 – 2,000
• Each simulation ran for a time horizon of the base case
• Compare QC plots for different proxies for the same sizes of
training/verification data
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Test Goals
• Goal 1: Find the dynamics of Average Residual Error as
N increases
• Goal 2: Compare QC plots for different proxies at the
same sizes of training/verification data

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3-Well Pair SAGD Model
• 3-well pair real reservoir
• Permeability in the range 1 to 15,804 mD
• Time horizon 10 years
• Dimensionality D = 12 (operational parameters)
• Model dimension: 498m x 100m x 69m
• 17,181 grid blocks of dimension 1m×100m×1m
• STARS was used to model the SAGD process

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12-Pars SAGD Case, Cum. Steam Prediction (250
Verifications)
Current RBF BEP Gradient 3&4 nodes BEP LM 3&4 nodes

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Cum. Steam Prediction Error (%)

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0
0 500 1000 1500 2000 2500
Training Job ID

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 12-Pars SAGD Case, Cum. Oil Prediction (250 Verifications)
Current RBF BEP Gradient 3&4 nodes BEP LM 3&4 nodes

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Cum. Oil Prediction Error (%)

0
0 500 1000 1500 2000 2500
Training Job ID

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 12-Pars SAGD Case, Field NPV Prediction (250
Verifications)
Current RBF BEP Gradient 3&4 nodes BEP LM 3&4 nodes

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Prediction Error (%)
Field NPV

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0
0 500 1000 1500 2000 2500
Training Job ID

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 QC for Cum. Steam Error for RBF vs.
BEP LM 3&4 (500 Train Jobs, 250 Verifications)

RBF BEP LM 3&4 23

QC for Cum. Oil Error for RBF vs.
BEP LM 3&4 (500 Train Jobs, 250 Verifications)

RBF BEP LM 3&4 24

QC for Field NPV for RBF vs.
BEP LM 3&4 (500 Train Jobs, 250 Verifications)

RBF BEP LM 3&4

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QC for Field NPV for RBF vs.
BEP LM 3&4 (800 Train Jobs, 250 Verifications)

RBF BEP LM 3&4

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SAGD Case Conclusions
• RBF NN is the best proxy for low size of the training
data (൑ ૞૙૙), however LM BEP is almost as good in
that range

• LM BEP provides the best prediction accuracy for higher

training data size (൐ ૞૙૙)

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Black Oil SPE9 Synthetic Case Study
• Black Oil model

• 9,000 Grid Blocks

• One water injection well, and 12 producers

• Time horizon 10 years

• Dimensionality D = 14 (HM Parameters)

• IMEX Simulator was used to run training jobs

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14-Pars BO Case, Producer Match Error Prediction
(1000 Verifications)
Current RBF BEP Gradient 13&14 nodes BEP LM 13&14 nodes
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ProducerMatchError (%)

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0
0 1000 2000 3000 4000 5000 6000 7000
Training Job ID
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14-Pars BO Case, Injector Match Error Prediction
(1000 Verifications)
Current RBF BEP Gradient 13&14 nodes BEP LM 13&14 nodes
200

180

160
Injector Match Error (%)

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120

100

80

60

40

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0
0 1000 2000 3000 4000 5000 6000 7000
Training Job ID
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14-Pars BO Case, Global Hm Error Prediction
(1000 Verifications)
Current RBF BEP Gradient 13&14 nodes BEP LM 13&14 nodes
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GlobalHmError Prediction Error (%)

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15

10

0
0 1000 2000 3000 4000 5000 6000 7000
Training Job ID
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QC for Producer Match Error for RBF vs. LM BEP
13&14 (1000 Training Jobs, 1000 Verifications)

RBF BEP LM 13&14

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QC for Injectors Match Error for RBF vs. LM BEP
13&14 (1000 Training Jobs, 1000 Verifications)

RBF BEP LM 13&14

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QC for Global Hm Error for RBF vs. LM BEP
13&14 (1000 Training Jobs, 1000 Verifications)

RBF BEP LM 13&14

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Black Oil Case Conclusions
• Both BEP Gradient and BEP LM provide better than
RBF prediction accuracy for any reasonable training
data size

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General Conclusions
• BEP LM NN has strong prediction potential for both Black Oil
and SAGD cases
• However, it works well only when the numbers of nodes/layers
are selected properly
• BEP NN algorithms are not deterministic, unlike RBF NN,
therefore their results for the same training data are not
identical at different runs
• BEP NN (as any Gradient/Newtonian algorithm) finds the local
optimum only
• The number of BEP LM iterations also can be case dependent

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Further Development
• Develop a way of optimization of number of nodes and
layers for LM BEP algorithm by combining it with Cascade
Correlation

• Develop a correct estimation of an iteration number for LM

BEP algorithm

• Develop a Hybrid NN Learning Algorithm based on

combination of LM BEP and some Genetic Algorithms to
find the global NN optimum

• Apply BEP NN for time-dependent proxy modeling

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Thank You!

Questions & Comments?

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