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The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…

Optimization and Control · Mathematics 2024-10-04 Yuchen Lou , Shigeng Sun , Jorge Nocedal

This work leverages laser vibrometry and the weak form of the sparse identification of nonlinear dynamics (WSINDy) for partial differential equations to learn macroscale governing equations from full-field experimental data. In the…

Numerical Analysis · Mathematics 2024-10-01 Abigail C. Schmid , Alireza Doostan , Fatemeh Pourahmadian

Kolmogorov-Arnold networks (KANs) have arisen as a potential way to enhance the interpretability of machine learning. However, solutions learned by KANs are not necessarily interpretable, in the sense of being sparse or parsimonious. Sparse…

Machine Learning · Computer Science 2026-03-20 Amanda A. Howard , Nicholas Zolman , Bruno Jacob , Steven L. Brunton , Panos Stinis

Many model selection algorithms rely on sparse dictionary learning to provide interpretable and physics-based governing equations. The optimization algorithms typically use a hard thresholding process to enforce sparse activations in the…

Optimization and Control · Mathematics 2025-04-30 Derek W. Jollie , Scott G. McCalla

Given observations of a physical system, identifying the underlying non-linear governing equation is a fundamental task, necessary both for gaining understanding and generating deterministic future predictions. Of most practical relevance…

Numerical Analysis · Mathematics 2020-03-02 A. Goeßmann , M. Götte , I. Roth , R. Sweke , G. Kutyniok , J. Eisert

We consider the problem of learning stabilizable systems governed by nonlinear state equation $h_{t+1}=\phi(h_t,u_t;\theta)+w_t$. Here $\theta$ is the unknown system dynamics, $h_t $ is the state, $u_t$ is the input and $w_t$ is the…

Machine Learning · Computer Science 2021-11-22 Yahya Sattar , Samet Oymak

Nonlinear system identification often involves a fundamental trade-off between interpretability and flexibility, often requiring the incorporation of physical constraints. We propose a unified data-driven framework that combines the…

Machine Learning · Computer Science 2025-09-16 Federico J. Gonzalez , Luis P. Lara

Data-driven, model-free analytics are natural choices for discovery and forecasting of complex, nonlinear systems. Methods that operate in the system state-space require either an explicit multidimensional state-space, or, one approximated…

Machine Learning · Statistics 2021-03-15 Joseph Park , Gerald M Pao , Erik Stabenau , George Sugihara , Thomas Lorimer

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Discovering the governing laws underpinning physical and chemical phenomena is a key step towards understanding and ultimately controlling systems in science and engineering. We introduce Discovery of Dynamical Systems via Moving Horizon…

Dynamical Systems · Mathematics 2022-08-31 Fernando Lejarza , Michael Baldea

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model…

Information Theory · Computer Science 2013-02-12 Henrik Ohlsson , Allen Y. Yang , Roy Dong , Michel Verhaegen , S. Shankar Sastry

Finding the governing equations from data by sparse optimization has become a popular approach to deterministic modeling of dynamical systems. Considering the physical situations where the data can be imperfect due to disturbances and…

Chaotic Dynamics · Physics 2025-09-05 Zheng-Meng Zhai , Valerio Lucarini , Ying-Cheng Lai

Identification of nonlinear dynamical systems has been popularized by sparse identification of the nonlinear dynamics (SINDy) via the sequentially thresholded least squares (STLS) algorithm. Many extensions SINDy have emerged in the…

Machine Learning · Computer Science 2023-08-04 Shawn L. Kiser , Mikhail Guskov , Marc Rébillat , Nicolas Ranc

In this work, we study the problem of learning a nonlinear dynamical system by parameterizing its dynamics using basis functions. We assume that disturbances occur at each time step with an arbitrary probability $p$, which models the…

Optimization and Control · Mathematics 2025-03-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Eduardo D. Sontag

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

Information Theory · Computer Science 2023-07-19 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis , Kostantinos Themelis

Learning governing equations allows for deeper understanding of the structure and dynamics of data. We present a random sampling method for learning structured dynamical systems from under-sampled and possibly noisy state-space…

Information Theory · Computer Science 2018-05-14 Hayden Schaeffer , Giang Tran , Rachel Ward , Linan Zhang

The explicit governing equation is one of the simplest and most intuitive forms for characterizing physical laws. However, directly discovering partial differential equations (PDEs) from data poses significant challenges, primarily in…

Machine Learning · Computer Science 2025-05-27 Lexiang Hu , Yikang Li , Zhouchen Lin

We consider an important problem in scientific discovery, namely identifying sparse governing equations for nonlinear dynamical systems. This involves solving sparse ridge regression problems to provable optimality in order to determine…

Machine Learning · Computer Science 2024-01-15 Jiachang Liu , Sam Rosen , Chudi Zhong , Cynthia Rudin

This work addresses the problem of exploration in an unknown environment. For linear dynamical systems, we use an experimental design framework and introduce an online greedy policy where the control maximizes the information of the next…

Machine Learning · Statistics 2023-04-27 Matthieu Blanke , Marc Lelarge

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin