Inferring physical laws from data is a central challenge in science and engineering, including but not limited to healthcare, physical sciences, biosciences, social sciences, sustainability, climate, and robotics. Deep networks offer high-accuracy results but lack interpretability, prompting interest in models built from simple components. The Sparse Identification of Nonlinear Dynamics (SINDy) method has become the go-to approach for building such modular and interpretable models. SINDy leverages sparse regression with L1 regularization to identify key terms from a library of candidate functions. However, SINDy's choice of candidate library and optimization method requires significant technical expertise, limiting its widespread applicability. This work introduces Al-Khwarizmi, a novel agentic framework for physical law discovery from data, which integrates foundational models with SINDy. Leveraging LLMs, VLMs, and Retrieval-Augmented Generation (RAG), our approach automates physical law discovery, incorporating prior knowledge and iteratively refining candidate solutions via reflection. Al-Khwarizmi operates in two steps: it summarizes system observations-comprising textual descriptions, raw data, and plots-followed by a secondary step that generates candidate feature libraries and optimizer configurations to identify hidden physics laws correctly. Evaluating our algorithm on over 198 models, we demonstrate state-of-the-art performance compared to alternatives, reaching a 20 percent increase against the best-performing alternative.

Rolling element bearings are critical components of rotating machinery, with their performance directly influencing the efficiency and reliability of industrial systems. At the same time, bearing faults are a leading cause of machinery failures, often resulting in costly downtime, reduced productivity, and, in extreme cases, catastrophic damage. This study presents a methodology that utilizes Kolmogorov-Arnold Networks to address these challenges through automatic feature selection, hyperparameter tuning and interpretable fault analysis within a unified framework. By training shallow network architectures and minimizing the number of selected features, the framework produces lightweight models that deliver explainable results through feature attribution and symbolic representations of their activation functions. Validated on two widely recognized datasets for bearing fault diagnosis, the framework achieved perfect F1-Scores for fault detection and high performance in fault and severity classification tasks, including 100% F1-Scores in most cases. Notably, it demonstrated adaptability by handling diverse fault types, such as imbalance and misalignment, within the same dataset. The symbolic representations enhanced model interpretability, while feature attribution offered insights into the optimal feature types or signals for each studied task. These results highlight the framework's potential for practical applications, such as real-time machinery monitoring, and for scientific research requiring efficient and explainable models.

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data, proposed by Brunton et al., followed by performance of LASSO for this purpose. We then propose a new algorithm that uses the dual of LASSO optimization for higher accuracy and stability. In the second part, we propose a novel algorithm that learns the candidate function library in a completely data-driven manner to distill the governing equations of the dynamical system. This is achieved via sequentially thresholded ridge regression (STRidge) over a orthogonal polynomial space. The performance of the three discussed methods is illustrated by looking the Lorenz 63 system and the quadratic Lorenz system.

To build the feature libraries for auto-featurization, we leverage algorithms from decades of Microsoft research in natural language processing, machine learning, computer vision, speech, big data and much more – the same algorithms that power products such as Bing, Cortana and Microsoft Office. Today we have started with a basic set of text featurizers, and we will be continually expanding the selection overtime. For example, coming soon, we will be adding support for deep neural network based featurizers. The power of these feature libraries is that they are usually trained on a large amount of data that is not available to most users (e.g. DNN image featurizer, trained on tens of millions of annotated images, or DSSM, trained on years of click data from Bing Ads and web search), and they save users weeks or months relative to training their own complex models.