论文标题
稳定机器学习动态预测:噪声和噪音启发的正则化
Stabilizing Machine Learning Prediction of Dynamics: Noise and Noise-inspired Regularization
论文作者
论文摘要
最近的工作表明,可以训练机器学习(ML)模型,以准确预测未知混乱的动力学系统的动力学。可以通过使用反馈循环来产生对状态进化的短期预测和对动力学统计模式的长期预测(``气候''),从而训练该模型以预测一个远期的时间步骤,然后将模型输出用作多个时间步骤的输入。但是,在没有缓解技术的情况下,该技术可能会导致人为的误差生长。在本文中,我们系统地检查了在训练过程中向ML模型输入添加噪声的技术,以促进稳定性并提高预测准确性。此外,我们引入了线性化的多噪声训练(LMNT),这是一种正则化技术,可以决定近似于训练过程中添加到模型输入中的许多小型独立噪声实现的效果。我们的案例研究使用储层计算,一种使用复发神经网络的机器学习方法来预测时空混沌kuramoto-sivashinsky方程。我们发现,经过噪声或LMNT训练的储层计算机产生的气候预测似乎无限期稳定并且具有与真实系统非常相似的气候,而未经正则化训练的储层计算机是不稳定的。与在某些情况下产生稳定性的其他正则化技术相比,我们发现经过噪声或LMNT训练的水库计算机的短期和气候预测都更加准确。最后,我们表明,与噪声训练相比,LMNT正则化的确定性方面有助于快速的高参数调整。
Recent work has shown that machine learning (ML) models can be trained to accurately forecast the dynamics of unknown chaotic dynamical systems. Short-term predictions of the state evolution and long-term predictions of the statistical patterns of the dynamics (``climate'') can be produced by employing a feedback loop, whereby the model is trained to predict forward one time step, then the model output is used as input for multiple time steps. In the absence of mitigating techniques, however, this technique can result in artificially rapid error growth. In this article, we systematically examine the technique of adding noise to the ML model input during training to promote stability and improve prediction accuracy. Furthermore, we introduce Linearized Multi-Noise Training (LMNT), a regularization technique that deterministically approximates the effect of many small, independent noise realizations added to the model input during training. Our case study uses reservoir computing, a machine-learning method using recurrent neural networks, to predict the spatiotemporal chaotic Kuramoto-Sivashinsky equation. We find that reservoir computers trained with noise or with LMNT produce climate predictions that appear to be indefinitely stable and have a climate very similar to the true system, while reservoir computers trained without regularization are unstable. Compared with other regularization techniques that yield stability in some cases, we find that both short-term and climate predictions from reservoir computers trained with noise or with LMNT are substantially more accurate. Finally, we show that the deterministic aspect of our LMNT regularization facilitates fast hyperparameter tuning when compared to training with noise.