Physical Sciences and Mathematics Commons^™

System Identification Through Lipschitz Regularized Deep Neural Networks, Elisa Negrini, Giovanna Citti, Luca Capogna

Mathematics Sciences: Faculty Publications

In this paper we use neural networks to learn governing equations from data. Specifically we reconstruct the right-hand side of a system of ODEs x˙(t)=f(t,x(t)) directly from observed uniformly time-sampled data using a neural network. In contrast with other neural network-based approaches to this problem, we add a Lipschitz regularization term to our loss function. In the synthetic examples we observed empirically that this regularization results in a smoother approximating function and better generalization properties when compared with non-regularized models, both on trajectory and non-trajectory data, especially in presence of noise. In contrast with sparse regression approaches, since neural networks …