Towards a data-scale independent regulariser for robust sparse identification of non-linear dynamics

TL;DR

This paper introduces STCV, a novel data-scale independent regulariser for sparse identification of nonlinear dynamics, improving robustness and interpretability in noisy, normalized datasets.

Contribution

The paper proposes STCV, a new statistical regulariser that replaces magnitude-based thresholding, making sparse identification invariant to data scaling and noise.

Findings

STCV outperforms standard methods on benchmark systems.

It reliably identifies physical laws from normalized, noisy data.

Enhances robustness and interpretability of sparse models.

Abstract

Data normalisation, a common and often necessary preprocessing step in engineering and scientific applications, can severely distort the discovery of governing equations by magnitudebased sparse regression methods. This issue is particularly acute for the Sparse Identification of Nonlinear Dynamics (SINDy) framework, where the core assumption of sparsity is undermined by the interaction between data scaling and measurement noise. The resulting discovered models can be dense, uninterpretable, and physically incorrect. To address this critical vulnerability, we introduce the Sequential Thresholding of Coefficient of Variation (STCV), a novel, computationally efficient sparse regression algorithm that is inherently robust to data scaling. STCV replaces conventional magnitude-based thresholding with a dimensionless statistical metric, the Coefficient Presence (CP), which assesses the statistical validity and consistency of candidate terms in the model library. This shift from magnitude to statistical significance makes the discovery process invariant to arbitrary data scaling. Through comprehensive benchmarking on canonical dynamical systems and practical engineering problems, including a physical mass-spring-damper experiment, we demonstrate that STCV consistently and significantly outperforms standard Sequential Thresholding Least Squares (STLSQ) and Ensemble-SINDy (E-SINDy) on normalised, noisy datasets. The results show that STCV-based methods can successfully identify the correct, sparse physical laws even when other methods fail. By mitigating the distorting effects of normalisation, STCV makes sparse system identification a more reliable and automated tool for real-world applications, thereby enhancing model interpretability and trustworthiness.