A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data
AI 摘要
提出了一种混合框架,用于从噪声数据中推断随机非线性动力学方程,并量化参数不确定性。
主要贡献
- 结合了深度符号回归和高斯过程,无需先验假设即可建模确定性动力学和噪声结构
- 提出了一种数据高效且对噪声鲁棒的算法,仅需少量数据即可有效识别系统动态特性
- 验证了在谐波、杜芬和范德波尔振荡器等数值基准以及生物振荡器实验系统上的有效性
方法论
结合深度符号回归和高斯过程最大似然估计,分别建模确定性动态和噪声结构,并进行参数不确定性推断。
原文摘要
Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of such systems can often be described by stochastic differential equations, a central challenge is understanding how noise influences the inference of system parameters and dynamics from data. Traditional symbolic regression methods can uncover governing equations but typically ignore uncertainty. Conversely, Gaussian processes provide principled uncertainty quantification but offer little insight into the underlying dynamics. In this work, we bridge this gap with a hybrid symbolic regression-probabilistic machine learning framework that recovers the symbolic form of the governing equations while simultaneously inferring uncertainty in the system parameters. The framework combines deep symbolic regression with Gaussian process-based maximum likelihood estimation to separately model the deterministic dynamics and the noise structure, without requiring prior assumptions about their functional forms. We verify the approach on numerical benchmarks, including harmonic, Duffing, and van der Pol oscillators, and validate it on an experimental system of coupled biological oscillators exhibiting synchronization, where the algorithm successfully identifies both the symbolic and stochastic components. The framework is data-efficient, requiring as few as 100-1000 data points, and robust to noise - demonstrating its broad potential in domains where uncertainty is intrinsic and both the structure and variability of dynamical systems must be understood.