Equation discovery with Bayesian tree-adjoining grammars
Organizations: Dynamics Research Group University of Sheffield Mappin St, Sheffield, UK
Abstract
Tree-Adjoining Grammars (TAGs) have recently been introduced to Nonlinear System Identification (NLSI) as a means of encoding an entire model class as a finite set of grammatical rules, from which candidate models are assembled as trees. Existing TAG-based identifiers rely on evolutionary optimisation and return point estimates of the model structure. This paper instead proposes the TAG framework within a Bayesian setting. A generative prior is defined over tree structures and their parameters, and a Reversible-Jump MCMC sampler with structure-preserving tree moves is used to infer the joint posterior over model structure, parameters and predictions. Two training objectives are considered; that is, a one-step-ahead objective with conjugate parameter proposals, and a simulation-based objective handled by likelihood-free inference. The approach is validated on a simulated polynomial NARX system, the Silverbox benchmark, and wave-loading data from the Christchurch Bay Tower, where embedding Morison's equation as a fixed initial tree yields a grey-box model that outperforms the physics-driven baseline. The results demonstrate that Bayesian TAGs are well suited to quantifying uncertainty in equation discovery for dynamical systems and to fitting physics-informed models.
Figures & tables
| Hyperparameter | Notation | Value |
|---|---|---|
| Structure prior (both methods) | ||
| Term rate (prior mean number of terms) | ||
| Term degree rate | ||
| Lag decay | ||
| Pure-power mixture weight | ||
| Pure-power degree rate | ||
| Hyperparameter | Notation | Value |
|---|---|---|
| Shared by both methods | ||
| Number of samples (OSA / MPO) | / | |
| Burn-in samples (OSA / MPO) | / | |
| Thinning interval | ||
| Lag window | ||
| Stay rate | ||
| Selected | Pooled | Truth | ||||||
|---|---|---|---|---|---|---|---|---|
| Method | MAP | FWD | MAP | FWD | Time (h) | Rec. | Mass | |
| OSA | 1 | 1.154 | 1.166 | 1.154 | 1.160 | 0.04 | 3/4 | 0.747 |
| 5 | 1.154 | 1.166 | 1.154 | 1.165 | 0.03 | 4/4 | 0.987 | |
| 20 | 1.155 | 1.168 | 1.155 | 1.174 | 0.05 | 3/4 | 0.678 | |
| MPO | 1 | 3.218 | 2.667 | 4.046 | 2.165 | 0.64 | 0/4 | 0.000 |
| 5 | 1.154 | 1.164 | 3.173 | 1.748 | 0.71 | 1/4 | 0.254 | |
| OSA | MPO | ||||
|---|---|---|---|---|---|
| Term | True | Mean | CI | Mean | CI |
| — | |||||
| Selected | Pooled | |||||||
|---|---|---|---|---|---|---|---|---|
| Method | MAP | FWD | MAP | FWD | No. Terms | Time (h) | RMSE (mV) | |
| OSA | 1 | 0.0061 | 0.0092 | 0.0061 | 0.0087 | 19.5 | 0.27 | 0.419 |
| 5 | 0.0055 | 0.0080 | 0.0200 | 0.0095 | 20.0 | 0.38 | 0.397 | |
| 20 | 0.0068 | 0.0073 | 0.0065 | 0.0097 | 19.5 | 0.29 | 0.442 | |
| MPO | 1 | 7.2078 | 6.9726 | 8.6794 | 7.8068 | 3.0 | 7.50 | 14.358 |
| 5 | 0.7404 | 0.3286 | 7.1003 | 4.1935 | 3.5 | 7.66 | 4.602 | |
| Nonlinear identification method | Test RMS simulation (mV) | ||
|---|---|---|---|
| Proposed method | 0.397 | ||
| Genetic Programming NARMAX ( [ 3 ] ) | 0.360 | ||
| GP-NARX ( [ 36 ] ) | 0.720 | ||
| p-NARX ( [ 36 ] ) | 2.250 | ||
| p-NLSS ( [ 37 ] ) | 0.260 |
| Identification method | NMSE ( ) | ||
|---|---|---|---|
| Morison’s equation (white-box) | |||
| Proposed method (black-box MPO) | |||
| Proposed method (residual MPO) | |||
| Proposed method (grey-box MPO) | 13.730 | ||
| Polynomial NARMAX [ 2 ] | |||
| GP-NARX [ 43 ] |