Beyond Predictions in Neural ODEs: Identification and Interventions

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Autori principali: Aliee, Hananeh, Theis, Fabian J., Kilbertus, Niki
Natura: Preprint
Pubblicazione: 2021
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author Aliee, Hananeh
Theis, Fabian J.
Kilbertus, Niki
author_facet Aliee, Hananeh
Theis, Fabian J.
Kilbertus, Niki
contents Spurred by tremendous success in pattern matching and prediction tasks, researchers increasingly resort to machine learning to aid original scientific discovery. Given large amounts of observational data about a system, can we uncover the rules that govern its evolution? Solving this task holds the great promise of fully understanding the causal interactions and being able to make reliable predictions about the system's behavior under interventions. We take a step towards answering this question for time-series data generated from systems of ordinary differential equations (ODEs). While the governing ODEs might not be identifiable from data alone, we show that combining simple regularization schemes with flexible neural ODEs can robustly recover the dynamics and causal structures from time-series data. Our results on a variety of (non)-linear first and second order systems as well as real data validate our method. We conclude by showing that we can also make accurate predictions under interventions on variables or the system itself.
format Preprint
id arxiv_https___arxiv_org_abs_2106_12430
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Beyond Predictions in Neural ODEs: Identification and Interventions
Aliee, Hananeh
Theis, Fabian J.
Kilbertus, Niki
Machine Learning
Artificial Intelligence
Spurred by tremendous success in pattern matching and prediction tasks, researchers increasingly resort to machine learning to aid original scientific discovery. Given large amounts of observational data about a system, can we uncover the rules that govern its evolution? Solving this task holds the great promise of fully understanding the causal interactions and being able to make reliable predictions about the system's behavior under interventions. We take a step towards answering this question for time-series data generated from systems of ordinary differential equations (ODEs). While the governing ODEs might not be identifiable from data alone, we show that combining simple regularization schemes with flexible neural ODEs can robustly recover the dynamics and causal structures from time-series data. Our results on a variety of (non)-linear first and second order systems as well as real data validate our method. We conclude by showing that we can also make accurate predictions under interventions on variables or the system itself.
title Beyond Predictions in Neural ODEs: Identification and Interventions
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2106.12430