论文标题
学习交互动力系统的随机特征模型
Random Feature Models for Learning Interacting Dynamical Systems
论文作者
论文摘要
粒子动力学和多代理系统提供了精确的动力学模型,用于研究和预测复杂相互作用系统的行为。他们经常采用通过相互作用内核对差分方程进行的高维系统的形式,该方程对代理之间的基本吸引力或排斥力进行了建模。我们考虑了直接从及时对代理路径的嘈杂观察结果中构建基于数据的相互作用的近似的问题。然后,学习的相互作用内核用于在更长的时间间隔内预测代理行为。这项工作中开发的近似值使用随机特征算法和稀疏的随机特征方法。促进性回归提供了一种机制,可以修剪随机生成的特征,当一个人的数据有限时,观察到的特征是有益的,而与其他方法相比,导致过度拟合的特征是有益的。此外,施加稀疏性可降低内核评估成本,从而大大降低了预测多代理系统的模拟成本。我们的方法应用于各种示例,包括具有均匀和异质相互作用的一阶系统,二阶均匀系统以及新的绵羊群。
Particle dynamics and multi-agent systems provide accurate dynamical models for studying and forecasting the behavior of complex interacting systems. They often take the form of a high-dimensional system of differential equations parameterized by an interaction kernel that models the underlying attractive or repulsive forces between agents. We consider the problem of constructing a data-based approximation of the interacting forces directly from noisy observations of the paths of the agents in time. The learned interaction kernels are then used to predict the agents behavior over a longer time interval. The approximation developed in this work uses a randomized feature algorithm and a sparse randomized feature approach. Sparsity-promoting regression provides a mechanism for pruning the randomly generated features which was observed to be beneficial when one has limited data, in particular, leading to less overfitting than other approaches. In addition, imposing sparsity reduces the kernel evaluation cost which significantly lowers the simulation cost for forecasting the multi-agent systems. Our method is applied to various examples, including first-order systems with homogeneous and heterogeneous interactions, second order homogeneous systems, and a new sheep swarming system.