从多个异构动态系统中学习共享模式,提升模型泛化能力。
Robust Learning of Heterogeneous Dynamic Systems

- 构建鲁棒动态系统,通过最坏情况奖励优化跨系统模式。
- 稳定估计权重,实现轨迹预测误差可控,置信区间有效。
- 适用于多源异构数据建模,如脑电图等复杂生理系统。
常微分方程(ODE)在科学领域动态系统建模中具有强大能力。然而,现有方法大多针对单一系统,难以有效学习多个异构动态系统间的共享规律。本文提出一种新的分布鲁棒学习方法,用于建模异构ODE系统。具体而言,通过在由轨迹导数凸组合构成的不确定性类上最大化最坏情况奖励,构造鲁棒动态系统。所提出的估计器具有显式加权平均形式,权重来自平衡多源信息的二次优化。进一步设计双层稳定化过程以应对估计不稳定性。理论证明了稳定权重的一致性、鲁棒轨迹估计的误差界及点态置信区间的渐近有效性。通过大量模拟和颅内脑电图数据分析,验证该方法显著优于现有方案,提升了泛化性能。
原文摘要 · Abstract (English)
Ordinary differential equations (ODEs) provide a powerful framework for modeling dynamic systems arising in a wide range of scientific domains. However, most existing ODE methods focus on a single system, and do not adequately address the problem of learning shared patterns from multiple heterogeneous dynamic systems. In this article, we propose a novel distributionally robust learning approach for modeling heterogeneous ODE systems. Specifically, we construct a robust dynamic system by maximizing a worst-case reward over an uncertainty class formed by convex combinations of the derivatives of trajectories. We show the resulting estimator admits an explicit weighted average representation, where the weights are obtained from a quadratic optimization that balances information across multiple data sources. We further develop a bi-level stabilization procedure to address potential instability in estimation. We establish rigorous theoretical guarantees for the proposed method, including consistency of the stabilized weights, error bound for robust trajectory estimation, and asymptotical validity of pointwise confidence interval. We demonstrate that the proposed method considerably improves the generalization performance compared to the alternative solutions through both extensive simulations and the analysis of an intracranial electroencephalogram data.
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