Path-minimizing Latent ODEs for improved extrapolation and inference

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Sampson, Matt L., Melchior, Peter
Formato: Preprint
Publicado: 2024
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866916433766645760
author Sampson, Matt L.
Melchior, Peter
author_facet Sampson, Matt L.
Melchior, Peter
contents Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system parameters and initial conditions, whereas the evaluation times are known and directly provided to the ODE solver. This dichotomy can be exploited by encouraging time-independent latent representations. By replacing the common variational penalty in latent space with an $\ell_2$ penalty on the path length of each system, the models learn data representations that can easily be distinguished from those of systems with different configurations. This results in faster training, smaller models, more accurate interpolation and long-time extrapolation compared to the baseline ODE models with GRU, RNN, and LSTM encoder/decoders on tests with damped harmonic oscillator, self-gravitating fluid, and predator-prey systems. We also demonstrate superior results for simulation-based inference of the Lotka-Volterra parameters and initial conditions by using the latents as data summaries for a conditional normalizing flow. Our change to the training loss is agnostic to the specific recognition network used by the decoder and can therefore easily be adopted by other latent ODE models.
format Preprint
id arxiv_https___arxiv_org_abs_2410_08923
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Path-minimizing Latent ODEs for improved extrapolation and inference
Sampson, Matt L.
Melchior, Peter
Machine Learning
Instrumentation and Methods for Astrophysics
Latent ODE models provide flexible descriptions of dynamic systems, but they can struggle with extrapolation and predicting complicated non-linear dynamics. The latent ODE approach implicitly relies on encoders to identify unknown system parameters and initial conditions, whereas the evaluation times are known and directly provided to the ODE solver. This dichotomy can be exploited by encouraging time-independent latent representations. By replacing the common variational penalty in latent space with an $\ell_2$ penalty on the path length of each system, the models learn data representations that can easily be distinguished from those of systems with different configurations. This results in faster training, smaller models, more accurate interpolation and long-time extrapolation compared to the baseline ODE models with GRU, RNN, and LSTM encoder/decoders on tests with damped harmonic oscillator, self-gravitating fluid, and predator-prey systems. We also demonstrate superior results for simulation-based inference of the Lotka-Volterra parameters and initial conditions by using the latents as data summaries for a conditional normalizing flow. Our change to the training loss is agnostic to the specific recognition network used by the decoder and can therefore easily be adopted by other latent ODE models.
title Path-minimizing Latent ODEs for improved extrapolation and inference
topic Machine Learning
Instrumentation and Methods for Astrophysics
url https://arxiv.org/abs/2410.08923