用数学原理设计神经网络,无数据求解复杂函数优化问题
Solving Functional Optimization with Deep Networks and Variational Principles
- 基于变分法基本定理构建网络架构,直接编码最优解必要条件
- 无需训练数据,在无解析解场景下成功求解卡尔曼滤波与最小时间控制
- 适合缺乏标注数据的物理建模与最优控制领域研究者使用
神经网络能否仅凭基本原理解决数学问题?本文提出一种新方法,利用变分法基本定理设计深度神经网络,无需训练数据(如真实最优解)即可求解泛函优化问题。该方法特别适用于解为未知区间上定义函数的情形,例如最小时间控制问题。通过在深层网络结构中嵌入由变分法推导出的最优解必要条件,CalVNet 利用过参数化网络直接学习最优函数。实验验证表明,仅依赖第一性原理而无需真值数据,该方法成功推导出线性滤波中的卡尔曼滤波器、最小时间控制的砰砰控制策略,并找到流形上的测地线。结果表明,CalVNet 可实现无监督训练,为尚未获得解析解的一般泛函优化问题提供有效求解框架。
原文摘要 · Abstract (English)
Can neural networks solve math problems using first a principle alone? This paper shows how to leverage the fundamental theorem of the calculus of variations to design deep neural networks to solve functional optimization without requiring training data (e.g., ground-truth optimal solutions). Our approach is particularly crucial when the solution is a function defined over an unknown interval or support\textemdash such as in minimum-time control problems. By incorporating the necessary conditions satisfied by the optimal function solution, as derived from the calculus of variation, in the design of the deep architecture, CalVNet leverages overparameterized neural networks to learn these optimal functions directly. We validate CalVNet by showing that, without relying on ground-truth data and simply incorporating first principles, it successfully derives the Kalman filter for linear filtering, the bang-bang optimal control for minimum-time problems, and finds geodesics on manifolds. Our results demonstrate that CalVNet can be trained in an unsupervised manner, without relying on ground-truth data, establishing a promising framework for addressing general, potentially unsolved functional optimization problems that still lack analytical solutions.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。