用贝叶斯方法高效发现复杂系统方程,大幅减少数据需求。
BLADE: Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systems
- 结合复制交换与主动学习的贝叶斯框架,优化参数探索。
- 对洛特卡-沃尔泰拉和伯格斯方程,数据量减少40%-60%。
- 适合高成本数据获取场景,可提供可信度量化结果。
传统系统发现方法常面临数据利用效率低与不确定性量化难的问题。从数据中识别复杂动力系统的控制方程在科学发现中极具挑战,尤其当高质量测量稀缺且昂贵时。为此,我们提出贝叶斯拉普拉斯主动发现框架(BLADE),融合复制交换随机梯度朗之万蒙特卡洛与主动学习。通过平衡系数空间中的梯度驱动探索与利用,BLADE实现概率参数估计与严谨不确定性量化。面对数据稀缺,其概率基础支持通过结合预测不确定性和空间填充设计的混合采样策略,高效选择信息量大的样本。在基准系统上,相比随机采样,BLADE使洛特卡-沃尔泰拉系统数据需求降低约60%,伯格斯方程降低约40%,显著提升数据效率。结果表明,BLADE是一种通用的、具备不确定性感知能力的可解释动力系统发现框架,特别适用于高保真数据采集成本高昂的场景。
原文摘要 · Abstract (English)
Traditional methods for system discovery frequently struggle with efficient data usage and uncertainty quantification. Identifying the governing equations of complex dynamical systems from data presents a significant challenge in scientific discovery, especially when high-quality measurements are scarce and expensive to obtain. To overcome these limitations, we propose Bayesian Langevin Active Discovery with Replica Exchange for Identification of Complex Systems (BLADE), a novel Bayesian framework that combines replica-exchange stochastic gradient Langevin Monte Carlo with active learning. By balancing gradient-driven exploration and exploitation in coefficient space, BLADE provides probabilistic parameter estimation and principled uncertainty quantification. Faced with data scarcity, the probabilistic foundation of BLADE further facilitates the integration of active learning through a hybrid acquisition strategy that combines predictive uncertainty with space-filling design, enabling efficient selection of informative samples. Across benchmark systems, BLADE reduces measurement requirements by roughly 60% for Lotka-Volterra and 40% for Burgers' equation relative to random sampling, demonstrating substantial data-efficiency gains. These results highlight BLADE as a general uncertainty-aware framework for discovering interpretable dynamical systems, particularly valuable when high-fidelity data acquisition is prohibitively expensive.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。