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Machine Learning of Linear Differential Equations using Gaussian Processes (1701.02440v1)

Published 10 Jan 2017 in cs.LG, math.NA, and stat.ML

Abstract: This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential, integro-differential, and fractional order operators. Here, Gaussian process priors are modified according to the particular form of such operators and are employed to infer parameters of the linear equations from scarce and possibly noisy observations. Such observations may come from experiments or "black-box" computer simulations.

Citations (512)

Summary

  • The paper introduces a novel Gaussian Process framework to infer parametric linear differential equations from limited, noisy data.
  • It leverages GP priors and linear transformations to embed differential operators into kernel functions, enabling efficient hyperparameter optimization and uncertainty quantification.
  • Experimental results on cases like the heat equation and gene dynamics highlight the method's robustness and adaptability across various scientific applications.

Machine Learning of Linear Differential Equations using Gaussian Processes

The paper "Machine Learning of Linear Differential Equations using Gaussian Processes" by Maziar Raissi and George Em. Karniadakis presents a methodology to discover parametric linear equations through the application of Gaussian Processes (GPs). It addresses the challenge of inferring such equations from scarce and potentially noisy data which might originate from experiments or "black-box" simulations. This approach is well-suited to tackling inverse problems where the aim is to identify governing equations from observed data.

Methodology Overview

The methodology exploits Gaussian Process priors tailored to the specific linear differential operators in question. By assuming a Gaussian process prior for the unknown function, the procedure leverages the property that any linear transformation of a Gaussian process remains a Gaussian process. This forms the basis for inferring the parameters of the differential equation. Key to the approach is the transformation of parameters of the operator into hyper-parameters of the kernel functions used in the Gaussian Process framework. This transformation allows for the utilization of kernel-based learning while maintaining a probabilistic perspective.

Training and Prediction

Training involves optimizing the hyper-parameters using the L-BFGS algorithm to minimize the negative log marginal likelihood. A notable aspect is the Bayesian nature of the approach, allowing for the quantification of uncertainty in the inferred parameters and the predictive outputs. The prediction employs posterior distributions derived from the Gaussian Processes to provide mean predictions and uncertainty estimates for new data points.

Experimental Results and Implications

The efficacy of the proposed approach is demonstrated through several examples, including integro-differential equations, time-dependent problems like the heat equation, and fractional differential equations. Results show robust parameter inference even from limited and noisy datasets, underscoring the efficiency of Gaussian Processes in handling such inverse problems.

A significant application presented in the paper is the modeling of gene dynamics in Drosophila melanogaster. The results illustrate the potential of the method to have practical implications not only in traditional engineering fields but also in biological systems modeling. The method's adaptability to various forms of linear equations—from integro-differential to fractional operators—highlights its breadth of applicability.

Future Directions and Applications

The paper indicates multiple directions for future research. Extensions to systems with multi-fidelity data or those with equations possessing complex geometries are viable, as Gaussian Processes can effectively manage these scenarios. Although the method is tailored for linear systems, certain non-linear problems could be approached by transforming them into linear-compatible forms. Additionally, integrating more complex noise models could broaden the applicability in real-world data conditions.

Conclusion

This work provides a systematic and probabilistically grounded framework for discovering and learning linear differential equations from data. Through leveraging Gaussian Processes, the approach offers a powerful tool for researchers across various scientific domains where differential equations play a pivotal role. As data-driven methods continue to evolve, such probabilistic frameworks will undoubtedly contribute significantly to the integration of data and mathematical modeling in scientific inquiry.