Dresden 2020 – scientific programme
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DY: Fachverband Dynamik und Statistische Physik
DY 20: Data analytics for dynamical systems I (Focus Session joint with DY and BP) (joint session SOE/BP/CPP/DY)
DY 20.5: Talk
Tuesday, March 17, 2020, 11:00–11:15, GÖR 226
Hyper-Parameter Optimization for Identification of Dynamical Systems — •Tobias Wand1, Alina Steinberg1, Tim Kroll2, and Oliver Kamps2 — 1Institut für Theoretische Physik, Universität Münster, Deutschland — 2Center for Nonlinear Science, Universität Münster, Deutschland
In recent years, methods to identify dynamical systems from experimental or numerical data have been developed [1,2]. In this context, the construction of sparse models of dynamical systems has been in the focus of interest and has been applied to different problems. These data analysis methods work with hyper-parameters that have to be adjusted to improve the results of the identification procedure. If more than one hyper-parameter has to be fine-tuned, simple methods like grid search are computationally expensive and due to this, sometimes not feasible. In this talk, we will introduce different approaches to optimally select the hyper-parameters for the identification of sparse dynamical systems.
[1] Brunton et al. Proceedings of the National Academy of Sciences, 2016, 113, 3932-3937
[2] Mangan et al. Proceedings of the Royal Society A, 2017, 473, 20170009