自动优化基函数库,让非线性系统建模更准更省力。
Sparse identification of nonlinear dynamics with library optimization mechanism: Recursive long-term prediction perspective
- 用可学习的参数化基函数替代固定库,实现动态优化
- 基于递归长期预测目标优化基函数,提升模型可靠性
- 结果简洁可解释,适合需要精准建模的科研与工程场景
稀疏识别非线性动力学(SINDy)方法可根据观测数据发现动力系统的控制方程,将动力模型识别为给定基函数的稀疏线性组合。其主要挑战在于基函数库的设计,而合适的库对许多系统难以确定。为此,本文提出带库优化机制的SINDy(SINDy-LOM),结合稀疏回归与新颖的库学习策略。在该方法中,基函数被参数化,采用两层优化架构:内层通过数据驱动提取候选基函数的稀疏线性组合模型;外层则从递归长期预测(RLT)精度视角优化基函数,从而将库设计转化为参数化基函数的优化问题。所获模型具有良好的可解释性与实用性,得到简洁的闭式表达。库优化机制显著降低用户负担,且相比传统仅保证一步预测精度的SINDy,RLT视角提升了模型可靠性。数值实验验证了该方法的有效性。
原文摘要 · Abstract (English)
The sparse identification of nonlinear dynamics (SINDy) approach can discover the governing equations of dynamical systems based on measurement data, where the dynamical model is identified as the sparse linear combination of the given basis functions. A major challenge in SINDy is the design of a library, which is a set of candidate basis functions, as the appropriate library is not trivial for many dynamical systems. To overcome this difficulty, this study proposes SINDy with library optimization mechanism (SINDy-LOM), which is a combination of the sparse regression technique and the novel learning strategy of the library. In the proposed approach, the basis functions are parametrized. The SINDy-LOM approach involves a two-layer optimization architecture: the inner-layer, in which the data-driven model is extracted as the sparse linear combination of the candidate basis functions, and the outer-layer, in which the basis functions are optimized from the viewpoint of the recursive long-term (RLT) prediction accuracy; thus, the library design is reformulated as the optimization of the parametrized basis functions. The dynamical model obtained by SINDy-LOM has good interpretability and usability, as this approach yields a parsimonious closed-form model. The library optimization mechanism significantly reduces user burden. The RLT perspective improves the reliability of the resulting model compared with the traditional SINDy approach that can only ensure the one-step-ahead prediction accuracy. The effectiveness of the proposed approach is verified through numerical experiments.
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