Towards Learning Stochastic Population Models by Gradient Descent

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Kreikemeyer, Justin N., Andelfinger, Philipp, Uhrmacher, Adelinde M.
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866916305455546368
author Kreikemeyer, Justin N.
Andelfinger, Philipp
Uhrmacher, Adelinde M.
author_facet Kreikemeyer, Justin N.
Andelfinger, Philipp
Uhrmacher, Adelinde M.
contents Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of dynamical systems formulates this problem as a linear equation system. Here, we explore several simulation-based optimization approaches, which allow much greater freedom in the objective formulation and weaker conditions on the available data. We show that even for relatively small stochastic population models, simultaneous estimation of parameters and structure poses major challenges for optimization procedures. Particularly, we investigate the application of the local stochastic gradient descent method, commonly used for training machine learning models. We demonstrate accurate estimation of models but find that enforcing the inference of parsimonious, interpretable models drastically increases the difficulty. We give an outlook on how this challenge can be overcome.
format Preprint
id arxiv_https___arxiv_org_abs_2404_07049
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Towards Learning Stochastic Population Models by Gradient Descent
Kreikemeyer, Justin N.
Andelfinger, Philipp
Uhrmacher, Adelinde M.
Machine Learning
Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of dynamical systems formulates this problem as a linear equation system. Here, we explore several simulation-based optimization approaches, which allow much greater freedom in the objective formulation and weaker conditions on the available data. We show that even for relatively small stochastic population models, simultaneous estimation of parameters and structure poses major challenges for optimization procedures. Particularly, we investigate the application of the local stochastic gradient descent method, commonly used for training machine learning models. We demonstrate accurate estimation of models but find that enforcing the inference of parsimonious, interpretable models drastically increases the difficulty. We give an outlook on how this challenge can be overcome.
title Towards Learning Stochastic Population Models by Gradient Descent
topic Machine Learning
url https://arxiv.org/abs/2404.07049