用流匹配生成物理合理的初始扰动,实现高效精准的动态系统概率预测。
Fast and Flexible Probabilistic Forecasting of Dynamical Systems using Flow Matching and Physical Perturbation
- 先用流匹配学物理一致的初始扰动,避免高维噪声带来的非物理解。
- 再用确定性流模型+常微分方程快速传播,减少积分步数提升效率。
- 在捕食者-猎物、MovingMNIST和气象数据上均达最优评分与速度表现。
从不完整或含噪数据中学习动态系统本质上是病态问题,单次观测可能对应多个合理未来。传统基于物理的集合预报通过扰动初值来捕捉不确定性,但标准高斯或均匀扰动在高维系统中常产生非物理解。现有机器学习方法依赖扩散模型,需通过计算代价高的随机微分方程推断。本文提出新框架,将扰动生成与演化过程解耦:首先采用基于流匹配的生成方法学习物理一致的初值扰动,避免高斯噪声导致的伪影;其次使用确定性流匹配模型结合常微分方程积分器,以更少积分步数实现高效集合演化。我们在非线性动力系统基准上验证方法,包括洛特卡-沃尔泰拉捕食者-猎物系统、MovingMNIST及高维天气数据(5.625°分辨率)。结果表明,该方法在连续排序概率评分(CRPS)和物理一致性上均达到当前最优,且推理速度显著快于基于扩散模型的基线。
原文摘要 · Abstract (English)
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture uncertainty, standard Gaussian or uniform perturbations often yield unphysical initial states in high-dimensional systems. Existing machine learning approaches address this via diffusion models, which rely on inference via computationally expensive stochastic differential equations (SDEs). We introduce a novel framework that decouples perturbation generation from propagation. First, we propose a flow matching-based generative approach to learn physically consistent perturbations of the initial conditions, avoiding artifacts caused by Gaussian noise. Second, we employ deterministic flow matching models with Ordinary Differential Equation (ODE) integrators for efficient ensemble propagation with fewer integration steps. We validate our method on nonlinear dynamical system benchmarks, including the Lotka-Volterra Predator-Prey system, MovingMNIST, and high-dimensional WeatherBench data (5.625$^\circ$). Our approach achieves state-of-the-art probabilistic scoring, as measured by the Continuous Ranked Probability Score (CRPS), and physical consistency, while offering significantly faster inference than diffusion-based baselines.
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