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Abstract Modeling the complex interactions of systems of particles or agents is a fundamental problem across the sciences, from physics and biology, to economics and social sciences. In this work, we consider second-order, heterogeneous, multivariable models of interacting agents or particles, within simple environments. We describe a nonparametric inference framework to efficiently estimate the latent interaction kernels which drive these dynamical systems. We develop a learning theory which establishes strong consistency and optimal nonparametric min–max rates of convergence for the estimators, as well as provably accurate predicted trajectories. The optimal rates only depends on intrinsic dimension of interactions, which is typically much smaller than the ambient dimension. Our arguments are based on a coercivity condition which ensures that the interaction kernels can be estimated in stable fashion. The numerical algorithm presented to build the estimators is parallelizable, performs well on high-dimensional problems, and its performance is tested on a variety of complex dynamical systems.
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Layer-Wise Learning Strategy for Nonparametric Tensor Product Smoothing Spline Regression and Graphical Models
Nonparametric estimation of multivariate functions is an important problem in statisti- cal machine learning with many applications, ranging from nonparametric regression to nonparametric graphical models. Several authors have proposed to estimate multivariate functions under the smoothing spline analysis of variance (SSANOVA) framework, which assumes that the multivariate function can be decomposed into the summation of main effects, two-way interaction effects, and higher order interaction effects. However, existing methods are not scalable to the dimension of the random variables and the order of inter- actions. We propose a LAyer-wiSE leaRning strategy (LASER) to estimate multivariate functions under the SSANOVA framework. The main idea is to approximate the multivari- ate function sequentially starting from a model with only the main effects. Conditioned on the support of the estimated main effects, we estimate the two-way interaction effects only when the corresponding main effects are estimated to be non-zero. This process is con- tinued until no more higher order interaction effects are identified. The proposed strategy provides a data-driven approach for estimating multivariate functions under the SSANOVA framework. Our proposal yields a sequence of estimators. To study the theoretical prop- erties of the sequence of estimators, we establish the notion of post-selection persistency. Extensive numerical studies are performed to evaluate the performance of LASER.
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- Award ID(s):
- 1949730
- PAR ID:
- 10148246
- Date Published:
- Journal Name:
- Journal of machine learning research
- Volume:
- 20
- Issue:
- 119
- ISSN:
- 1532-4435
- Page Range / eLocation ID:
- 1-38
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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