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ODEFormer: Symbolic Regression of Dynamical Systems with Transformers

About

We introduce ODEFormer, the first transformer able to infer multidimensional ordinary differential equation (ODE) systems in symbolic form from the observation of a single solution trajectory. We perform extensive evaluations on two datasets: (i) the existing "Strogatz" dataset featuring two-dimensional systems; (ii) ODEBench, a collection of one- to four-dimensional systems that we carefully curated from the literature to provide a more holistic benchmark. ODEFormer consistently outperforms existing methods while displaying substantially improved robustness to noisy and irregularly sampled observations, as well as faster inference. We release our code, model and benchmark dataset publicly.

St\'ephane d'Ascoli, S\"oren Becker, Alexander Mathis, Philippe Schwaller, Niki Kilbertus• 2023

Related benchmarks

TaskDatasetResultRank
Degradation EstimationPRONOSTIA
MSE42.42
33
Lane-Keeping Action ClassificationOpenAI CarRacing
Accuracy80.54
33
Degradation EstimationHUST
MSE40.6
33
Lane-Keeping Trajectory PredictionUdacity Simulator
MSE0.019
33
Degradation EstimationXJTU-SY
MSE35.63
33
Irregular Time Series ClassificationE-MNIST
Accuracy95.62
33
Irregular Time Series ClassificationPAR
Accuracy88.25
33
Trajectory GeneralizationODEBench v1 (test)
Success Rate (R² > 0.9)32.8
12
Trajectory GeneralizationODEBench
Fraction R2 > 0.932.8
12
Trajectory reconstructionODEBench v1 (test)
Success Rate (R² > 0.9)66.4
12
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