arXiv:2502.03163math.CAcs.LG2025-02

用随机向量场的微分方程,可高效重建曲线签名特征。

Signature Reconstruction from Randomized Signatures

  • 通过两层神经网络构造随机向量场,驱动微分方程生成特征。
  • 可重建的签名特征数量随隐藏维度呈指数增长。
  • 适用于对符号特征重建机制感兴趣的研究者。

由连续有界变差曲线驱动的控制常微分方程可视为递归神经网络在连续时间下的类比,用于构建输入曲线的表达性特征。本文探讨在未训练的随机向量场条件下,能否从控制常微分方程的非线性流中重建经典曲线签名特征。结果表明,当向量场采用两层神经网络结构时,可重建的签名特征数量在隐藏维度上呈指数级增长。此外,我们给出了任意向量场的一般线性无关条件,保证在固定阶数内签名特征总可被重建。该结果在代数层面补充了向量场李代数理论中的若干经典结论,并将其置于机器学习语境中。

原文摘要 · Abstract (English)

Controlled ordinary differential equations driven by continuous bounded variation curves can be considered a continuous time analogue of recurrent neural networks for the construction of expressive features of the input curves. We ask up to which extent well known signature features of such curves can be reconstructed from controlled ordinary differential equations with (untrained) random vector fields. The answer turns out to be algebraically involved, but essentially the number of signature features, which can be reconstructed from the non-linear flow of the controlled ordinary differential equation, is exponential in its hidden dimension, when the vector fields are chosen to be neural with depth two. Moreover, we characterize a general linear independence condition on arbitrary vector fields, under which the signature features up to some fixed order can always be reconstructed. Algebraically speaking this complements in a quantitative manner several well known results from the theory of Lie algebras of vector fields and puts them in a context of machine learning.

签名特征微分方程机器学习

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