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arXiv 提交日期: 2026-04-07
📄 Abstract - A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of such systems can often be described by stochastic differential equations, a central challenge is understanding how noise influences the inference of system parameters and dynamics from data. Traditional symbolic regression methods can uncover governing equations but typically ignore uncertainty. Conversely, Gaussian processes provide principled uncertainty quantification but offer little insight into the underlying dynamics. In this work, we bridge this gap with a hybrid symbolic regression-probabilistic machine learning framework that recovers the symbolic form of the governing equations while simultaneously inferring uncertainty in the system parameters. The framework combines deep symbolic regression with Gaussian process-based maximum likelihood estimation to separately model the deterministic dynamics and the noise structure, without requiring prior assumptions about their functional forms. We verify the approach on numerical benchmarks, including harmonic, Duffing, and van der Pol oscillators, and validate it on an experimental system of coupled biological oscillators exhibiting synchronization, where the algorithm successfully identifies both the symbolic and stochastic components. The framework is data-efficient, requiring as few as 100-1000 data points, and robust to noise - demonstrating its broad potential in domains where uncertainty is intrinsic and both the structure and variability of dynamical systems must be understood.

顶级标签: machine learning theory systems
详细标签: symbolic regression stochastic differential equations gaussian processes uncertainty quantification dynamical systems 或 搜索:

一种从噪声数据中揭示随机非线性动力学的机器学习框架 / A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data


1️⃣ 一句话总结

这篇论文提出了一种结合符号回归与概率机器学习的混合框架,能够从少量有噪声的数据中,同时推断出描述系统行为的确定性方程和噪声结构,并量化参数的不确定性,适用于金融、生物和生态系统等存在内在不确定性的复杂领域。

源自 arXiv: 2604.06081