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
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Irregular Time Series Classification | E-MNIST | Accuracy96.22 | 53 | |
| Degradation Estimation | PRONOSTIA | MSE42.42 | 33 | |
| Lane-Keeping Action Classification | OpenAI CarRacing | Accuracy80.54 | 33 | |
| Degradation Estimation | HUST | MSE40.6 | 33 | |
| Lane-Keeping Trajectory Prediction | Udacity Simulator | MSE0.019 | 33 | |
| Degradation Estimation | XJTU-SY | MSE35.63 | 33 | |
| Irregular Time Series Classification | PAR | Accuracy88.25 | 33 | |
| Irregular Time-series Modeling | spiral | MAE0.0358 | 30 | |
| Trajectory Generalization | ODEBench v1 (test) | Success Rate (R² > 0.9)32.8 | 12 | |
| Trajectory Generalization | ODEBench | Fraction R2 > 0.932.8 | 12 |
Showing 10 of 19 rows