arXiv:2604.16282cs.LGmath.DS2026-04

通过观测随机动力学,用几何正则化提升自编码器对低维流形的建模精度。

Geometric regularization of autoencoders via observed stochastic dynamics

  • 利用环境协方差构建切空间正则项,约束隐空间微分结构。
  • 在201维空间上降低径向首达时间误差50%~70%,显著提升跨势阱转移预测精度。
  • 适合研究高维复杂系统降维建模与随机微分方程拟合的科研人员。

具有慢变或亚稳态行为的随机动力系统在长时尺度下演化于高维环境空间中的未知低维流形上。从短时环境集合构建简化模拟器是长期难题:局部图方法如ATLAS存在指数级地标增长和每步重投影问题,而自编码器类方法对切丛几何约束不足,误差会传播至学习到的漂移和扩散项。我们发现环境协方差Λ已编码坐标无关的切空间信息,其像集覆盖切丛。基于此,我们设计了切丛惩罚与逆一致性惩罚,用于三阶段流程(图学习、隐漂移、隐扩散),以学习单个非线性图及隐空间随机微分方程。惩罚项诱导出函数空间度量ρ-度量,严格弱于Sobolev H¹范数,但逼近率仅差对数因子。针对漂移项,我们通过伊藤公式推导编码器拉回目标,并证明标准解码器侧公式在任意非完美图下均含系统偏差。在W^{2,∞}图收敛假设下,图级误差可控地传播至环境动力学的弱收敛与径向首达时间的收敛。在四个嵌入至最多201维空间的曲面上的实验表明,旋转动力学下径向首达时间误差降低50%~70%,在亚稳态Müller-Brown Langevin动力学下多数势阱对间首达时间误差最低,且相比未正则化自编码器,端到端环境系数误差降低一个数量级。

原文摘要 · Abstract (English)

Stochastic dynamical systems with slow or metastable behavior evolve, on long time scales, on an unknown low-dimensional manifold in high-dimensional ambient space. Building a reduced simulator from short-burst ambient ensembles is a long-standing problem: local-chart methods like ATLAS suffer from exponential landmark scaling and per-step reprojection, while autoencoder alternatives leave tangent-bundle geometry poorly constrained, and the errors propagate into the learned drift and diffusion. We observe that the ambient covariance~$Λ$ already encodes coordinate-invariant tangent-space information, its range spanning the tangent bundle. Using this, we construct a tangent-bundle penalty and an inverse-consistency penalty for a three-stage pipeline (chart learning, latent drift, latent diffusion) that learns a single nonlinear chart and the latent SDE. The penalties induce a function-space metric, the $ρ$-metric, strictly weaker than the Sobolev $H^1$ norm yet achieving the same chart-quality generalization rate up to logarithmic factors. For the drift, we derive an encoder-pullback target via Itô's formula on the learned encoder and prove a bias decomposition showing the standard decoder-side formula carries systematic error for any imperfect chart. Under a $W^{2,\infty}$ chart-convergence assumption, chart-level error propagates controllably to weak convergence of the ambient dynamics and to convergence of radial mean first-passage times. Experiments on four surfaces embedded in up to $201$ ambient dimensions reduce radial MFPT error by $50$--$70\%$ under rotation dynamics and achieve the lowest inter-well MFPT error on most surface--transition pairs under metastable Müller--Brown Langevin dynamics, while reducing end-to-end ambient coefficient errors by up to an order of magnitude relative to an unregularized autoencoder.

自编码器随机微分方程几何正则化流形学习

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。