arXiv:2604.06081cs.LGcs.CE2026-04

从噪声数据中同时推断系统动力学与不确定性,无需预设函数形式。

A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data

  • 融合符号回归与高斯过程,分离建模确定性动态与噪声结构。
  • 仅需100-1000个数据点,在含噪条件下准确恢复真实方程。
  • 适用于金融、生物等含随机性的复杂系统建模,适合研究者使用。

建模现实世界系统需考虑噪声——无论是金融市场中的不可预测波动、生物系统的不规则节律,还是生态系统中的环境变异。尽管这些系统的行为常可用随机微分方程描述,但核心挑战在于理解噪声如何影响从数据中推断系统参数与动力学的过程。传统符号回归方法可发现控制方程,但通常忽略不确定性;而高斯过程虽能提供严谨的不确定性量化,却难以揭示底层动力机制。本文提出一种混合符号回归-概率机器学习框架,既能恢复控制方程的符号形式,又能同时推断系统参数的不确定性。该框架结合深度符号回归与基于高斯过程的最大似然估计,分别建模确定性动态与噪声结构,且无需预先假设其函数形式。我们在数值基准(包括谐振子、Duffing振子和van der Pol振子)上验证了该方法,并在耦合生物振子同步实验系统中进行实证,算法成功识别出符号与随机成分。该框架数据高效,仅需100–1000个数据点,对噪声具有鲁棒性,展现出在不确定性固有的领域中同时理解系统结构与变异性方面的广阔潜力。

原文摘要 · Abstract (English)

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of such systems can often be described by stochastic differential equations, a central challenge is understanding how noise influences the inference of system parameters and dynamics from data. Traditional symbolic regression methods can uncover governing equations but typically ignore uncertainty. Conversely, Gaussian processes provide principled uncertainty quantification but offer little insight into the underlying dynamics. In this work, we bridge this gap with a hybrid symbolic regression-probabilistic machine learning framework that recovers the symbolic form of the governing equations while simultaneously inferring uncertainty in the system parameters. The framework combines deep symbolic regression with Gaussian process-based maximum likelihood estimation to separately model the deterministic dynamics and the noise structure, without requiring prior assumptions about their functional forms. We verify the approach on numerical benchmarks, including harmonic, Duffing, and van der Pol oscillators, and validate it on an experimental system of coupled biological oscillators exhibiting synchronization, where the algorithm successfully identifies both the symbolic and stochastic components. The framework is data-efficient, requiring as few as 100-1000 data points, and robust to noise - demonstrating its broad potential in domains where uncertainty is intrinsic and both the structure and variability of dynamical systems must be understood.

符号回归随机系统不确定性量化数据效率

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