无训练数据时,用合成数据训练模型,仅凭稀疏观测重建复杂系统动态。
Reconstructing dynamics from sparse observations with no training on target system
- 用已知混沌系统的合成数据训练Transformer,不依赖目标系统真实数据。
- 仅需20%常规数据量,即可实现高精度动力学重建。
- 适合无历史数据、观测稀疏的未知复杂系统建模场景。
在实际应用中,常面临目标系统从未遇见过且仅能进行一次稀疏观测的情况。能否在无任何训练数据的前提下,仅从有限观测中忠实重建系统动态?这一问题挑战了传统非线性时间序列分析方法以及通常需要大量目标系统训练数据的现有机器学习方法。为此,我们提出一种混合Transformer与回声状态网络(reservoir computing)的机器学习框架。核心思路是:对于复杂的非线性目标系统,可利用来自已知混沌系统的无限合成数据训练Transformer,而无需使用目标系统的任何真实数据。训练后的Transformer对目标系统的稀疏观测进行处理,其输出再输入回声状态网络以预测系统的长期动态或吸引子。该框架在大量典型非线性动力系统上验证,即使可用数据仅为完整表征系统行为所需数据的20%,仍能实现高精度重建。该方法为在无训练数据、观测随机稀疏的极端情况下重构复杂非线性动力学提供了新范式。
原文摘要 · Abstract (English)
In applications, an anticipated situation is where the system of interest has never been encountered before and sparse observations can be made only once. Can the dynamics be faithfully reconstructed from the limited observations without any training data? This problem defies any known traditional methods of nonlinear time-series analysis as well as existing machine-learning methods that typically require extensive data from the target system for training. We address this challenge by developing a hybrid transformer and reservoir-computing machine-learning scheme. The key idea is that, for a complex and nonlinear target system, the training of the transformer can be conducted not using any data from the target system, but with essentially unlimited synthetic data from known chaotic systems. The trained transformer is then tested with the sparse data from the target system. The output of the transformer is further fed into a reservoir computer for predicting the long-term dynamics or the attractor of the target system. The power of the proposed hybrid machine-learning framework is demonstrated using a large number of prototypical nonlinear dynamical systems, with high reconstruction accuracy even when the available data is only 20% of that required to faithfully represent the dynamical behavior of the underlying system. The framework provides a paradigm of reconstructing complex and nonlinear dynamics in the extreme situation where training data does not exist and the observations are random and sparse.
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