System Identification Through Lipschitz Regularized Deep Neural Networks
- URL: http://arxiv.org/abs/2009.03288v1
- Date: Mon, 7 Sep 2020 17:52:51 GMT
- Title: System Identification Through Lipschitz Regularized Deep Neural Networks
- Authors: Elisa Negrini, Giovanna Citti, Luca Capogna
- Abstract summary: We use neural networks to learn governing equations from data.
We reconstruct the right-hand side of a system of ODEs $dotx(t) = f(t, x(t))$ directly from observed uniformly time-sampled data.
- Score: 0.4297070083645048
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In this paper we use neural networks to learn governing equations from data.
Specifically we reconstruct the right-hand side of a system of ODEs $\dot{x}(t)
= f(t, x(t))$ directly from observed uniformly time-sampled data using a neural
network. In contrast with other neural network based approaches to this
problem, we add a Lipschitz regularization term to our loss function. In the
synthetic examples we observed empirically that this regularization results in
a smoother approximating function and better generalization properties when
compared with non-regularized models, both on trajectory and non-trajectory
data, especially in presence of noise. In contrast with sparse regression
approaches, since neural networks are universal approximators, we don't need
any prior knowledge on the ODE system. Since the model is applied component
wise, it can handle systems of any dimension, making it usable for real-world
data.
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