提出自动构造最优测试函数的方法,提升科学机器学习的稳定性与效率。
Weak Form Scientific Machine Learning: Test Function Construction for System Identification
- 基于积分误差最小化,数据驱动构造局部单尺度测试函数。
- 所选支持区域与参数估计误差最小处一致,显著降低噪声影响。
- 相比多尺度全局方法更高效,适合高噪声或低分辨率数据场景。
弱形式科学机器学习(WSciML)是一种新兴的数据驱动建模与科学发现框架,通过卷积模型方程与测试函数,利用方程残差的弱形式实现系统识别中的噪声鲁棒性,避免直接对数据求导。其性能依赖于精心设计的紧支测试函数集合。本文从数学上推导出一种新的数据驱动方法,用于构建单尺度局部参考函数以生成测试函数集。该方法通过数值逼近积分误差,并在无需模型参数值的情况下,确定使误差最小的支持尺寸。在多种模型、噪声水平和时间分辨率的实验中,我们验证了所选支持区域始终对应参数估计误差最小的区域。同时,与之前提出的多尺度全局(正交)测试函数构造策略相比,新方法展现出更高的计算效率。
原文摘要 · Abstract (English)
Weak form Scientific Machine Learning (WSciML) is a recently developed framework for data-driven modeling and scientific discovery. It leverages the weak form of equation error residuals to provide enhanced noise robustness in system identification via convolving model equations with test functions, reformulating the problem to avoid direct differentiation of data. The performance, however, relies on wisely choosing a set of compactly supported test functions. In this work, we mathematically motivate a novel data-driven method for constructing Single-scale-Local reference functions for creating the set of test functions. Our approach numerically approximates the integration error introduced by the quadrature and identifies the support size for which the error is minimal, without requiring access to the model parameter values. Through numerical experiments across various models, noise levels, and temporal resolutions, we demonstrate that the selected supports consistently align with regions of minimal parameter estimation error. We also compare the proposed method against the strategy for constructing Multi-scale-Global (and orthogonal) test functions introduced in our prior work, demonstrating the improved computational efficiency.
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