A Causality-Based Learning Approach for Discovering the Underlying Dynamics of Complex Systems from Partial Observations with Stochastic Parameterization

• URL: http://arxiv.org/abs/2208.09104v1
• Date: Fri, 19 Aug 2022 00:35:03 GMT
• Title: A Causality-Based Learning Approach for Discovering the Underlying Dynamics of Complex Systems from Partial Observations with Stochastic Parameterization
• Authors: Nan Chen, Yinling Zhang
• Abstract summary: This paper develops a new iterative learning algorithm for complex turbulent systems with partial observations. It alternates between identifying model structures, recovering unobserved variables, and estimating parameters. Numerical experiments show that the new algorithm succeeds in identifying the model structure and providing suitable parameterizations for many complex nonlinear systems.
• Score: 1.2882319878552302
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about incorrect physics in the presence of random noise and cannot easily handle the situation with incomplete data. In this paper, a new iterative learning algorithm for complex turbulent systems with partial observations is developed that alternates between identifying model structures, recovering unobserved variables, and estimating parameters. First, a causality-based learning approach is utilized for the sparse identification of model structures, which takes into account certain physics knowledge that is pre-learned from data. It has unique advantages in coping with indirect coupling between features and is robust to the stochastic noise. A practical algorithm is designed to facilitate the causal inference for high-dimensional systems. Next, a systematic nonlinear stochastic parameterization is built to characterize the time evolution of the unobserved variables. Closed analytic formula via an efficient nonlinear data assimilation is exploited to sample the trajectories of the unobserved variables, which are then treated as synthetic observations to advance a rapid parameter estimation. Furthermore, the localization of the state variable dependence and the physics constraints are incorporated into the learning procedure, which mitigate the curse of dimensionality and prevent the finite time blow-up issue. Numerical experiments show that the new algorithm succeeds in identifying the model structure and providing suitable stochastic parameterizations for many complex nonlinear systems with chaotic dynamics, spatiotemporal multiscale structures, intermittency, and extreme events.

Related papers

• Learning Controlled Stochastic Differential Equations [61.82896036131116]
  This work proposes a novel method for estimating both drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled differential equations with non-uniform diffusion. We provide strong theoretical guarantees, including finite-sample bounds for (L2), (Linfty), and risk metrics, with learning rates adaptive to coefficients' regularity. Our method is available as an open-source Python library.
  arXiv  Detail & Related papers  (2024-11-04T11:09:58Z)
• Deep Generative Modeling for Identification of Noisy, Non-Stationary Dynamical Systems [3.1484174280822845]
  We focus on finding parsimonious ordinary differential equation (ODE) models for nonlinear, noisy, and non-autonomous dynamical systems. Our method, dynamic SINDy, combines variational inference with SINDy (sparse identification of nonlinear dynamics) to model time-varying coefficients of sparse ODEs.
  arXiv  Detail & Related papers  (2024-10-02T23:00:00Z)
• Gaussian process learning of nonlinear dynamics [0.0]
  We propose a new method that learns nonlinear dynamics through a Bayesian inference of characterizing model parameters. We will discuss the applicability of the proposed method to several typical scenarios for dynamical systems.
  arXiv  Detail & Related papers  (2023-12-19T14:27:26Z)
• Learning minimal representations of stochastic processes with variational autoencoders [52.99137594502433]
  We introduce an unsupervised machine learning approach to determine the minimal set of parameters required to describe a process. Our approach enables for the autonomous discovery of unknown parameters describing processes.
  arXiv  Detail & Related papers  (2023-07-21T14:25:06Z)
• Capturing dynamical correlations using implicit neural representations [85.66456606776552]
  We develop an artificial intelligence framework which combines a neural network trained to mimic simulated data from a model Hamiltonian with automatic differentiation to recover unknown parameters from experimental data. In doing so, we illustrate the ability to build and train a differentiable model only once, which then can be applied in real-time to multi-dimensional scattering data.
  arXiv  Detail & Related papers  (2023-04-08T07:55:36Z)
• Learning to Bound Counterfactual Inference in Structural Causal Models from Observational and Randomised Data [64.96984404868411]
  We derive a likelihood characterisation for the overall data that leads us to extend a previous EM-based algorithm. The new algorithm learns to approximate the (unidentifiability) region of model parameters from such mixed data sources. It delivers interval approximations to counterfactual results, which collapse to points in the identifiable case.
  arXiv  Detail & Related papers  (2022-12-06T12:42:11Z)
• Reduced order modeling of parametrized systems through autoencoders and SINDy approach: continuation of periodic solutions [0.0]
  This work presents a data-driven, non-intrusive framework which combines ROM construction with reduced dynamics identification. The proposed approach leverages autoencoder neural networks with parametric sparse identification of nonlinear dynamics (SINDy) to construct a low-dimensional dynamical model. These aim at tracking the evolution of periodic steady-state responses as functions of system parameters, avoiding the computation of the transient phase, and allowing to detect instabilities and bifurcations.
  arXiv  Detail & Related papers  (2022-11-13T01:57:18Z)
• Bayesian Spline Learning for Equation Discovery of Nonlinear Dynamics with Quantified Uncertainty [8.815974147041048]
  We develop a novel framework to identify parsimonious governing equations of nonlinear (spatiotemporal) dynamics from sparse, noisy data with quantified uncertainty. The proposed algorithm is evaluated on multiple nonlinear dynamical systems governed by canonical ordinary and partial differential equations.
  arXiv  Detail & Related papers  (2022-10-14T20:37:36Z)
• A Priori Denoising Strategies for Sparse Identification of Nonlinear Dynamical Systems: A Comparative Study [68.8204255655161]
  We investigate and compare the performance of several local and global smoothing techniques to a priori denoise the state measurements. We show that, in general, global methods, which use the entire measurement data set, outperform local methods, which employ a neighboring data subset around a local point.
  arXiv  Detail & Related papers  (2022-01-29T23:31:25Z)
• Compositional Modeling of Nonlinear Dynamical Systems with ODE-based Random Features [0.0]
  We present a novel, domain-agnostic approach to tackling this problem. We use compositions of physics-informed random features, derived from ordinary differential equations. We find that our approach achieves comparable performance to a number of other probabilistic models on benchmark regression tasks.
  arXiv  Detail & Related papers  (2021-06-10T17:55:13Z)
• Multiplicative noise and heavy tails in stochastic optimization [62.993432503309485]
  empirical optimization is central to modern machine learning, but its role in its success is still unclear. We show that it commonly arises in parameters of discrete multiplicative noise due to variance. A detailed analysis is conducted in which we describe on key factors, including recent step size, and data, all exhibit similar results on state-of-the-art neural network models.
  arXiv  Detail & Related papers  (2020-06-11T09:58:01Z)

This list is automatically generated from the titles and abstracts of the papers in this site.

This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.