odeformer
Predicting symbolic ODEs from multiple trajectories
Şahin, Yakup Emre, Kilbertus, Niki, Becker, Sören
We introduce MIO, a transformer-based model for inferring symbolic ordinary differential equations (ODEs) from multiple observed trajectories of a dynamical system. By combining multiple instance learning with transformer-based symbolic regression, the model effectively leverages repeated observations of the same system to learn more generalizable representations of the underlying dynamics. We investigate different instance aggregation strategies and show that even simple mean aggregation can substantially boost performance. MIO is evaluated on systems ranging from one to four dimensions and under varying noise levels, consistently outperforming existing baselines.
Towards Foundation Inference Models that Learn ODEs In-Context
Mauel, Maximilian, Hinz, Manuel, Seifner, Patrick, Berghaus, David, Sanchez, Ramses J.
Ordinary differential equations (ODEs) describe dynamical systems evolving deterministically in continuous time. Accurate data-driven modeling of systems as ODEs, a central problem across the natural sciences, remains challenging, especially if the data is sparse or noisy. We introduce FIM-ODE (Foundation Inference Model for ODEs), a pretrained neural model designed to estimate ODEs zero-shot (i.e., in context) from sparse and noisy observations. Trained on synthetic data, the model utilizes a flexible neural operator for robust ODE inference, even from corrupted data. We empirically verify that FIM-ODE provides accurate estimates, on par with a neural state-of-the-art method, and qualitatively compare the structure of their estimated vector fields.
Grammar-based Ordinary Differential Equation Discovery
Yu, Karin L., Chatzi, Eleni, Kissas, Georgios
The understanding and modeling of complex physical phenomena through dynamical systems has historically driven scientific progress, as it provides the tools for predicting the behavior of different systems under diverse conditions through time. The discovery of dynamical systems has been indispensable in engineering, as it allows for the analysis and prediction of complex behaviors for computational modeling, diagnostics, prognostics, and control of engineered systems. Joining recent efforts that harness the power of symbolic regression in this domain, we propose a novel framework for the end-to-end discovery of ordinary differential equations (ODEs), termed Grammar-based ODE Discovery Engine (GODE). The proposed methodology combines formal grammars with dimensionality reduction and stochastic search for efficiently navigating high-dimensional combinatorial spaces. Grammars allow us to seed domain knowledge and structure for both constraining, as well as, exploring the space of candidate expressions. GODE proves to be more sample- and parameter-efficient than state-of-the-art transformer-based models and to discover more accurate and parsimonious ODE expressions than both genetic programming- and other grammar-based methods for more complex inference tasks, such as the discovery of structural dynamics. Thus, we introduce a tool that could play a catalytic role in dynamics discovery tasks, including modeling, system identification, and monitoring tasks.
DDOT: A Derivative-directed Dual-decoder Ordinary Differential Equation Transformer for Dynamic System Modeling
Chang, Yang, Wang, Kuang-Da, Hsieh, Ping-Chun, Lin, Cheng-Kuan, Peng, Wen-Chih
Uncovering the underlying ordinary differential equations (ODEs) that govern dynamic systems is crucial for advancing our understanding of complex phenomena. Traditional symbolic regression methods often struggle to capture the temporal dynamics and intervariable correlations inherent in ODEs. ODEFormer, a state-of-the-art method for inferring multidimensional ODEs from single trajectories, has made notable progress. However, its focus on single-trajectory evaluation is highly sensitive to initial starting points, which may not fully reflect true performance. To address this, we propose the divergence difference metric (DIV-diff), which evaluates divergence over a grid of points within the target region, offering a comprehensive and stable analysis of the variable space. Alongside, we introduce DDOT (Derivative-Directed Dual-Decoder Ordinary Differential Equation Transformer), a transformer-based model designed to reconstruct multidimensional ODEs in symbolic form. By incorporating an auxiliary task predicting the ODE's derivative, DDOT effectively captures both structure and dynamic behavior. Experiments on ODEBench show DDOT outperforms existing symbolic regression methods, achieving an absolute improvement of 4.58% and 1.62% in $P(R^2 > 0.9)$ for reconstruction and generalization tasks, respectively, and an absolute reduction of 3.55% in DIV-diff. Furthermore, DDOT demonstrates real-world applicability on an anesthesia dataset, highlighting its practical impact.
ODEFormer: Symbolic Regression of Dynamical Systems with Transformers
d'Ascoli, Stéphane, Becker, Sören, Mathis, Alexander, Schwaller, Philippe, Kilbertus, Niki
Recent triumphs of machine learning (ML) spark growing enthusiasm for accelerating scientific discovery [1-3]. In particular, inferring dynamical laws governing observational data is an extremely challenging task that is anticipated to benefit substantially from modern ML methods. Modeling dynamical systems for forecasting, control, and system identification has been studied by various communities within ML. Successful modern approaches are primarily based on advances in deep learning, such as neural ordinary differential equation (NODE) (see Chen et al. [4] and many extensions thereof). However, these models typically lack interpretability due to their black-box nature, which has inspired extensive research on explainable ML of overparameterized models [5, 6].