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arXiv 2107.06131cs.LGcs.NE
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基于符号回归的动力系统辨识

Identification of Dynamical Systems using Symbolic Regression

Josef Ressel Centre for Symbolic Regression(约瑟夫·雷塞尔符号回归中心);Heuristic and Evolutionary Algorithms Laboratory(启发式与进化算法实验室);University of Applied Sciences Upper Austria(上奥地利应用科学大学)

Gabriel Kronberger, Lukas Kammerer, Michael Kommenda

摘要:

我们描述了一种从观测数据中识别动力系统模型的方法。该方法是基于符号回归的概念,并使用遗传编程发展的常微分方程(ODE)系统。新颖之处在于,我们增加了一个基于梯度优化的ODE参数的步骤。为此,我们使用自动微分计算初值问题(IVP)的解决方案的灵敏度。所提出的方法进行了测试,从文献中,其中包括从模拟系统的数据集,以及从机械系统捕获的数据集的一组19个问题的实例。我们发现,基于梯度的参数优化提高了模型的预测精度。当我们首先将各个方程拟合到数值差,然后通过将IVP解拟合到观察到的变量值来微调识别的参数值时,可以获得最佳结果。

英文摘要:

We describe a method for the identification of models for dynamical systems from observational data. The method is based on the concept of symbolic regression and uses genetic programming to evolve a system of ordinary differential equations (ODE). The novelty is that we add a step of gradient-based optimization of the ODE parameters. For this we calculate the sensitivities of the solution to the initial value problem (IVP) using automatic differentiation. The proposed approach is tested on a set of 19 problem instances taken from the literature which includes datasets from simulated systems as well as datasets captured from mechanical systems. We find that gradient-based optimization of parameters improves predictive accuracy of the models. The best results are obtained when we first fit the individual equations to the numeric differences and then subsequently fine-tune the identified parameter values by fitting the IVP solution to the observed variable values.

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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