Learning Latent Fractional dynamics with Unknown Unknowns
This work addresses a fundamental limitation in understanding complex systems like brain activity, but it appears incremental as it builds on existing fractional dynamics approaches.
The paper tackles the problem of modeling time-varying complex networks with hidden drivers and partial observability by proposing an iterative framework for learning fractional dynamical equations, and demonstrates its performance on real EEG data for task classification.
Despite significant effort in understanding complex systems (CS), we lack a theory for modeling, inference, analysis and efficient control of time-varying complex networks (TVCNs) in uncertain environments. From brain activity dynamics to microbiome, and even chromatin interactions within the genome architecture, many such TVCNs exhibits a pronounced spatio-temporal fractality. Moreover, for many TVCNs only limited information (e.g., few variables) is accessible for modeling, which hampers the capabilities of analytical tools to uncover the true degrees of freedom and infer the CS model, the hidden states and their parameters. Another fundamental limitation is that of understanding and unveiling of unknown drivers of the dynamics that could sporadically excite the network in ways that straightforward modeling does not work due to our inability to model non-stationary processes. Towards addressing these challenges, in this paper, we consider the problem of learning the fractional dynamical complex networks under unknown unknowns (i.e., hidden drivers) and partial observability (i.e., only partial data is available). More precisely, we consider a generalized modeling approach of TVCNs consisting of discrete-time fractional dynamical equations and propose an iterative framework to determine the network parameterization and predict the state of the system. We showcase the performance of the proposed framework in the context of task classification using real electroencephalogram data.