高效发现简洁可解释的数学公式,适合科学建模与小数据场景。
SyMANTIC: An Efficient Symbolic Regression Method for Interpretable and Parsimonious Model Discovery in Science and Beyond
- 基于互信息与稀疏回归,从数百万候选变量中筛选关键特征。
- 在少量数据下实现高精度建模,计算成本仅为现有方法的几分之一。
- 开源支持GPU加速,适合科研人员快速部署于材料与动力系统建模。
符号回归(SR)是机器学习中一种新兴方向,旨在从数据中发现简洁且可解释的数学表达式。尽管已有多种SR方法,但普遍存在计算开销大、维度扩展性差、对噪声敏感以及难以平衡精度与复杂度的问题。本文提出SyMANTIC,一种新型符号回归算法,通过互信息特征选择、自适应特征扩展与递归ℓ₀稀疏回归相结合,高效从10⁵至10¹⁰以上的候选变量中识别低维描述符。同时利用信息论度量生成近似帕累托最优方程集,每个方程在给定复杂度下达到最优精度。我们基于PyTorch生态构建了开源实现,支持快速安装与GPU加速。实验表明,SyMANTIC在合成数据、科学基准、真实材料属性预测及混沌动力系统识别等任务中表现优异,相较现有方法在相似或更优精度下显著降低计算成本。
原文摘要 · Abstract (English)
Symbolic regression (SR) is an emerging branch of machine learning focused on discovering simple and interpretable mathematical expressions from data. Although a wide-variety of SR methods have been developed, they often face challenges such as high computational cost, poor scalability with respect to the number of input dimensions, fragility to noise, and an inability to balance accuracy and complexity. This work introduces SyMANTIC, a novel SR algorithm that addresses these challenges. SyMANTIC efficiently identifies (potentially several) low-dimensional descriptors from a large set of candidates (from $\sim 10^5$ to $\sim 10^{10}$ or more) through a unique combination of mutual information-based feature selection, adaptive feature expansion, and recursively applied $\ell_0$-based sparse regression. In addition, it employs an information-theoretic measure to produce an approximate set of Pareto-optimal equations, each offering the best-found accuracy for a given complexity. Furthermore, our open-source implementation of SyMANTIC, built on the PyTorch ecosystem, facilitates easy installation and GPU acceleration. We demonstrate the effectiveness of SyMANTIC across a range of problems, including synthetic examples, scientific benchmarks, real-world material property predictions, and chaotic dynamical system identification from small datasets. Extensive comparisons show that SyMANTIC uncovers similar or more accurate models at a fraction of the cost of existing SR methods.
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