用多项式混沌展开全局建模微分方程,稀疏数据下仍具强外推能力。
CODE: A global approach to ODE dynamics learning
- 采用任意多项式混沌展开构建ODE右端项的全局正交表示
- 在洛特卡-沃尔泰拉系统上实现噪声和稀疏数据下的长期外推
- 相比神经网络和核方法,更适合低数据量、高噪声场景
常微分方程(ODE)是描述物理系统动态行为的传统方式。科学家通常假设动力学规律,建立数学模型,并与数据对比。然而,现代计算和算法进步使得仅从观测数据中直接学习控制动力学成为可能。在数据驱动场景中,目标是学习ODE的右端项(RHS)。传统方法常假设密集采样,但高时间分辨率往往繁琐且昂贵,实际多为稀疏采样数据。本文提出ChaosODE(CODE),一种基于任意多项式混沌展开(aPCE)的ODE右端项全局表示方法,实现动力学的全局正交多项式表达。我们在洛特卡-沃尔泰拉系统上评估CODE性能,涵盖不同噪声水平、初值条件以及远期预测,甚至在未见过的初值条件下也表现良好。结果表明,即使在新初值下,CODE仍具备显著外推能力,优于广泛研究的神经网络(NeuralODE)或核近似器(KernelODE)方法。我们观察到,NeuralODE与KernelODE的高灵活性在数据稀缺和测量噪声下反而损害外推性能。最后,本文提供动力学学习问题的稳健优化实践指南,并附代码示例。
原文摘要 · Abstract (English)
Ordinary differential equations (ODEs) are a conventional way to describe the observed dynamics of physical systems. Scientists typically hypothesize about dynamical behavior, propose a mathematical model, and compare its predictions to data. However, modern computing and algorithmic advances now enable purely data-driven learning of governing dynamics directly from observations. In data-driven settings, one learns the ODE's right-hand side (RHS). Dense measurements are often assumed, yet high temporal resolution is typically both cumbersome and expensive. Consequently, one usually has only sparsely sampled data. In this work we introduce ChaosODE (CODE), a Polynomial Chaos ODE Expansion in which we use an arbitrary Polynomial Chaos Expansion (aPCE) for the ODE's right-hand side, resulting in a global orthonormal polynomial representation of dynamics. We evaluate the performance of CODE in several experiments on the Lotka-Volterra system, across varying noise levels, initial conditions, and predictions far into the future, even on previously unseen initial conditions. CODE exhibits remarkable extrapolation capabilities even when evaluated under novel initial conditions and shows advantages compared to well-examined methods using neural networks (NeuralODE) or kernel approximators (KernelODE) as the RHS representer. We observe that the high flexibility of NeuralODE and KernelODE degrades extrapolation capabilities under scarce data and measurement noise. Finally, we provide practical guidelines for robust optimization of dynamics-learning problems and illustrate them in the accompanying code.
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