论文标题

贝叶斯方程发现非线性动力学系统的尖峰和单杆先验,通过稀疏线性回归

On spike-and-slab priors for Bayesian equation discovery of nonlinear dynamical systems via sparse linear regression

论文作者

Nayek, Rajdip, Fuentes, Ramon, Worden, Keith, Cross, Elizabeth J.

论文摘要

本文介绍了使用尖峰和斜线(SS)先验来发现非线性结构动态系统运动的微分方程。发现管理方程式的问题是从基础变量的预定词典中选择相关变量的问题,并通过稀疏的贝叶斯线性回归解决。属于一类离散混合先验的SS先验,并以其强大的(或收缩)特性而闻名,用于诱导稀疏的解决方案和选择相关的变量。探索了三种不同的SS先验变体,以执行贝叶斯方程发现。由于具有SS先验的后代在分析上是棘手的,因此使用Markov Chain Monte Carlo(MCMC)基于基于的Gibbs采样器来绘制模型参数的后验样品。后样品用于方程发现中的可变选择和参数估计。所提出的算法已应用于四个工程感兴趣的系统,其中包括基线线性系统以及具有立方刚度,二次粘性阻尼和库仑阻尼的系统。结果证明了SS先验在确定系统中非线性的存在和类型方面的有效性。此外,使用学生 - T的相关性向量机(RVM)的比较表明,SS先验可以实现更好的模型选择一致性,降低错误的发现并得出具有较高预测准确性的模型。最后,使用银盒实验基准来验证所提出的方法。

This paper presents the use of spike-and-slab (SS) priors for discovering governing differential equations of motion of nonlinear structural dynamic systems. The problem of discovering governing equations is cast as that of selecting relevant variables from a predetermined dictionary of basis variables and solved via sparse Bayesian linear regression. The SS priors, which belong to a class of discrete-mixture priors and are known for their strong sparsifying (or shrinkage) properties, are employed to induce sparse solutions and select relevant variables. Three different variants of SS priors are explored for performing Bayesian equation discovery. As the posteriors with SS priors are analytically intractable, a Markov chain Monte Carlo (MCMC)-based Gibbs sampler is employed for drawing posterior samples of the model parameters; the posterior samples are used for variable selection and parameter estimation in equation discovery. The proposed algorithm has been applied to four systems of engineering interest, which include a baseline linear system, and systems with cubic stiffness, quadratic viscous damping, and Coulomb damping. The results demonstrate the effectiveness of the SS priors in identifying the presence and type of nonlinearity in the system. Additionally, comparisons with the Relevance Vector Machine (RVM) - that uses a Student's-t prior - indicate that the SS priors can achieve better model selection consistency, reduce false discoveries, and derive models that have superior predictive accuracy. Finally, the Silverbox experimental benchmark is used to validate the proposed methodology.

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