SINDy-RL: Interpretable and Efficient Model-Based Reinforcement Learning

Deep reinforcement learning (DRL) has shown significant promise for uncovering sophisticated control policies that interact in environments with complicated dynamics, such as stabilizing the magnetohydrodynamics of a tokamak fusion reactor or minimizing the drag force exerted on an object in a fluid flow. However, these algorithms require an abundance of training examples and may become prohibitively expensive for many applications. In addition, the reliance on deep neural networks often results in an uninterpretable, black-box policy that may be too computationally expensive to use with certain embedded systems. Recent advances in sparse dictionary learning, such as the sparse identification of nonlinear dynamics (SINDy), have shown promise for creating efficient and interpretable data-driven models in the low-data regime. In this work we introduce SINDy-RL, a unifying framework for combining SINDy and DRL to create efficient, interpretable, and trustworthy representations of the dynamics model, reward function, and control policy. We demonstrate the effectiveness of our approaches on benchmark control environments and challenging fluids problems. SINDy-RL achieves comparable performance to state-of-the-art DRL algorithms using significantly fewer interactions in the environment and results in an interpretable control policy orders of magnitude smaller than a deep neural network policy.

Statistical Mechanics of Dynamical System Identification

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanical approach to analyze sparse equation discovery algorithms, which typically balance data fit and parsimony through a trial-and-error selection of hyperparameters. In this framework, statistical mechanics offers tools to analyze the interplay between complexity and fitness, in analogy to that done between entropy and energy. To establish this analogy, we define the optimization procedure as a two-level Bayesian inference problem that separates variable selection from coefficient values and enables the computation of the posterior parameter distribution in closed form. A key advantage of employing statistical mechanical concepts, such as free energy and the partition function, is in the quantification of uncertainty, especially in in the low-data limit; frequently encountered in real-world applications. As the data volume increases, our approach mirrors the thermodynamic limit, leading to distinct sparsity- and noise-induced phase transitions that delineate correct from incorrect identification. This perspective of sparse equation discovery, is versatile and can be adapted to various other equation discovery algorithms.

Data-driven local operator finding for reduced-order modelling of plasma systems: II. Application to parametric dynamics

Real-world systems often exhibit dynamics influenced by various parameters, either inherent or externally controllable, necessitating models capable of reliably capturing these parametric behaviors. Plasma technologies exemplify such systems. For example, phenomena governing global dynamics in Hall thrusters (a spacecraft propulsion technology) vary with various parameters, such as the "self-sustained electric field". In this Part II, following on the introduction of our novel data-driven local operator finding algorithm, Phi Method, in Part I, we showcase the method's effectiveness in learning parametric dynamics to predict system behavior across unseen parameter spaces. We present two adaptations: the "parametric Phi Method" and the "ensemble Phi Method", which are demonstrated through 2D fluid-flow-past-a-cylinder and 1D Hall-thruster-plasma-discharge problems. Comparative evaluation against parametric OPT-DMD in the fluid case demonstrates superior predictive performance of the parametric Phi Method. Across both test cases, parametric and ensemble Phi Method reliably recover governing parametric PDEs and offer accurate predictions over test parameters. Ensemble ROM analysis underscores Phi Method's robust learning of dominant dynamic coefficients with high confidence.

Data-driven local operator finding for reduced-order modelling of plasma systems: I. Concept and verifications

Reduced-order plasma models that can efficiently predict plasma behavior across various settings and configurations are highly sought after yet elusive. The demand for such models has surged in the past decade due to their potential to facilitate scientific research and expedite the development of plasma technologies. In line with the advancements in computational power and data-driven methods, we introduce the "Phi Method" in this two-part article. Part I presents this novel algorithm, which employs constrained regression on a candidate term library informed by numerical discretization schemes to discover discretized systems of differential equations. We demonstrate Phi Method's efficacy in deriving reliable and robust reduced-order models (ROMs) for three test cases: the Lorenz attractor, flow past a cylinder, and a 1D Hall-thruster-representative plasma. Part II will delve into the method's application for parametric dynamics discovery. Our results show that ROMs derived from the Phi Method provide remarkably accurate predictions of systems' behavior, whether derived from steady-state or transient-state data. This underscores the method's potential for transforming plasma system modeling.

Motif distribution and function of sparse deep neural networks

We characterize the connectivity structure of feed-forward, deep neural networks (DNNs) using network motif theory. To address whether a particular motif distribution is characteristic of the training task, or function of the DNN, we compare the connectivity structure of 350 DNNs trained to simulate a bio-mechanical flight control system with different randomly initialized parameters. We develop and implement algorithms for counting second- and third-order motifs and calculate their significance using their Z-score. The DNNs are trained to solve the inverse problem of the flight dynamics model in Bustamante, et al. (2022) (i.e., predict the controls necessary for controlled flight from the initial and final state-space inputs) and are sparsified through an iterative pruning and retraining algorithm Zahn, et al. (2022). We show that, despite random initialization of network parameters, enforced sparsity causes DNNs to converge to similar connectivity patterns as characterized by their motif distributions. The results suggest how neural network function can be encoded in motif distributions, suggesting a variety of experiments for informing function and control.

