arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2211.01554cs.LGcs.NAmath.NA
收藏

嵌入和仿真:学习用不确定性量化来估计动态系统的参数

Embed and Emulate: Learning to estimate parameters of dynamical systems with uncertainty quantification

University of Chicago(芝加哥大学)

Ruoxi Jiang, Rebecca Willett

摘要:

本文研究了高维动力系统参数估计和不确定性估计的学习仿真器。我们假设可以访问计算复杂的模拟器,该模拟器输入候选参数并输出相应的多通道时间序列。我们的任务是准确地估计潜在参数的可能值的范围。标准的迭代方法需要多次运行模拟器,这在计算上是禁止的。本文描述了一种新的框架,用于学习特征嵌入的观察到的动态与仿真器,可以取代高成本的模拟器参数估计。利用对比学习方法,我们的方法利用内在的数据属性内和跨参数和轨迹域。在一个耦合的396维多尺度Lorenz 96系统上,我们的方法明显优于基于预定义度量和经典数值模拟器的典型参数估计方法,并且只有基线计算时间的1.19%。消融研究强调了通过利用对比学习明确设计用于参数估计的学习仿真器的潜力。

英文摘要:

This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a corresponding multichannel time series. Our task is to accurately estimate a range of likely values of the underlying parameters. Standard iterative approaches necessitate running the simulator many times, which is computationally prohibitive. This paper describes a novel framework for learning feature embeddings of observed dynamics jointly with an emulator that can replace high-cost simulators for parameter estimation. Leveraging a contrastive learning approach, our method exploits intrinsic data properties within and across parameter and trajectory domains. On a coupled 396-dimensional multiscale Lorenz 96 system, our method significantly outperforms a typical parameter estimation method based on predefined metrics and a classical numerical simulator, and with only 1.19% of the baseline's computation time. Ablation studies highlight the potential of explicitly designing learned emulators for parameter estimation by leveraging contrastive learning.

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。

↑