Extrapolation and learning equations
In classical machine learning, regression is treated as a black box process of identifying a suitable function from a hypothesis set without attempting to gain insight into the mechanism connecting inputs and outputs. In the natural sciences, however, finding an interpretable function for a phenomenon is the prime goal as it allows to understand and generalize results. This paper proposes a novel type of function learning network, called equation learner (EQL), that can learn analytical expressions and is able to extrapolate to unseen domains. It is implemented as an end-to-end differentiable feed-forward network and allows for efficient gradient based training. Due to sparsity regularization concise interpretable expressions can be obtained. Often the true underlying source expression is identified.
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