arXiv:2412.13665stat.MLcs.LG2024-12

用机器学习反推时间可逆的动态系统,从确定性到随机过程都适用。

Time-Reversible Bridges of Data with Machine Learning

  • 通过机器学习从数据中反推满足初末态约束的可逆动态
  • 解决离散跳变过程与连续随机过程的逆向建模问题
  • 适合研究动力系统、生成模型与逆问题的学者参考

动力系统分析是自然科学与工程学的基础工具,用于理解从星系到分子的演化过程。当系统演化受初末条件约束时,其对应的微分方程需满足时空上的特定限制,这类问题称为边界值问题。本论文提出新方法,利用机器学习从观测数据中推断满足初始与终态条件的时间可逆确定性与随机动态。不同于传统数值积分求解微分方程的方式,该方法直接从数据学习动态规律。研究涵盖三类递进难度的问题:首先,在确定性边界条件下从真实解中学习确定性动态;其次,研究离散状态空间中的边界值问题,其中前向动态为随机跳变过程,边界条件为离散概率分布,特别针对埃伦费斯特过程,用机器学习推断其反向时间动态;最后,探索在无参考信息下,从两个概率分布间推断连续时间随机过程的动态,提出一种新准则以求解薛定谔桥问题,实现两随机过程间的可逆动态学习。

原文摘要 · Abstract (English)

The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions on the evolution of dy-namical systems, the underlying differential equations have to fulfill specific constraints in time and space. This class of problems is known as boundary value problems. This thesis presents novel approaches to learn time-reversible deterministic and stochastic dynamics constrained by initial and final conditions. The dynamics are inferred by machine learning algorithms from observed data, which is in contrast to the traditional approach of solving differential equations by numerical integration. The work in this thesis examines a set of problems of increasing difficulty each of which is concerned with learning a different aspect of the dynamics. Initially, we consider learning deterministic dynamics from ground truth solutions which are constrained by deterministic boundary conditions. Secondly, we study a boundary value problem in discrete state spaces, where the forward dynamics follow a stochastic jump process and the boundary conditions are discrete probability distributions. In particular, the stochastic dynamics of a specific jump process, the Ehrenfest process, is considered and the reverse time dynamics are inferred with machine learning. Finally, we investigate the problem of inferring the dynamics of a continuous-time stochastic process between two probability distributions without any reference information. Here, we propose a novel criterion to learn time-reversible dynamics of two stochastic processes to solve the Schrödinger Bridge Problem.

动力系统机器学习逆问题随机过程

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