Almost-Linear RNNs Yield Highly Interpretable Symbolic Codes in Dynamical Systems Reconstruction

Dynamical systems (DS) theory is fundamental for many areas of science and engineering. It can provide deep insights into the behavior of systems evolving in time, as typically described by differential or recursive equations. A common approach to facilitate mathematical tractability and interpretability of DS models involves decomposing nonlinear DS into multiple linear DS separated by switching manifolds, i.e. piecewise linear (PWL) systems. PWL models are popular in engineering and a frequent choice in mathematics for analyzing the topological properties of DS. However, hand-crafting such models is tedious and only possible for very low-dimensional scenarios, while inferring them from data usually gives rise to unnecessarily complex representations with very many linear subregions. Here we introduce Almost-Linear Recurrent Neural Networks (AL-RNNs) which automatically and robustly produce most parsimonious PWL representations of DS from time series data, using as few PWL nonlinearities as possible. AL-RNNs can be efficiently trained with any SOTA algorithm for dynamical systems reconstruction (DSR), and naturally give rise to a symbolic encoding of the underlying DS that provably preserves important topological properties. We show that for the Lorenz and Rössler systems, AL-RNNs discover, in a purely data-driven way, the known topologically minimal PWL representations of the corresponding chaotic attractors. We further illustrate on two challenging empirical datasets that interpretable symbolic encodings of the dynamics can be achieved, tremendously facilitating mathematical and computational analysis of the underlying systems.

Paper

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Peer review

Reviewer 5E4V7/10 · confidence 4/52024-07-09

Summary

This paper introduces a new recurrent neural network (RNN) architecture called Almost-Linear (AL)-RNN for reconstructing nonlinear dynamical systems from time-series data. The key innovation of AL-RNN is training parsimonious piecewise linear (PWL) representations of dynamical systems. By combining linear units with a small number of rectified linear units (ReLUs), AL-RNNs can effectively capture the dynamics of complex systems while maintaining interpretability. The authors demonstrate the effectiveness of AL-RNNs on benchmark datasets (Lorenz and Rössler systems) and real-world data (ECG and fMRI), showing that they can discover minimal PWL representations that accurately capture the dynamics of these systems.

Strengths

Novelty: The AL-RNN architecture is a novel contribution to the field of dynamical systems reconstruction. It addresses the limitations of existing methods (PLRNNs and SLDS) that often result in overly complex models. Interpretability: The AL-RNN's structure, with its minimal use of ReLU units, naturally leads to a symbolic encoding of the dynamics, making the model more interpretable and facilitating mathematical analysis. Empirical Effectiveness: The paper demonstrates the effectiveness of AL-RNNs on both benchmark and real-world datasets, showing that they can accurately capture the dynamics of these systems.

Weaknesses

Usefulness of symbolic dynamics seems to be limited and can be misleading: Even when the underlying dynamics is deterministic, the extracted symbolic transition dynamics is probabilistic, which can be misleading (Figure 6d). Lack of guidance on model size: There is no discussion on how to determine the minimum number of ReLU units (P) needed, as well as the number of linear units (M). The authors explored a range of (P) and chose an arbitrary value. The method would be much more useful in practice if it could be regularized to automatically find the minimal (P). It is crucial that the model dynamics is partly driven by the observation data, e.g. teacher forcing, but this is not mentioned in the main text equations (eq1~5). Teacher forcing is mentioned only as a training method, not for testing. The paper lacks details on the training process and hyperparameter selection, which could hinder reproducibility. Theorem 1 seems to be incorrect. As a counterexample, consider a linear dynamical system with a stable orbit (i.e., with 1 subregion, 0 ReLU units). In this case, the symbolic state remains constant, but not all states are fixed points. Writing needs to be improved. Section 3.2 on symbolic dynamics seems unnecessary. The symbolic partitioning is intuitive to understand in terms of the activation of ReLU units, but the formal definitions of Section 3.2 do not seem to add any further understanding. The theory section also seems unnecessary and could be moved to the appendix. Many of concepts introduced in these sections don't seem to be mentioned afterwards, e.g. shift operator. Undefined Terms: The paper does not properly define (N), which makes it confusing to understand. Additionally, the term "hyperbolic AL-RNN" is used without a clear definition. Excessive Use of Acronyms: The paper uses too many acronyms, which can hinder smooth reading. It would be good to reduce their usage. Here is a list of the acronyms used in the paper: AL-RNN: Almost-Linear Recurrent Neural Network BPTT: Backpropagation Through Time DH: Hellinger Distance DS: Dynamical System DSR: Dynamical Systems Reconstruction DST: Dynamical Systems Theory ECG: Electrocardiogram fMRI: Functional Magnetic Resonance Imaging FP: Fixed Point id-TF: Identity Teacher Forcing KL: Kullback-Leibler LDS: Linear Dynamical System MSE: Mean Squared Error ODE: Ordinary Differential Equation PDE: Partial Differential Equation PLRNN: Piecewise-Linear Recurrent Neural Network PWL: Piecewise Linear RADAM: Rectified Adaptive Moment Estimation ReLU: Rectified Linear Unit RC: Reservoir Computer SEM: Standard Error of the Mean SINDy: Sparse Identification of Nonlinear Dynamics SLDS: Switching Linear Dynamical System SOTA: State-of-the-Art STF: Sparse Teacher Forcing TF: Teacher Forcing STSP: ?

