arXiv:2608.22112cs.LGcs.SY2026-08

从时序数据中学习可解释的动力系统模型,提升稳定性与泛化能力。

Symbolic Neural ODEs: Learning interpretable models from time-series data

论文配图:Symbolic Neural ODEs: Learning interpretable models from time-series data
图 1 · 摘自论文原文
  • 用神经网络参数化向量场,通过多步预测损失训练
  • 模型在短时轨迹和长期统计特性上均表现准确
  • 适合需要可解释性与稳定性的动态系统建模场景

我们提出一种机器学习框架,直接从时序数据中识别稀疏且可解释的动力系统模型。该方法使用神经架构参数化潜在向量场,并通过在有限时间窗内最小化多步预测损失进行训练。为确保数值可处理性,优化目标采用各预测步平均的平均绝对误差,并在训练过程中逐步增加时间窗长度。该公式的关键特征是强制学习动力学在重复组合下的一致性,从而显著提升模型稳定性,优于基于向量场单步回归的方法。结合稀疏性正则化,可获得简洁且能泛化至训练数据之外的模型。我们展示了对多种行为系统的精确恢复,包括稳定与不稳定平衡点、周期轨道及混沌吸引子。对于混沌系统,尽管长期轨迹预测受初值敏感性限制,但多步训练仍使模型具备准确的短期动力学与长期统计特性的一致性,包括均值、方差和李雅普诺夫指数。此外,我们建立了轨迹误差与统计准确性之间的理论界限,为该现象提供了原则性解释。

原文摘要 · Abstract (English)

We present a machine learning framework for identifying sparse, interpretable models of dynamical systems directly from time-series data. Our approach parameterizes the underlying vector field using a neural architecture and trains it by minimizing a multi-step prediction loss over a finite horizon. To ensure numerical tractability, we optimize a mean absolute error objective averaged across prediction steps, and progressively increase the horizon during training. A key feature of this formulation is that it enforces consistency under repeated composition of the learned dynamics. As a result, the identified models exhibit significantly improved stability compared with approaches based on one-step regression of the vector field. When combined with sparsity-promoting regularization, this leads to parsimonious models that generalize beyond the training data. We demonstrate accurate recovery of systems exhibiting a wide range of behaviors, including stable and unstable fixed points, periodic orbits, and chaotic attractors. For chaotic systems, while long-term trajectory prediction is inherently limited by sensitivity to initial conditions, we show that multi-step training yields models with accurate short-term dynamics and strong agreement in long-time statistical properties, including mean, variance, and Lyapunov exponents. Moreover, we establish theoretical bounds linking trajectory error to statistical accuracy, providing a step toward a principled explanation for this behavior.

可解释模型动态系统神经ODE时序建模

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