PySINDy is a sparse regression package with several implementations for the Sparse Identification of Nonlinear Dynamical systems (SINDy) method introduced in Brunton et al. (2016a), including the unified optimization approach of Champion et al. (2019) and SINDy with control from Brunton et al. (2016b). A comprehensive literature review is given in de Silva et al. (2020).
Table of contents
System identification refers to the process of leveraging measurement data to infer governing equations, in the form of dynamical systems, describing the data. Once discovered, these equations can make predictions about future states, can inform control inputs, or can enable the theoretical study using analytical techniques. Dynamical systems are a flexible, well-studied class of mathematical objects for modeling systems evolving in time. SINDy is a model discovery method which uses sparse regression to infer nonlinear dynamical systems from measurement data. The resulting models are inherently interpretable and generalizable.
Suppose, for some physical system of interest, we have measurements of state variables x(t) (a vector of length n) at different points in time. Examples of state variables include the position, velocity, or acceleration of objects; lift, drag, or angle of attack of aerodynamic objects; and concentrations of different chemical species. If we suspect that the system could be well-modeled by a dynamical system of the form
x'(t) = f(x(t)),
then we can use SINDy to learn f(x) from the data (x'(t) denotes the time derivative of x(t)). Note that both f(x) and x(t) are typically vectors. The fundamental assumption SINDy employs is that each component of f(x), f_i(x) can be represented as a sparse linear combination of basis functions theta_j(x)
f_i(x) = theta_1(x) * xi_{1,i} + theta_2(x) * xi_{2,i} + ... + theta_k * xi{k,i}
Concatenating all the objects into matrices (denoted with capitalized names) helps to simplify things.
To this end we place all measurements of the state variables into a data matrix X (with a row per time measurement and a column per variable), the derivatives of the state variables into a matrix X', all basis functions evaluated at all points in time into a matrix Theta(X) (each basis function gets a column), and all coefficients into a third matrix Xi (one column per state variable).
The approximation problem to be solved can then be compactly written as
X' = Theta(X) * Xi.
Each row of this matrix equation corresponds to one coordinate function of f(x).
SINDy employs sparse regression techniques to find a solution Xi with sparse column vectors.
For a more in-depth look at the mathematical foundations of SINDy, please see our introduction to SINDy.
The PySINDy package revolves around the SINDy class which consists of three primary components; one for each term in the above matrix approximation problem.
differentiation_method: computesX', though if derivatives are known or measured directly, they can be used insteadfeature_library: specifies the candidate basis functions to be used to constructTheta(X)optimizer: implements a sparse regression method for solving forXi
Once a SINDy object has been created it must be fit to measurement data, similar to a scikit-learn model. It can then be used to predict derivatives given new measurements, evolve novel initial conditions forward in time, and more. PySINDy has been written to be as compatible with scikit-learn objects and methods as possible.
Suppose we have measurements of the position of a particle obeying the following dynamical system at different points in time
x' = -2x
y' = y
Note that this system of differential equations decouples into two differential equations whose solutions are simply x(t) = x_0 * exp(-2 * t) and y(t) = y_0 * exp(t), where x_0 = x(0) and y_0 = y(0) are the initial conditions.
Using the initial conditions x_0 = 3 and y_0 = 0.5, we construct the data matrix X.
import numpy as np
import pysindy as ps
t = np.linspace(0, 1, 100)
x = 3 * np.exp(-2 * t)
y = 0.5 * np.exp(t)
X = np.stack((x, y), axis=-1) # First column is x, second is yTo instantiate a SINDy object with the default differentiation method, feature library, and optimizer and then fit it to the data, we invoke
model = ps.SINDy(feature_names=["x", "y"])
model.fit(X, t=t)We use the feature_names argument so that the model prints out the correct labels for x and y. We can inspect the governing equations discovered by the model and check whether they seem reasonable with the print function.
model.print()which prints the following
x' = -2.000 x
y' = 1.000 y
PySINDy provides numerous other features not shown here. We recommend the feature overview section of the documentation for a more exhaustive summary of additional features.
If you are using Linux or macOS you can install PySINDy with pip:
pip install pysindyFirst clone this repository:
git clone https://github.com/dynamicslab/pysindy.gitThen, to install the package, run
pip install .If you do not have pip you can instead use
python setup.py installIf you do not have root access, you should add the --user option to the above lines.
