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The development of data-informed predictive models for dynamical systems is of widespread interest in many disciplines. We present a unifying framework for blending mechanistic and machine-learning approaches to identify dynamical systems from noisily and partially observed data. We compare pure data-driven learning with hybrid models which incorporate imperfect domain knowledge, referring to the discrepancy between an assumed truth model and the imperfect mechanistic model as model error. Our formulation is agnostic to the chosen machine learning model, is presented in both continuous- and discrete-time settings, and is compatible both with model errors that exhibit substantial memory and errors that are memoryless. First, we study memoryless linear (w.r.t. parametric-dependence) model error from a learning theory perspective, defining excess risk and generalization error. For ergodic continuous-time systems, we prove that both excess risk and generalization error are bounded above by terms that diminish with the square-root of T T , the time-interval over which training data is specified. Secondly, we study scenarios that benefit from modeling with memory, proving universal approximation theorems for two classes of continuous-time recurrent neural networks (RNNs): both can learn memory-dependent model error, assuming that it is governed by a finite-dimensional hidden variable and that, together, the observed and hidden variables form a continuous-time Markovian system. In addition, we connect one class of RNNs to reservoir computing, thereby relating learning of memory-dependent error to recent work on supervised learning between Banach spaces using random features. Numerical results are presented (Lorenz ’63, Lorenz ’96 Multiscale systems) to compare purely data-driven and hybrid approaches, finding hybrid methods less datahungry and more parametrically efficient. We also find that, while a continuous-time framing allows for robustness to irregular sampling and desirable domain- interpretability, a discrete-time framing can provide similar or better predictive performance, especially when data are undersampled and the vector field defining the true dynamics cannot be identified. Finally, we demonstrate numerically how data assimilation can be leveraged to learn hidden dynamics from noisy, partially-observed data, and illustrate challenges in representing memory by this approach, and in the training of such models.
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Accurate estimates of dynamical statistics using memory
Many chemical reactions and molecular processes occur on time scales that are significantly longer than those accessible by direct simulations. One successful approach to estimating dynamical statistics for such processes is to use many short time series of observations of the system to construct a Markov state model, which approximates the dynamics of the system as memoryless transitions between a set of discrete states. The dynamical Galerkin approximation (DGA) is a closely related framework for estimating dynamical statistics, such as committors and mean first passage times, by approximating solutions to their equations with a projection onto a basis. Because the projected dynamics are generally not memoryless, the Markov approximation can result in significant systematic errors. Inspired by quasi-Markov state models, which employ the generalized master equation to encode memory resulting from the projection, we reformulate DGA to account for memory and analyze its performance on two systems: a two-dimensional triple well and the AIB9 peptide. We demonstrate that our method is robust to the choice of basis and can decrease the time series length required to obtain accurate kinetics by an order of magnitude.
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- Award ID(s):
- 2054306
- PAR ID:
- 10539455
- Publisher / Repository:
- AIP Publishing
- Date Published:
- Journal Name:
- The Journal of Chemical Physics
- Volume:
- 160
- Issue:
- 8
- ISSN:
- 0021-9606
- 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
- Journal Article:
- https://doi.org/10.1063/5.0187145
