Equation Discovery Using Fast Function Extraction: a Deterministic Symbolic Regression Approach
AbstractAdvances in machine learning (ML) coupled with increased computational power have enabled identification of patterns in data extracted from complex systems. ML algorithms are actively being sought in recovering physical models or mathematical equations from data. This is a highly valuable technique where models cannot be built using physical reasoning alone. In this paper, we investigate the application of fast function extraction (FFX), a fast, scalable, deterministic symbolic regression algorithm to recover partial differential equations (PDEs). FFX identifies active bases among a huge set of candidate basis functions and their corresponding coefficients from recorded snapshot data. This approach uses a sparsity-promoting technique from compressive sensing and sparse optimization called pathwise regularized learning to perform feature selection and parameter estimation. Furthermore, it recovers several models of varying complexity (number of basis terms). FFX finally filters out many identified models using non-dominated sorting and forms a Pareto front consisting of optimal models with respect to minimizing complexity and test accuracy. Numerical experiments are carried out to recover several ubiquitous PDEs such as wave and heat equations among linear PDEs and Burgers, Korteweg–de Vries (KdV), and Kawahara equations among higher-order nonlinear PDEs. Additional simulations are conducted on the same PDEs under noisy conditions to test the robustness of the proposed approach. View Full-Text
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Vaddireddy, H.; San, O. Equation Discovery Using Fast Function Extraction: a Deterministic Symbolic Regression Approach. Fluids 2019, 4, 111.
Vaddireddy H, San O. Equation Discovery Using Fast Function Extraction: a Deterministic Symbolic Regression Approach. Fluids. 2019; 4(2):111.Chicago/Turabian Style
Vaddireddy, Harsha; San, Omer. 2019. "Equation Discovery Using Fast Function Extraction: a Deterministic Symbolic Regression Approach." Fluids 4, no. 2: 111.
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