A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data

Fuente: arXiv
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Hauptverfasser: Bosso, Matteo, Franzese, Giovanni, Swamy, Kushal, Theulings, Maarten, Aragón, Alejandro M., Alijani, Farbod
Format: Preprint
Veröffentlicht: 2026
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author Bosso, Matteo
Franzese, Giovanni
Swamy, Kushal
Theulings, Maarten
Aragón, Alejandro M.
Alijani, Farbod
author_facet Bosso, Matteo
Franzese, Giovanni
Swamy, Kushal
Theulings, Maarten
Aragón, Alejandro M.
Alijani, Farbod
contents Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of such systems can often be described by stochastic differential equations, a central challenge is understanding how noise influences the inference of system parameters and dynamics from data. Traditional symbolic regression methods can uncover governing equations but typically ignore uncertainty. Conversely, Gaussian processes provide principled uncertainty quantification but offer little insight into the underlying dynamics. In this work, we bridge this gap with a hybrid symbolic regression-probabilistic machine learning framework that recovers the symbolic form of the governing equations while simultaneously inferring uncertainty in the system parameters. The framework combines deep symbolic regression with Gaussian process-based maximum likelihood estimation to separately model the deterministic dynamics and the noise structure, without requiring prior assumptions about their functional forms. We verify the approach on numerical benchmarks, including harmonic, Duffing, and van der Pol oscillators, and validate it on an experimental system of coupled biological oscillators exhibiting synchronization, where the algorithm successfully identifies both the symbolic and stochastic components. The framework is data-efficient, requiring as few as 100-1000 data points, and robust to noise - demonstrating its broad potential in domains where uncertainty is intrinsic and both the structure and variability of dynamical systems must be understood.
format Preprint
id arxiv_https___arxiv_org_abs_2604_06081
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data
Bosso, Matteo
Franzese, Giovanni
Swamy, Kushal
Theulings, Maarten
Aragón, Alejandro M.
Alijani, Farbod
Machine Learning
Computational Engineering, Finance, and Science
Dynamical Systems
68T07, 93E35, 62M10, 62J02, 60G15
G.3; I.1.1; I.1.2; I.2.6; I.6
Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of such systems can often be described by stochastic differential equations, a central challenge is understanding how noise influences the inference of system parameters and dynamics from data. Traditional symbolic regression methods can uncover governing equations but typically ignore uncertainty. Conversely, Gaussian processes provide principled uncertainty quantification but offer little insight into the underlying dynamics. In this work, we bridge this gap with a hybrid symbolic regression-probabilistic machine learning framework that recovers the symbolic form of the governing equations while simultaneously inferring uncertainty in the system parameters. The framework combines deep symbolic regression with Gaussian process-based maximum likelihood estimation to separately model the deterministic dynamics and the noise structure, without requiring prior assumptions about their functional forms. We verify the approach on numerical benchmarks, including harmonic, Duffing, and van der Pol oscillators, and validate it on an experimental system of coupled biological oscillators exhibiting synchronization, where the algorithm successfully identifies both the symbolic and stochastic components. The framework is data-efficient, requiring as few as 100-1000 data points, and robust to noise - demonstrating its broad potential in domains where uncertainty is intrinsic and both the structure and variability of dynamical systems must be understood.
title A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data
topic Machine Learning
Computational Engineering, Finance, and Science
Dynamical Systems
68T07, 93E35, 62M10, 62J02, 60G15
G.3; I.1.1; I.1.2; I.2.6; I.6
url https://arxiv.org/abs/2604.06081