Symbolic Regression on Sparse and Noisy Data with Gaussian Processes

Fuente: arXiv
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Autores principales: Hsin, Junette, Agarwal, Shubhankar, Thorpe, Adam, Sentis, Luis, Fridovich-Keil, David
Formato: Preprint
Publicado: 2023
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author Hsin, Junette
Agarwal, Shubhankar
Thorpe, Adam
Sentis, Luis
Fridovich-Keil, David
author_facet Hsin, Junette
Agarwal, Shubhankar
Thorpe, Adam
Sentis, Luis
Fridovich-Keil, David
contents In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we combine Gaussian process regression with a sparse identification of nonlinear dynamics (SINDy) method to denoise the data and identify nonlinear dynamical equations. Our approach GPSINDy offers improved robustness with sparse, noisy data compared to SINDy alone. We demonstrate its effectiveness on simulation data from Lotka-Volterra and unicycle models and hardware data from an NVIDIA JetRacer system. We show superior performance over baselines including more than 50% improvement over SINDy and other baselines in predicting future trajectories from noise-corrupted and sparse 5 Hz data.
format Preprint
id arxiv_https___arxiv_org_abs_2309_11076
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Symbolic Regression on Sparse and Noisy Data with Gaussian Processes
Hsin, Junette
Agarwal, Shubhankar
Thorpe, Adam
Sentis, Luis
Fridovich-Keil, David
Machine Learning
Systems and Control
In this paper, we address the challenge of deriving dynamical models from sparse and noisy data. High-quality data is crucial for symbolic regression algorithms; limited and noisy data can present modeling challenges. To overcome this, we combine Gaussian process regression with a sparse identification of nonlinear dynamics (SINDy) method to denoise the data and identify nonlinear dynamical equations. Our approach GPSINDy offers improved robustness with sparse, noisy data compared to SINDy alone. We demonstrate its effectiveness on simulation data from Lotka-Volterra and unicycle models and hardware data from an NVIDIA JetRacer system. We show superior performance over baselines including more than 50% improvement over SINDy and other baselines in predicting future trajectories from noise-corrupted and sparse 5 Hz data.
title Symbolic Regression on Sparse and Noisy Data with Gaussian Processes
topic Machine Learning
Systems and Control
url https://arxiv.org/abs/2309.11076