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arXiv 2106.12430cs.LGcs.AI
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超越 Neural ODEs 中的预测:识别与干预

Beyond Predictions in Neural ODEs: Identification and Interventions

Helmholtz Munich(亥姆霍兹慕尼黑);Technical University of Munich(慕尼黑工业大学)

Hananeh Aliee, Fabian J. Theis, Niki Kilbertus

AI总结:

本研究针对由常微分方程系统生成的时间序列数据,提出结合简单正则化方案与灵活的 Neural ODEs,稳健地恢复系统动力学与因果结构,并能在对变量或系统进行干预时做出准确预测。

摘要:

在模式匹配和预测任务中取得巨大成功的推动下,研究人员越来越多地借助机器学习来辅助原始科学发现。给定关于一个系统的大量观测数据,我们能否揭示支配其演化的规律?解决这一任务具有巨大的前景:能够完全理解因果交互,并能对系统在干预下的行为做出可靠预测。我们针对由常微分方程(ODEs)系统生成的时间序列数据,朝着回答这一问题迈出了一步。虽然仅从数据中可能无法识别出支配性的 ODEs,但我们表明,将简单的正则化方案与灵活的 Neural ODEs 相结合,能够从时间序列数据中稳健地恢复动力学和因果结构。我们在各种(非)线性一阶和二阶系统以及真实数据上的结果验证了我们的方法。最后,我们表明,在对变量或系统本身进行干预的情况下,我们也能做出准确的预测。

英文摘要:

Spurred by tremendous success in pattern matching and prediction tasks, researchers increasingly resort to machine learning to aid original scientific discovery. Given large amounts of observational data about a system, can we uncover the rules that govern its evolution? Solving this task holds the great promise of fully understanding the causal interactions and being able to make reliable predictions about the system's behavior under interventions. We take a step towards answering this question for time-series data generated from systems of ordinary differential equations (ODEs). While the governing ODEs might not be identifiable from data alone, we show that combining simple regularization schemes with flexible neural ODEs can robustly recover the dynamics and causal structures from time-series data. Our results on a variety of (non)-linear first and second order systems as well as real data validate our method. We conclude by showing that we can also make accurate predictions under interventions on variables or the system itself.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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