Sparse model selection via integral terms.

Abstract

Model selection and parameter estimation are important for the effective integration of experimental data, scientific theory, and precise simulations. In this work, we develop a learning approach for the selection and identification of a dynamical system directly from noisy data. The learning is performed by extracting a small subset of important features from an overdetermined set of possible features using a nonconvex sparse regression model. The sparse regression model is constructed to fit the noisy data to the trajectory of the dynamical system while using the smallest number of active terms. Computational experiments detail the model's stability, robustness to noise, and recovery accuracy. Examples include nonlinear equations, population dynamics, chaotic systems, and fast-slow systems.