arXiv:2605.13088cs.LG2026-05

用高斯过程建模个体差异的动态系统,提升生物医学等领域的预测精度。

Bayesian Nonparametric Mixed-Effect ODEs with Gaussian Processes

论文配图:Bayesian Nonparametric Mixed-Effect ODEs with Gaussian Processes
图 1 · 摘自论文原文
  • 将每个个体的动态分解为共用部分和特异偏差,均用高斯过程建模
  • 通过虚拟观测点避免重复求解微分方程,训练效率显著提升
  • 适用于有明显个体差异的生物医学、药理学等场景

动态建模在药理学、系统生物学、生理学和流行病学等领域至关重要。这些场景中,不同个体往往遵循相关但不同的连续时间动态过程。传统非线性混合效应常微分方程(ODE)模型虽结合了群体结构与个体差异,但依赖参数化向量场,易受结构误设影响。为此,我们提出 MEGPODE:一种贝叶斯非参数混合效应 ODE 模型,将每个个体的向量场分解为共享群体成分与个体特异性偏差,二者均赋予高斯过程先验。为避免训练时对每个个体重复求解 ODE,我们结合状态空间高斯过程轨迹先验与虚拟配点观测,实现卡尔曼平滑轨迹更新及向量场的闭式回归。在涵盖振荡系统与生物医学系统的多组异质性基准测试中,MEGPODE 在群体向量场恢复与个体轨迹预测方面优于多个强基线模型。

原文摘要 · Abstract (English)

Dynamical modelling is central to many scientific domains, including pharmacometrics, systems biology, physiology, and epidemiology. In these settings, heterogeneity is often intrinsic: different subjects or units follow related but distinct continuous-time dynamics. Classical nonlinear mixed-effects Ordinary Differential Equation (ODE) models address this by combining population-level structure with subject-specific effects, but they rely on a parametric vector field and are therefore vulnerable to structural misspecification and unmodelled mechanisms. This motivates nonparametric approaches that can retain principled uncertainty quantification, yet existing nonparametric ODE methods typically assume a single shared dynamical system rather than an explicit mixed-effect hierarchy over subject-specific dynamics. We propose MEGPODE, a Bayesian nonparametric mixed-effect ODE model in which each subject's vector field is decomposed into a shared population component and a subject-specific deviation, both endowed with Gaussian process (GP) priors. To avoid repeated ODE solves per subject during training, we combine state-space GP trajectory priors with virtual collocation observations, yielding Kalman-smoothing trajectory updates and closed-form regressions for the vector fields. Across controlled heterogeneous ODE benchmarks spanning oscillatory, biomedical systems, MEGPODE improves population-field recovery and subject-level trajectory prediction relative to strong baselines.

非参数建模动态系统高斯过程混合效应

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