If you would like to use the TrappingSINDy optimizer you will also need to install the cvxpy package, e.g. with pip install cvxpy.
To run the unit tests, example notebooks, or build a local copy of the documentation, you should install the additional dependencies in requirements-dev.txt
pip install -r requirements-dev.txtThe documentation site for PySINDy can be found here. There are numerous examples of PySINDy in action to help you get started. Examples are also available as Jupyter notebooks. A video overview of PySINDy can be found on Youtube.
We love seeing examples of PySINDy being used to solve interesting problems! If you would like to contribute an example, reach out to us by creating an issue.
We welcome contributions to PySINDy. To contribute a new feature please submit a pull request. To get started we recommend installing the packages in requirements-dev.txt via
pip install -r requirements-dev.txtThis will allow you to run unit tests and automatically format your code. To be accepted your code should conform to PEP8 and pass all unit tests. Code can be tested by invoking
pytestWe recommend using pre-commit to format your code. Once you have staged changes to commit
git add path/to/changed/file.pyyou can run the following to automatically reformat your staged code
pre-commitNote that you will then need to re-stage any changes pre-commit made to your code.
If you find a bug in the code or want to request a new feature, please open an issue.
For help using PySINDy please consult the documentation and/or our examples, or create an issue.
PySINDy has been published in the Journal of Open Source Software (JOSS). The paper can be found here.
If you use PySINDy in your work, please cite it using:
de Silva et al., (2020). PySINDy: A Python package for the sparse identification of nonlinear dynamical systems from data. Journal of Open Source Software, 5(49), 2104, https://doi.org/10.21105/joss.02104
Bibtex:
@article{desilva2020,
doi = {10.21105/joss.02104},
url = {https://doi.org/10.21105/joss.02104},
year = {2020},
publisher = {The Open Journal},
volume = {5},
number = {49},
pages = {2104},
author = {Brian de Silva and Kathleen Champion and Markus Quade and Jean-Christophe Loiseau and J. Kutz and Steven Brunton},
title = {PySINDy: A Python package for the sparse identification of nonlinear dynamical systems from data},
journal = {Journal of Open Source Software}
}
- de Silva, Brian M., Kathleen Champion, Markus Quade, Jean-Christophe Loiseau, J. Nathan Kutz, and Steven L. Brunton. PySINDy: a Python package for the sparse identification of nonlinear dynamics from data. arXiv preprint arXiv:2004.08424 (2020) [arXiv]
- Brunton, Steven L., Joshua L. Proctor, and J. Nathan Kutz. Discovering governing equations from data by sparse identification of nonlinear dynamical systems. Proceedings of the National Academy of Sciences 113.15 (2016): 3932-3937. [DOI]
- Champion, Kathleen, Peng Zheng, Aleksandr Y. Aravkin, Steven L. Brunton, and J. Nathan Kutz. A unified sparse optimization framework to learn parsimonious physics-informed models from data. arXiv preprint arXiv:1906.10612 (2019). [arXiv]
- Brunton, Steven L., Joshua L. Proctor, and J. Nathan Kutz. Sparse identification of nonlinear dynamics with control (SINDYc). IFAC-PapersOnLine 49.18 (2016): 710-715. [DOI]
- Kaptanoglu, Alan A., Jared L. Callaham, Christopher J. Hansen, Aleksandr Aravkin, and Steven L. Brunton. Promoting global stability in data-driven models of quadratic nonlinear dynamics. arXiv preprint arXiv:2105.01843 (2021). [arXiv]
- Deeptime - A Python library for the analysis of time series data with methods for dimension reduction, clustering, and Markov model estimation.
- PyDMD - A Python package using the Dynamic Mode Decomposition (DMD) for a data-driven model simplification based on spatiotemporal coherent structures. DMD is a great alternative to SINDy.
- PySINDyGUI - A slick-looking GUI for PySINDy.
- SEED - Software for the Extraction of Equations from Data: a GUI for many of the methods provided by PySINDy.
Thanks to the members of the community who have contributed to PySINDy!
| billtubbs | Bug fix #68 |
| kopytjuk | Concatenation feature for libraries #72 |
| akaptano | Constrained SR3 and plasma physics example notebook #78 |
| andgoldschmidt | derivative package for numerical differentiation #85 |