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Data-driven approaches are increasingly popular for identifying dynamical systems due to improved accuracy and availability of sensor data. However, relying solely on data for identification does not guarantee that the identified systems will maintain their physical properties or that the predicted models will generalize well. In this paper, we propose a novel method for data-driven system identification by integrating a neural network as the first-order derivative of the learned dynamics in a Taylor series instead of learning the dynamical function directly. In addition, for dynamical systems with known monotonic properties, our approach can ensure monotonicity by constraining the neural network derivative to be non-positive or non-negative to the respective inputs, resulting in Monotonic Taylor Neural Networks (MTNN). Such constraints are enforced by either a specialized neural network architecture or regularization in the loss function for training. The proposed method demonstrates better performance compared to methods without the physics-based monotonicity constraints when tested on experimental data from an HVAC system and a temperature control testbed. Furthermore, MTNN shows good performance in a control application of a model predictive controller for a nonlinear MIMO system, illustrating the practical application of our method.
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Taylor-Lagrange Neural Ordinary Differential Equations: Toward Fast Training and Evaluation of Neural ODEs
Neural ordinary differential equations (NODEs) -- parametrizations of differential equations using neural networks -- have shown tremendous promise in learning models of unknown continuous-time dynamical systems from data. However, every forward evaluation of a NODE requires numerical integration of the neural network used to capture the system dynamics, making their training prohibitively expensive. Existing works rely on off-the-shelf adaptive step-size numerical integration schemes, which often require an excessive number of evaluations of the underlying dynamics network to obtain sufficient accuracy for training. By contrast, we accelerate the evaluation and the training of NODEs by proposing a data-driven approach to their numerical integration. The proposed Taylor-Lagrange NODEs (TL-NODEs) use a fixed-order Taylor expansion for numerical integration, while also learning to estimate the expansion's approximation error. As a result, the proposed approach achieves the same accuracy as adaptive step-size schemes while employing only low-order Taylor expansions, thus greatly reducing the computational cost necessary to integrate the NODE. A suite of numerical experiments, including modeling dynamical systems, image classification, and density estimation, demonstrate that TL-NODEs can be trained more than an order of magnitude faster than state-of-the-art approaches, without any loss in performance.
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- Award ID(s):
- 1646522
- PAR ID:
- 10383238
- Date Published:
- Journal Name:
- Thirty-First International Joint Conference on Artificial Intelligence
- Page Range / eLocation ID:
- 2923 to 2929
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.24963/ijcai.2022/405
