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Amortized Equation Discovery in Hybrid Dynamical Systems

ICML 2024 · Probabilistic and scientific modeling › Dynamical systems · approach: Switching and law-discovery dynamics · 0 citations (OpenAlex)

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Proposes AMORE, an end-to-end framework that jointly infers discrete modes and counts with mode-specific sparse polynomial equations (plus AMORE-MIO for multi-object systems) to discover equations in hybrid dynamical systems.

Problem

Equation discovery in hybrid dynamical systems, where the number of modes and switching times are unknown; prior methods use a two-stage cluster-then-SINDy pipeline that does not share information across fragments of the same mode.

Approach

Replace the two-stage clustering-then-regression paradigm with a one-stage amortized model: latent mode and count variables are inferred by forward-backward recursions, and each mode's sparse basis-function coefficients are learned jointly from all segments assigned to that mode, optimized by maximizing observation likelihood with L1 regularization. Extended to multi-object systems with latent edg

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Jointly learn mode categories and mode-specific equations end to end rather than use two-stage Hybrid-SINDyAMORE · Mass-spring HopperNMI: 0.426 -> 0.928Helped
Jointly learn mode categories and mode-specific equations end to end rather than use two-stage Hybrid-SINDyAMORE · Mass-spring HopperNMAE (Location/Velocity): 0.068 / 0.075 -> 0.008 / 0.039Helped
Jointly learn mode categories and mode-specific equations end to end rather than use two-stage Hybrid-SINDyAMORE · SIR diseaseAccuracy: 0.538 -> 0.731Helped
Jointly learn mode categories and mode-specific equations end to end rather than use two-stage Hybrid-SINDyAMORE · SIR diseaseNMAE (Susceptible/Infected): 0.257 / 0.273 -> 0.088 / 0.113Helped
Add interaction modeling for multi-object systemsAMORE-MIO vs AMORE · ODE-driven ParticleNMI: 0.418 -> 0.453Helped
Add interaction modeling for multi-object systemsAMORE-MIO vs AMORE · ODE-driven ParticleNMAE / NRMSE (one-step): 0.184 / 0.265 -> 0.146 / 0.217Helped
Add interaction modeling for multi-object systemsAMORE-MIO vs AMORE · Salsa-dancingAccuracy: 0.565 -> 0.583Helped
Add interaction modeling for multi-object systemsAMORE-MIO vs AMORE · Salsa-dancingNMAE / NRMSE (multi-step): 0.334 / 0.373 -> 0.301 / 0.352Helped
Change polynomial candidate basis order from 2 to 3 or 5 (ablation)AMORE · Mass-spring HopperNMI: 0.934; 0.936; 0.933No clear effect
Change maximum predefined mode count from 3 to 5 or 10 (ablation)AMORE · Mass-spring HopperNMI: 0.934; 0.932; 0.937No clear effect
Remove count variables (ablation)AMORE · Mass-spring Hopperfalse-positive mode-switching behaviorsHurt
Use polynomial basis functions without cos(x), sin(x), and e^x (ablation)AMORE · Synthetic two-mode nonlinear systemequation fidelityHurt

Surprising findings

Limitations

Experimental setup

Datasets: Mass-spring Hopper SIR disease dataset ODE-driven particle dataset Salsa-dancing dataset Coupled linear Cubic oscillator Lorenz'63 Hopf bifurcation Selkov glycolysis Duffing oscillator

Benchmarks: Mass-spring Hopper SIR disease dataset ODE-driven particle dataset Salsa-dancing dataset Lorenz'63 Duffing oscillator

Metrics: NMI ARI Accuracy F1 RER NMAE NRMSE

Baselines: Hybrid-SINDy SVI LLMTime TimeGPT GRASS

Builds on: SINDy Hybrid-SINDy REDSDS GRASS

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