Questions

How does the performance of AL-RNNs compare to other state-of-the-art DSR methods on a wider range of benchmark and real-world datasets? How does the choice of the number of linear units (M) affect the performance and interpretability of the AL-RNN model? Is there a principled way to determine the optimal number of ReLU units (P) for a given dataset? Can the symbolic dynamics approach be modified to better handle deterministic systems, avoiding the misleading probabilistic representation of transitions?

Rating

7

Confidence

4

Soundness

3

Presentation

2

Contribution

3

Limitations

The paper does mention some limitations, such as the challenge of determining whether a topologically minimal and valid reconstruction has been achieved from empirical data.

Reviewer 82gv7/10 · confidence 2/52024-07-13

Summary

The paper proposes to limit the number of non-linear units in a RNN to facilitate the analysis and hence understanding of inferred dynamical systems. The authors show that even with a limited number of non-linear units, the model is able to explain a large portion of the data for the Rössler and Lorentz systems. Furthermore the proposed model is related to the notion of symbolic codes and it is shown theoretically how these can be used to further analyse properties of the dynamical system under study. Finally, the authors analyse insights obtained by applying the model to real-world data.

Strengths

(Disclaimer: this is not really my area of expertise and although I like the paper a lot and have found no obvious objections in the method or the evaluation, I can not judge the novelty of the paper.) - Exceptionally well written - Well motivated and comprehensive introduction and problem motivation - Evaluation on both simulated data (eg Lorenz 63 and Rössler system) as well as real-world measurements (ECG, fMRI data) - Theoretical contribution that allows one to infer properties of the underlying dynamical system from the model via symbolic codes

Weaknesses

- A potential weakness of the paper is the lack of comparison to other methods. On the other hand, the paper addresses a relatively niche topic so that I am not sure whether (accessible) baseline methods to compare to are available?

Questions

- What is $\phi$ in eq (1)? - I don't quite understand the notation in equation (2): where does the \phi from eq (1) go? What does the subscript $\Omega(t)$ mean, and how can there be $2^M$ configurations for $D_{\Omega(t)}$ if $D_{\Omega(t)}$ is a diagonal matrix? Doesn't the fact that $D_{\Omega(t)}$ is a diagonal matrix imply that there is only a single configuration (modulo different values that they diagonal may take)? - In equation (6) as well as the lines of text just above it, there is a dot, which I believe may be a decimal point. Is this a common notation? I was at first thrown of by this (but I was also not familiar with the symbolic codes idea before.) If it is not standard (or maybe in general to facilitate understanding), it might be useful to add a note on this notation.

Rating

7

Confidence

2

Soundness

3

Presentation

4

Contribution

3

Limitations

Limitations are well described in a dedicated section in the main text.

Reviewer nsFA8/10 · confidence 3/52024-07-17

Summary

This paper addresses the broad problem of learning interpretable dynamical systems from data; it builds upon existing approaches that use piecewise linear RNNs (PLRNNs), with one interesting twist: constraining the number of linear subregions to be much smaller than the "usual" $2^N$. This is achieved by allocating a small number P of units to have a ReLu activation function, every other unit being linear. This leads to $2^P$ linear subregions. The paper begins by proving a couple of theorems showing that these dynamical systems are amenable to interpretable symbolic analysis (though these results are generic to PLRNNs, not specific to the new version). The authors then fit AL-RNNs (this new breed of PLRNNs) to chaotic attractors, demonstrating that good dynamical reconstructions can indeed be obtained with relatively small P, providing a post-hoc justification for the approach. Finally, the approach is applied to ECG and fMRI data; in the ECG case, symbolic analysis returns a highly interpretable graph linking the different linear subregions.

Strengths

The core idea is neat; although the difference between existing PLRNNs and these new AL-RNNs is more a difference of degree than a difference of nature (just changing the number of units having a ReLu activation), it's great to have thought of taking PLRNNs into that regime and to show empirically that (i) it doesn't compromise DSR quality too much, yet (ii) it gives dynamics that are computationally more amenable to symbolic analysis. Another strength (for me at least) is that this paper contributes to exposing an audience that has historically primarily cared about dynamical systems reconstruction (e.g. me) to the concept of symbolic dynamics -- indeed I'm glad I reviewed this paper and thus got a useful (even if rudimentary) primer on SD.

