Constrained Physical-Statistics Models for Dynamical System Identification and Prediction

Jérémie DONA · Marie Déchelle · patrick gallinari · Marina Levy

Keywords: [ differential equations ] [ deep learning ]

[ Abstract ]
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Tue 26 Apr 2:30 a.m. PDT — 4:30 a.m. PDT


Modeling dynamical systems combining prior physical knowledge and machine learning (ML) is promising in scientific problems when the underlying processes are not fully understood, e.g. when the dynamics is partially known. A common practice to identify the respective parameters of the physical and ML components is to formulate the problem as supervised learning on observed trajectories. However, this formulation leads to an infinite number of possible decompositions. To solve this ill-posedness, we reformulate the learning problem by introducing an upper bound on the prediction error of a physical-statistical model. This allows us to control the contribution of both the physical and statistical components to the overall prediction. This framework generalizes several existing hybrid schemes proposed in the literature. We provide theoretical guarantees on the well-posedness of our formulation along with a proof of convergence in a simple affine setting. For more complex dynamics, we validate our framework experimentally.

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