Universal Differential Equations for Scientific Machine Learning

01/13/2020
by   Christopher Rackauckas, et al.
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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." Scientific models, such as Newtonian physics or biological gene regulatory networks, are human-driven simplifications of complex phenomena that serve as surrogates for the countless experiments that validated the models. Recently, machine learning has been able to overcome the inaccuracies of approximate modeling by directly learning the entire set of nonlinear interactions from data. However, without any predetermined structure from the scientific basis behind the problem, machine learning approaches are flexible but data-expensive, requiring large databases of homogeneous labeled training data. A central challenge is reconciling data that is at odds with simplified models without requiring "big data". In this work we develop a new methodology, universal differential equations (UDEs), which augments scientific models with machine-learnable structures for scientifically-based learning. We show how UDEs can be utilized to discover previously unknown governing equations, accurately extrapolate beyond the original data, and accelerate model simulation, all in a time and data-efficient manner. This advance is coupled with open-source software that allows for training UDEs which incorporate physical constraints, delayed interactions, implicitly-defined events, and intrinsic stochasticity in the model. Our examples show how a diverse set of computationally-difficult modeling issues across scientific disciplines, from automatically discovering biological mechanisms to accelerating climate simulations by 15,000x, can be handled by training UDEs.

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nikhultgren

This is amazing and important and I am beside myself over how easily an amateur like me can understand and appreciate it.  Wow!

nikhultgren

This is amazing!  Crisp and understandable for an amateur.  I have been keeping an eye out for this kind of solution for 30 years.  When you you attack Schrodinger with it?

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Code Repositories

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Repository for the Universal Differential Equations for Scientific Machine Learning paper, describing a computational basis for high performance SciML


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