Weaknesses

I would very much like to see model recovery experiments; how easy are those amost-linear RNNs to fit, and to fit consistently? I could imagine that the model might settle into a suboptimal set of linear subregions early on during training and then have a hard time snapping out of it. I have to admit I don't have a good intuition for this, but this is something the authors could substantiate numerically by running simple model recovery experiments. On this note, what hard degeneracies do we expect here due to a majority of the state dimensions being unobserved? Can the authors use the symbolic dynamics grounding of section 3 (currently a little disconnected from the rest, I have to say) to derive meaningful measures of how well the ground truth system's topology / symbolic dynamics are recovered despite those degeneracies? (e.g. for small enough P it might be possible to look at all permutations of the transition matrix between linear subregions and conclude that the ground truth has been recovered?). Re consistency, could the authors comment on whether the error bars (across training runs) in e.g. Figure 5d-f are to be considered small or large? The figure caption says "shows close agreement among different training runs" but judging from these whisker plots, the underlying coefficient of variation seems quite high (which actually triggered the concern I articulated above concerning potentially inconsistent recovery of ground truth PWL dynamics).

Questions

- You omitted to say that $\phi(\cdot)$ in Equation 1 is the ReLu function -- this is pretty critical! - In equation 4, why are you over-parameterizing the linear part? It seems that the first $M-P$ columns of $W$ can be absorbed into the first $M-P$ columns of $A$. So you really just have the last $P$ columns of $W$ to learn. - In Figure 2, why did you write "$P^2$ subregions / symbols"? Did you mean $2^P$? (and accordingly, should $P^4$ in fact read $2^{2P}$)? - l.185: can you please define "hyperbolic AL-RNNs" (AL-RNNs in which fixed points are all hyperbolic?) and what that implies concretely for A and W? - Theorems 1-3 make intuitive sense but appear a little ill-phrased to me -- for example, in Theorem 1, the specific $z^\star$ that appears in the first clause of the iif statement is not even referred to in the other clause (and indeed it cannot be uniquely identified from knowing “the corresponding symbolic sequence $a^\star$” -- you don't really say what you mean by “corresponding”, btw; do you mean the symbolic sequence associated with any state space trajectory that contains $z^\star$?). Perhaps this theorem could be rephrased as "if there exists a fixed point $z^\star$ in $U_e$, then $e^\infty$ is a fixed point of the shift map; conversely, if $e^\infty$ is a fixed point of the shift map for some $e$, $U_e$ must contain a fixed point of the $F_\theta$ map.” (?) Same concern in theorem 2 and 3. In theorem 2, I think the $k+p$ subscript should be modulo $p$? - Should we be concerned by the fact that your measures of DSR accuracy in Figure 3 do not decrease mononotonically with the number of PWL units? Local minima in the teacher-forcing loss? - For the ECG and fMRI datasets, I couldn't see a quantitative assessment of model performance; in particular, for the fMRI dataset, I think the authors should discuss whether and how much the addition of a categorical task-stage decoder impairs relevant DSR performance metrics (or perhaps even improves consistency across training runs?).

Rating

8

Confidence

3

Soundness

3

Presentation

3

Contribution

3

Limitations

Perhaps the authors could discuss the extent to which it really is easier to analyze $2^P$ subregions rather than $2^N$ subregions -- quantitatively I understand that this is a lot fewer subregions, but when $2^P$ is beyond a handful, whether it's 50 or 5 million, it's unclear to me how "easy" it is to analyze/understand these things (or indeed what that even means...). *post-rebuttal EDIT*: Having read the rebuttals to all 3 revieweres, I am raising my score to an 8; strong paper likely to have an impact.

Authorsrebuttal2024-08-11

comments on our rebuttal?

Dear Referees, The discussion period is coming to a close, and we wondered whether we could satisfactorily address your points, or whether there are any issues remaining that may need further clarification? Thank you very much again for reviewing our work, and for your supportive and positive feedback so far! Kindly, Authors

Authorsrebuttal2024-08-12

Thank you!

Dear Referees, We are glad to hear we were able to satisfactorily address all issues raised, your feedback is much appreciated. The additional results and clarifications surely improve the paper, thank you once again for engaging so constructively and thoughtfully with our work!

Reviewer nsFA2024-08-12

Thanks for the thorough response. I think that (i) the inherent interpretability of the model, (ii) the model recovery experiments showing consistency of training, as well as (iii) the response to Reviewer 5E4v with favourable comparison to SOTA, show that this is a very practical model likely to have a substantial impact in the field. I am raising my score to an 8.

Authorsrebuttal2024-08-12

Thank you!

Thank you very much for the appreciation of our paper and rebuttal, and for engaging so constructively and thoughtfully with our work!

Reviewer 82gv2024-08-12

Thank you for the clarification

I appreciate the author's response which has clarified my questions. Concidering this as well as the responses to the other reviewers, I recommend acceptance of this paper.

Reviewer 5E4V2024-08-12

Thank you for your response

The authors have sufficiently addressed the concerns, and the updated result looks great. I'm raising my score to 7.

Authorsrebuttal2024-08-12

Thank you!

We are glad to hear the referee likes our update on results. We very much appreciate the referee's feedback which helped us to see parts of the paper which needed further clarification and support.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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