Abstract
Hod Lipson: Active
Learning of Dynamical Systems
This talk will present
processes for learning dynamical systems. Complex nonlinear dynamics arise in
many fields of science and engineering, but automatically uncovering the
underlying differential equations directly from observations poses a challenging
machine-learning task. The ability to symbolically model complex networked
systems is key to understanding them, an open problem
in many disciplines. Here we introduce for the first time a method that can
automatically generate sets of symbolic equations for a
dynamical systems directly from time series data. This method is
applicable to any system that can be described using sets of ordinary nonlinear
differential equations, and assumes that the time series of all variables are
observable (possibly with some noise). Previous automated symbolic modeling
approaches of coupled physical systems produced a linear or require a nonlinear
model to be provided manually. We use an active-learning process that
interrogates and models each (possibly coupled) variable separately, by
intelligently perturbing and destabilizing the system in order to extract its
less observable characteristics, and automatically simplifying the equations
during modeling. We demonstrate this method on four simulated and two real systems
spanning mechanics, ecology, and systems biology. Unlike numerical models,
symbolic models have explanatory value, suggesting that automated "reverse
engineering" approaches for model-free symbolic nonlinear system
identification may play an increasing role in our ability to understand
progressively complex systems in the future.