mlsanityData to 14 Oct 2026

A machine learning framework for uncovering stochastic nonlinear dynamics from noisy data

arXiv 2604.06081 ↗First posted 7 Apr 2026cs.LG cs.CE math.DScited by 0

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Abstract (arXiv)

Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of such systems can often be described by stochastic differential equations, a central challenge is understanding how noise influences the inference of system parameters and dynamics from data. Traditional symbolic regression methods can uncover governing equations but typically ignore uncertainty. Conversely, Gaussian processes provide principled uncertainty quantification but offer little insight into the underlying dynamics. In this work, we bridge this gap with a hybrid symbolic regression-probabilistic machine learning framework that recovers the symbolic form of the governing equations while simultaneously inferring uncertainty in the system parameters. The framework combines deep symbolic regression with Gaussian process-based maximum likelihood estimation to separately model the deterministic dynamics and the noise structure, without requiring prior assumptions about their functional forms. We verify the approach on numerical benchmarks, including harmonic, Duffing, and van der Pol oscillators, and validate it on an experimental system of coupled biological oscillators exhibiting synchronization, where the algorithm successfully identifies both the symbolic and stochastic components. The framework is data-efficient, requiring as few as 100-1000 data points, and robust to noise - demonstrating its broad potential in domains where uncertainty is intrinsic and both the structure and variability of dynamical systems must be understood.

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References · 12

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  11. 2017Approximate Bayes learning of stochastic differential equationscited by 11
  12. 2023A Bayesian framework for discovering interpretable Lagrangian of dynamical systems from datacited by 2

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