Universality in Multiparameter Fitting: Sloppy Modelsweb.mit.edu/sea06/agenda/talks/Sethna.pdf ·...

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Universality in Universality in Multiparameter Multiparameter Fitting: Sloppy Models Fitting: Sloppy Models James P. Sethna, Josh Waterfall, Ryan Gutenkunst, Fergal Casey, Kevin S. Brown, Chris Myers, Veit Elser, Piet Brouwer Cell Dynamics Fitting Exponentials, Polynomials Fits good: measured bad

Transcript of Universality in Multiparameter Fitting: Sloppy Modelsweb.mit.edu/sea06/agenda/talks/Sethna.pdf ·...

  • Universality in Universality in MultiparameterMultiparameterFitting: Sloppy ModelsFitting: Sloppy Models

    James P. Sethna, Josh Waterfall, Ryan Gutenkunst, Fergal Casey, Kevin S. Brown, Chris Myers, Veit Elser, Piet Brouwer

    Cell Dynamics

    Fitting Exponentials, Polynomials

    Fits good: measured bad

  • FitEnsemble:InterpolationEnsemble: Extrapolation

    Fitting Decaying ExponentialsFitting Decaying Exponentials

    ttt eAeAeAty 321 321),,(γγγ −−− ++=γA

    Classic Ill-Posed Inverse Problem

    Given Geiger counter measurements from a

    radioactive pile, can we recover the identity of the elements and/or

    predict future radioactivity? Good fits with bad decay rates!

    ∑=

    −=

    DN

    i i

    iyyC1

    2

    2))(()(σθθ

    P, S, I3532 125

    6 Parameter Fit

  • Fitting ExponentialsFitting Exponentials

    Sloppy direction

    Stiff

    dire

    ctio

    n

    χ2 contours

    eigen

    param

    s

    Best Fit

    Hessian ∂2C/∂θ2 at Best FitSloppy Directions ⇔Small Eigenvalues

    Horizontal scale shrunk by 1000 times!

    Aspect ratio = Human hairFits Good

    Measuring Parameters Bad

    bare params

  • Is Sloppiness Universal?Is Sloppiness Universal?

    Syst

    ems

    Bio

    QM

    C

    Rad

    ioac

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    Man

    y ex

    ps

    GO

    E

    Prod

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    Mon

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    Eig

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    lue

    NOT SLOPPY

    Random Matrix Theory Connection:Explain Eigenvalue

    Distributions

    Sloppy Systems:

    • Enormous range of eigenvalues

    • Roughly equal density in log

    • Observed in broad range of systems

  • Sloppy Systems BiologySloppy Systems Biology

    Fits good: measured

    bad

  • Where is Sloppiness From?Where is Sloppiness From?Fitting Polynomials to Data

    Fitting Monomials to Datay = ∑an xn

    Functional Forms SameHessian Hij = 1/(i+j+1)Hilbert matrix: famous

    Orthogonal Polynomialsy = ∑bn Ln(x)

    Functional Forms DistinctEigen ParametersHessian Hij = δij

    Sloppiness arises when bare parameters skew in eigenbasis Small Determinant!|H| = ∏ λn

  • Why are they Sloppy?Why are they Sloppy?The Vandermonde Ensemble

    Assumptions:i. Parameters are nearly degenerate: θι = θ0 + εiii. Residuals symmetric in parameters: mi = ∑j εjiiii.Cost is sum of squares of residuals: C(θ) = ∑rk2({mi})

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    =

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    dd

    NV

    εεε

    εεε

    21

    21

    111

    2/)1()()det( −<

    ∝−=∏ NNji

    jiV εεε

    kjikkkj

    k

    i

    j

    iij VAkm

    rrJ =∂∂

    =∂∂

    = ∑ −1εθ

    AVAVJJH TTT ==

    Vandermonde Matrixd=N-1 Random instance εi / V ?

    Random model A?Also, equal spacings in logs, level repulsion

  • ReferencesReferences“The sloppy model universality class and the Vandermonde matrix”, Joshua J. Waterfall, Fergal P. Casey, Ryan N. Gutenkunst, Kevin S. Brown, Christopher R. Myers, Piet W. Brouwer, Veit Elser, and James P. Sethna, http://arxiv.org/abs/cond-mat/0605387.“Sloppy systems biology: tight predictions with loose parameters”, Ryan N. Gutenkunst, Joshua J. Waterfall, Fergal P. Casey, Kevin S. Brown, Christopher R. Myers & James P. Sethna (submitted).“The Statistical Mechanics of Complex Signaling Networks: Nerve Growth Factor Signaling”, Kevin S. Brown, Colin C. Hill, Guillermo A. Calero, Christopher R. Myers, Kelvin H. Lee, James P. Sethna, and Richard A. Cerione, Physical Biology 1, 184-195 (2004) . “Statistical Mechanics Approaches to Models with Many Poorly Known Parameters”, Kevin S. Brown and James P. Sethna, Phys. Rev. E 68, 021904 (2003). “Bayesian Ensemble Approach to Error Estimation of InteratomicPotentials”, Søren L. Frederiksen, Karsten W. Jacobsen, Kevin S. Brown, and James P. Sethna, Phys. Rev. Letters 93, 165501 (2004).“Bayesian Error Estimation in Density Functional Theory”, J. J. Mortensen, K. Kaasbjerg, S. L. Frederiksen, J. K. Norskov, James P. Sethna, K. W. Jacobsen, Phys. Rev. Letters 95, 216401 (2005).

  • Universality in Universality in MultiparameterMultiparameterFitting: Sloppy ModelsFitting: Sloppy Models

    James P. Sethna, Josh Waterfall, Ryan Gutenkunst, Fergal Casey, Kevin S. Brown, Chris Myers, Veit Elser, Piet Brouwer

    Cell Dynamics

    Fitting Exponentials, Polynomials

    Fits good: measured bad

    Universality in Multiparameter Fitting: Sloppy ModelsFitting Decaying ExponentialsFitting ExponentialsIs Sloppiness Universal?Sloppy Systems BiologyWhere is Sloppiness From?Why are they Sloppy?ReferencesUniversality in Multiparameter Fitting: Sloppy Models