arXiv:2411.08651cs.LGcs.AI2024-11被引 1

用强化学习改进粒子群算法,高效准确估计微分方程未知参数。

Estimating unknown parameters in differential equations with a reinforcement learning based PSO method

  • 将参数估计转为优化问题,结合强化学习与粒子群算法。
  • 平均均方误差低至1.13e-5,比现有方法降低约4个数量级。
  • 不依赖初始值,适用于常微分和偏微分方程,适合科研建模者。

微分方程为复杂动态系统的交互建模提供了基础而强大的框架,广泛应用于多个科学领域。其中常见挑战是估计这些动态关系中的未知参数。然而,传统数值优化方法依赖初始参数值选择,易陷入局部最优;深度学习与贝叶斯方法则需针对特定微分方程训练模型,泛化能力差。本文将微分方程参数估计问题重新定义为优化问题,引入粒子群优化算法中的粒子概念。基于强化学习的粒子群优化(RLLPSO),提出一种新方法DERLPSO用于估计微分方程未知参数。在三个典型常微分方程上与当前先进方法(包括RLLPSO、传统数值方法、深度学习与贝叶斯方法)对比,实验结果表明,DERLPSO在性能上持续领先,平均均方误差达1.13e-5,相比其他方法误差降低约4个数量级。此外,该方法在偏微分方程的未知参数估计中也展现出巨大潜力。所提方法具有高精度、对初始值不敏感、强泛化性与稳定性,为微分方程未知参数估计提供了新思路。

原文摘要 · Abstract (English)

Differential equations offer a foundational yet powerful framework for modeling interactions within complex dynamic systems and are widely applied across numerous scientific fields. One common challenge in this area is estimating the unknown parameters of these dynamic relationships. However, traditional numerical optimization methods rely on the selection of initial parameter values, making them prone to local optima. Meanwhile, deep learning and Bayesian methods require training models on specific differential equations, resulting in poor versatility. This paper reformulates the parameter estimation problem of differential equations as an optimization problem by introducing the concept of particles from the particle swarm optimization algorithm. Building on reinforcement learning-based particle swarm optimization (RLLPSO), this paper proposes a novel method, DERLPSO, for estimating unknown parameters of differential equations. We compared its performance on three typical ordinary differential equations with the state-of-the-art methods, including the RLLPSO algorithm, traditional numerical methods, deep learning approaches, and Bayesian methods. The experimental results demonstrate that our DERLPSO consistently outperforms other methods in terms of performance, achieving an average Mean Square Error of 1.13e-05, which reduces the error by approximately 4 orders of magnitude compared to other methods. Apart from ordinary differential equations, our DERLPSO also show great promise for estimating unknown parameters of partial differential equations. The DERLPSO method proposed in this paper has high accuracy, is independent of initial parameter values, and possesses strong versatility and stability. This work provides new insights into unknown parameter estimation for differential equations.

参数估计微分方程强化学习优化

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