arXiv:2505.21723stat.COcs.LG2025-05

统计方法在稀疏数据下仍优于深度学习,尤其适合物理系统建模。

Are Statistical Methods Obsolete in the Era of Deep Learning? A Study of ODE Inverse Problems

  • 用高斯过程结合流形约束,实现对微分方程的精准推断。
  • 在参数估计与轨迹重建中,偏差和方差均显著低于神经网络。
  • 适合小样本、噪声多或需外推的科学建模场景。

在人工智能时代,神经网络因通用逼近能力广泛应用,引发一个核心问题:简约的统计方法是否已过时?本文以流行病学的SEIR模型和混沌动力学的Lorenz模型为例,采用物理信息神经网络(PINN)代表深度学习范式,曼流形约束高斯过程推断(MAGI)代表统计严谨方法,开展对比研究。结果表明,在观测稀疏且含噪的条件下,统计方法不仅始终表现更优,且参数量少、超参调优需求低。在样本外未来预测任务中,统计方法明显胜出,避免了过参数化模型的偏差。此外,其对数值误差累积更鲁棒,能更真实还原系统背后的常微分方程机制。

原文摘要 · Abstract (English)

In the era of AI, neural networks have become increasingly popular for modeling, inference, and prediction, largely due to their potential for universal approximation. With the proliferation of such deep learning models, a question arises: are leaner statistical methods still relevant? To shed insight on this question, we employ the mechanistic nonlinear ordinary differential equation (ODE) inverse problem as a testbed, using the physics-informed neural network (PINN) as a representative of the deep learning paradigm and manifold-constrained Gaussian process inference (MAGI) as a representative of statistically principled methods. Through case studies involving the SEIR model from epidemiology and the Lorenz model from chaotic dynamics, we demonstrate that statistical methods are far from obsolete, especially when working with sparse and noisy observations. On tasks such as parameter inference and trajectory reconstruction, statistically principled methods consistently achieve lower bias and variance, while using far fewer parameters and requiring less hyperparameter tuning. Statistical methods can also decisively outperform deep learning models on out-of-sample future prediction, where the absence of relevant data often leads overparameterized models astray. Additionally, we find that statistically principled approaches are more robust to accumulation of numerical imprecision and can represent the underlying system more faithfully to the true governing ODEs.

统计建模微分方程小样本高斯过程

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