多任务学习提升方程发现模型泛化能力,避免过拟合。
Multi-Task Equation Discovery
- 用多任务贝叶斯支持向量机联合建模多个工况数据
- 弱激励和中等激励下参数恢复准确率显著提升
- 适合结构健康监测等需跨工况泛化的场景
方程发现通过直接从观测数据中提取系统动力学,提供了一种灰箱建模方法。然而,如何确保模型在不同工况下泛化而非过拟合特定数据集,仍是长期挑战。本文在多任务学习(MTL)框架下引入贝叶斯相关向量机(RVM),同时对多个数据集进行参数识别。同一结构在不同激励水平下的响应被视作相关任务,共享模型参数但保留任务特异性噪声。以具有线性和三次刚度的单自由度振子为案例,生成三种激励条件下的数据集。单任务RVM虽能复现系统响应,但在激励不足时难以恢复真实控制项;而多任务RVM通过跨任务信息融合,在弱激励和中等激励下显著改善参数恢复效果,且在高激励下保持高性能。结果表明,多任务贝叶斯推断可有效缓解过拟合,提升方程发现的泛化能力,尤其适用于结构健康监测中负载变化揭示互补物理特征的场景。
原文摘要 · Abstract (English)
Equation discovery provides a grey-box approach to system identification by uncovering governing dynamics directly from observed data. However, a persistent challenge lies in ensuring that identified models generalise across operating conditions rather than over-fitting to specific datasets. This work investigates this issue by applying a Bayesian relevance vector machine (RVM) within a multi-task learning (MTL) framework for simultaneous parameter identification across multiple datasets. In this formulation, responses from the same structure under different excitation levels are treated as related tasks that share model parameters but retain task-specific noise characteristics. A simulated single degree-of-freedom oscillator with linear and cubic stiffness provided the case study, with datasets generated under three excitation regimes. Standard single-task RVM models were able to reproduce system responses but often failed to recover the true governing terms when excitations insufficiently stimulated non-linear dynamics. By contrast, the MTL-RVM combined information across tasks, improving parameter recovery for weakly and moderately excited datasets, while maintaining strong performance under high excitation. These findings demonstrate that multi-task Bayesian inference can mitigate over-fitting and promote generalisation in equation discovery. The approach is particularly relevant to structural health monitoring, where varying load conditions reveal complementary aspects of system physics.
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