Multi-Hierarchical Surrogate Learning for Structural Dynamical Crash Simulations Using Graph Convolutional Neural Networks

Crash simulations play an essential role in improving vehicle safety, design optimization, and injury risk estimation. Unfortunately, numerical solutions of such problems using state-of-the-art high-fidelity models require significant computational effort. Conventional data-driven surrogate modeling approaches create low-dimensional embeddings for evolving the dynamics in order to circumvent this computational effort. Most approaches directly operate on high-resolution data obtained from numerical discretization, which is both costly and complicated for mapping the flow of information over large spatial distances. Furthermore, working with a fixed resolution prevents the adaptation of surrogate models to environments with variable computing capacities, different visualization resolutions, and different accuracy requirements. We thus propose a multi-hierarchical framework for structurally creating a series of surrogate models for a kart frame, which is a good proxy for industrial-relevant crash simulations, at different levels of resolution. For multiscale phenomena, macroscale features are captured on a coarse surrogate, whereas microscale effects are resolved by finer ones. The learned behavior of the individual surrogates is passed from coarse to finer levels through transfer learning. In detail, we perform a mesh simplification on the kart model to obtain multi-resolution representations of it. We then train a graph-convolutional neural network-based surrogate that learns parameter-dependent low-dimensional latent dynamics on the coarsest representation. Subsequently, another, similarly structured surrogate is trained on the residual of the first surrogate using a finer resolution. This step can be repeated multiple times. By doing so, we construct multiple surrogates for the same system with varying hardware requirements and increasing accuracy.

Attention for Causal Relationship Discovery from Biological Neural Dynamics

This paper explores the potential of the transformer models for learning Granger causality in networks with complex nonlinear dynamics at every node, as in neurobiological and biophysical networks. Our study primarily focuses on a proof-of-concept investigation based on simulated neural dynamics, for which the ground-truth causality is known through the underlying connectivity matrix. For transformer models trained to forecast neuronal population dynamics, we show that the cross attention module effectively captures the causal relationship among neurons, with an accuracy equal or superior to that for the most popular Granger causality analysis method. While we acknowledge that real-world neurobiology data will bring further challenges, including dynamic connectivity and unobserved variability, this research offers an encouraging preliminary glimpse into the utility of the transformer model for causal representation learning in neuroscience.

A Unified Framework to Enforce, Discover, and Promote Symmetry in Machine Learning

Symmetry is present throughout nature and continues to play an increasingly central role in physics and machine learning. Fundamental symmetries, such as Poincar\'{e} invariance, allow physical laws discovered in laboratories on Earth to be extrapolated to the farthest reaches of the universe. Symmetry is essential to achieving this extrapolatory power in machine learning applications. For example, translation invariance in image classification allows models with fewer parameters, such as convolutional neural networks, to be trained on smaller data sets and achieve state-of-the-art performance. In this paper, we provide a unifying theoretical and methodological framework for incorporating symmetry into machine learning models in three ways: 1. enforcing known symmetry when training a model; 2. discovering unknown symmetries of a given model or data set; and 3. promoting symmetry during training by learning a model that breaks symmetries within a user-specified group of candidates when there is sufficient evidence in the data. We show that these tasks can be cast within a common mathematical framework whose central object is the Lie derivative associated with fiber-linear Lie group actions on vector bundles. We extend and unify several existing results by showing that enforcing and discovering symmetry are linear-algebraic tasks that are dual with respect to the bilinear structure of the Lie derivative. We also propose a novel way to promote symmetry by introducing a class of convex regularization functions based on the Lie derivative and nuclear norm relaxation to penalize symmetry breaking during training of machine learning models. We explain how these ideas can be applied to a wide range of machine learning models including basis function regression, dynamical systems discovery, multilayer perceptrons, and neural networks acting on spatial fields such as images.

HyperSINDy: Deep Generative Modeling of Nonlinear Stochastic Governing Equations

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of interpretable models in the form of sparse, deterministic governing laws. Recent works have sought to adapt this approach to the stochastic setting, though these adaptations are severely hampered by the curse of dimensionality. On the other hand, Bayesian-inspired deep learning methods have achieved widespread success in high-dimensional probabilistic modeling via computationally efficient approximate inference techniques, suggesting the use of these techniques for efficient stochastic equation discovery. Here, we introduce HyperSINDy, a framework for modeling stochastic dynamics via a deep generative model of sparse governing equations whose parametric form is discovered from data. HyperSINDy employs a variational encoder to approximate the distribution of observed states and derivatives. A hypernetwork \citep{ha_hypernetworks_2016} transforms samples from this distribution into the coefficients of a differential equation whose sparse form is learned simultaneously using a trainable binary mask \citep{louizos_learning_2018}. Once trained, HyperSINDy generates stochastic dynamics via a differential equation whose coefficients are driven by a Gaussian white noise. In experiments, HyperSINDy accurately recovers ground truth stochastic governing equations, with learned stochasticity scaling to match that of the data. Finally, HyperSINDy provides uncertainty quantification that scales to high-dimensional systems. Taken together, HyperSINDy offers a promising framework for model discovery and uncertainty quantification in real-world systems, integrating sparse equation discovery methods with advances in statistical machine learning and deep generative modeling.