论文标题

科学机器学习的通用微分方程

Universal Differential Equations for Scientific Machine Learning

论文作者

Rackauckas, Christopher, Ma, Yingbo, Martensen, Julius, Warner, Collin, Zubov, Kirill, Supekar, Rohit, Skinner, Dominic, Ramadhan, Ali, Edelman, Alan

论文摘要

在科学的背景下,著名的格言“图片值得一千个单词”很可能是“模型值得一千个数据集”。在本手稿中,我们介绍了SCIML软件生态系统,作为将物理定律和科学模型信息与数据驱动的机器学习方法相结合的工具。我们将数学对象描述,我们将其表示通用微分方程(UDE)作为连接生态系统的统一框架。我们展示了如何通过UDE形式主义及其工具来衡量并有效地处理各种应用,从自动发现生物学机制到解决高维汉密尔顿 - 雅各比 - 贝尔曼方程。我们演示了软件工具的通用性,以处理随机性,延迟和隐式约束。这将各种各样的SCIML应用程序融入了一组核心的训练机制集中,这些训练机制高度优化,稳定在刚性方程式中,并且与分布式并行性和GPU加速器兼容。

In the context of science, the well-known adage "a picture is worth a thousand words" might well be "a model is worth a thousand datasets." In this manuscript we introduce the SciML software ecosystem as a tool for mixing the information of physical laws and scientific models with data-driven machine learning approaches. We describe a mathematical object, which we denote universal differential equations (UDEs), as the unifying framework connecting the ecosystem. We show how a wide variety of applications, from automatically discovering biological mechanisms to solving high-dimensional Hamilton-Jacobi-Bellman equations, can be phrased and efficiently handled through the UDE formalism and its tooling. We demonstrate the generality of the software tooling to handle stochasticity, delays, and implicit constraints. This funnels the wide variety of SciML applications into a core set of training mechanisms which are highly optimized, stabilized for stiff equations, and compatible with distributed parallelism and GPU accelerators.

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