PySINDy: A comprehensive Python package for robust sparse system identification
| Autor: | Alan Kaptanoglu, Brian de Silva, Urban Fasel, Kadierdan Kaheman, Andy Goldschmidt, Jared Callaham, Charles Delahunt, Zachary Nicolaou, Kathleen Champion, Jean-Christophe Loiseau, J. Kutz, Steven Brunton |
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| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: |
FOS: Computer and information sciences
Computer Science - Machine Learning Automotive Engineering Fluid Dynamics (physics.flu-dyn) FOS: Electrical engineering electronic engineering information engineering FOS: Physical sciences Systems and Control (eess.SY) Physics - Fluid Dynamics Optimisation et contrôle [Mathématique] Electrical Engineering and Systems Science - Systems and Control Machine Learning (cs.LG) |
| Popis: | Automated data-driven modeling, the process of directly discovering the governing equations of a system from data, is increasingly being used across the scientific community. PySINDy is a Python package that provides tools for applying the sparse identification of nonlinear dynamics (SINDy) approach to data-driven model discovery. In this major update to PySINDy, we implement several advanced features that enable the discovery of more general differential equations from noisy and limited data. The library of candidate terms is extended for the identification of actuated systems, partial differential equations (PDEs), and implicit differential equations. Robust formulations, including the integral form of SINDy and ensembling techniques, are also implemented to improve performance for real-world data. Finally, we provide a range of new optimization algorithms, including several sparse regression techniques and algorithms to enforce and promote inequality constraints and stability. Together, these updates enable entirely new SINDy model discovery capabilities that have not been reported in the literature, such as constrained PDE identification and ensembling with different sparse regression optimizers. |
| Databáze: | OpenAIRE |
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