arXiv:2604.11929cs.LGmath.DS2026-04

快速精准从噪声数据中发现复杂系统方程,计算成本降百倍。

Fast and principled equation discovery from chaos to climate

  • 先用快速筛选定位候选项,再用贝叶斯方法精炼并量化不确定性。
  • 在7个混沌系统上均优于现有方法,数据效率提升且耗时减少100倍。
  • 适合需要可解释方程的科研人员,尤其气候、物理等高维复杂系统研究者。

预测、控制和理解复杂系统的能力取决于发现其动态规律的方程。然而,从有噪声、有限观测数据中直接识别这些方程已成为数据驱动科学的核心挑战。现有基于库的稀疏回归方法在自动化、统计严谨性和计算效率之间存在权衡。本文提出贝叶斯-ARGOS,一种融合快速频数筛选与聚焦贝叶斯推断的混合框架,实现自动化方程发现并具备严格的不确定性量化,计算成本仅为传统方法的极小部分。在七种混沌系统上测试,该方法在多数场景下超越两种先进方法;对所有系统数据效率高于SINDy,六种噪声容忍度更优,相比基于自助法的ARGOS降低两个数量级计算成本。其概率框架还支持标准统计诊断,如影响分析与多重共线性检测,揭示以往难以察觉的失效模式。与表示学习结合(SINDy-SHRED)用于海表温度重建时,显著提升有效隐变量方程的数量及长期预测稳定性。贝叶斯-ARGOS为从稀缺噪声观测到可解释方程提供了原理严谨、自动高效的方法,适用于从基准混沌系统到全球气候潜在动力学的跨尺度方程发现。

原文摘要 · Abstract (English)

Our ability to predict, control, and ultimately understand complex systems rests on discovering the equations that govern their dynamics. Identifying these equations directly from noisy, limited observations has therefore become a central challenge in data-driven science, yet existing library-based sparse regression methods force a compromise between automation, statistical rigor, and computational efficiency. Here we develop Bayesian-ARGOS, a hybrid framework that reconciles these demands by combining rapid frequentist screening with focused Bayesian inference, enabling automated equation discovery with principled uncertainty quantification at a fraction of the computational cost of existing methods. Tested on seven chaotic systems under varying data scarcity and noise levels, Bayesian-ARGOS outperforms two state-of-the-art methods in most scenarios. It surpasses SINDy in data efficiency for all systems and noise tolerance for six out of the seven, with a two-order-of-magnitude reduction in computational cost compared to bootstrap-based ARGOS. The probabilistic formulation additionally enables a suite of standard statistical diagnostics, including influence analysis and multicollinearity detection that expose failure modes otherwise opaque. When integrated with representation learning (SINDy-SHRED) for high dimensional sea surface temperature reconstruction, Bayesian-ARGOS increases the yield of valid latent equations with significantly improved long horizon stability. Bayesian-ARGOS thus provides a principled, automated, and computationally efficient route from scarce and noisy observations to interpretable governing equations, offering a practical framework for equation discovery across scales, from benchmark chaotic systems to the latent dynamics underlying global climate patterns.

方程发现贝叶斯方法混沌系统气候建模

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