Learning interacting particle systems from unlabeled data
Organizations: Department of Applied Mathematics and Statistics and Department of Physics and Astronomy, Johns Hopkins University, Baltimore, MD 21218, USA. · Department of Mathematics, Johns Hopkins University, Baltimore, MD 21218, USA.
Abstract
Learning the potentials of interacting particle systems is a fundamental task across various scientific disciplines. A major challenge is that unlabeled data collected at discrete time points lack trajectory information due to limitations in data collection methods or privacy constraints. We address this challenge by introducing a trajectory-free self-test loss function that leverages the weak-form stochastic evolution equation of the empirical distribution. The loss function is quadratic in potentials, supporting parametric and nonparametric regression algorithms for robust estimation that scale to large, high-dimensional systems with big data. Systematic numerical tests show that our method outperforms baseline methods that regress on trajectories recovered via label matching, tolerating large observation time steps. We establish the convergence of parametric estimators as the sample size increases, providing a theoretical foundation for the proposed approach.
Figures & tables
| Method | Labeled | #Params | Complexity |
|---|---|---|---|
| Labeled MLE | ✓ | ||
| Self-Test LSE | — | ||
| Sinkhorn MLE | — | ||
| Self-Test NN | — |
| , , , , , | ||||||||
| Labeled MLE | Self-Test LSE | Sinkhorn MLE | Self-Test NN | |||||
| — | — | |||||||
| Model | type | Violation / stress point |
|---|---|---|
| Smoothness test | Smoothed indicator | smoothness (Assumption 4.1 (i)) |
| Conditioning test | inverse | Coercivity — near-singular Gram matrix |
| Singularity test | singularity | + gradient blowup |
| Smooth control | None (well-behaved baseline) |
| , , , , , , | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Labeled MLE | Self-Test | Sinkhorn | Self-Test NN | ||||||
| Model | |||||||||
| Smoothness | {\color[rgb]{0,0.4,0}\bm{1.07{\pm}0.52}} | {\color[rgb]{0,0.4,0}\bm{2.01{\pm}0.20}} | |||||||
| {\color[rgb]{0,0.4,0}\bm{0.85{\pm}0.47}} | {\color[rgb]{0,0.4,0}\bm{2.55{\pm}0.29}} | ||||||||
| {\color[rgb]{0,0.4,0}\bm{3.64{\pm}1.42}} | {\color[rgb]{0,0.4,0}\bm{8.77{\pm}0.88}} | ||||||||
| Conditioning | {\color[rgb]{0,0.4,0}\bm{1.46{\pm}0.73}} | {\color[rgb]{0,0.4,0}\bm{26.7{\pm}8.8}} | |||||||
| , , , oracle basis | ||||||
| Model | Rate in | |||||
| Reference | 37 | 53 | 80 | 123 | 155 | |
| Smoothness | 42 | 46 | 88 | 208 | 396 | |
| Conditioning | 81K | 146K | 262K | 564K | 962K | |
| Singularity | 10.8K | 12.1K | 11.8K | 12.1K | 11.8K | (constant) |
| Smooth ctrl | 7.9K | 14.2K | 25.4K | 53.5K | 89.5K | |
Appendix figures & tables3 assets
Supplementary material from the paper’s appendix.
Appendix
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System Identification
System identification infers mathematical models and parameters of dynamical systems from input-output, trajectory, sensor, or video data.
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