用变分自编码器改进神经ODE,实现可调复杂度的快速动态模型。
Balanced Neural ODEs: nonlinear model order reduction and Koopman operator approximations
- 通过非分层先验和时变变分参数,实现动态降维与噪声自适应。
- 在电力厂和MuJoCo数据上,准确逼近科波曼算子且无需预设维度。
- 适合需要高效建模复杂动态系统的研究者或工程应用。
变分自编码器(VAE)能有效学习低维潜在表示,而神经ODE擅长捕捉系统瞬态动态。本文结合两者优势,构建可调节复杂度的快速代理模型,响应时变输入信号。通过使用非分层先验进行降维,方法自适应分配随机噪声,自然融合已有神经ODE训练优化,并支持概率时间序列建模。我们发现标准潜在ODE在时变输入系统中降维效果不佳;本方法通过持续传播变分参数,建立潜空间中的固定信息通道,从而实现灵活稳健的建模能力,可学习不同复杂度系统,如深层神经网络或线性矩阵。该方法无需预设科波曼算子维度即可高效近似其作用。由于平衡了降维与重构精度,命名为平衡神经ODE(B-NODE)。我们在多个学术与真实场景测试中验证其有效性,包括电力厂和MuJoCo数据集。
原文摘要 · Abstract (English)
Variational Autoencoders (VAEs) are a powerful framework for learning latent representations of reduced dimensionality, while Neural ODEs excel in learning transient system dynamics. This work combines the strengths of both to generate fast surrogate models with adjustable complexity reacting on time-varying inputs signals. By leveraging the VAE's dimensionality reduction using a nonhierarchical prior, our method adaptively assigns stochastic noise, naturally complementing known NeuralODE training enhancements and enabling probabilistic time series modeling. We show that standard Latent ODEs struggle with dimensionality reduction in systems with time-varying inputs. Our approach mitigates this by continuously propagating variational parameters through time, establishing fixed information channels in latent space. This results in a flexible and robust method that can learn different system complexities, e.g. deep neural networks or linear matrices. Hereby, it enables efficient approximation of the Koopman operator without the need for predefining its dimensionality. As our method balances dimensionality reduction and reconstruction accuracy, we call it Balanced Neural ODE (B-NODE). We demonstrate the effectiveness of this methods on several academic and real-world test cases, e.g. a power plant or MuJoCo data.
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