What is it about?

This paper presents a novel method that utilizes Gaussian Processes to reveal hidden relationships within complex datasets. By identifying connections between variables, this technique exposes the underlying structure of data, offering insights that were previously hard to achieve. Notably, this method enables the discovery of various hidden equations linking observed variables with minimal prior knowledge. Its versatility makes it applicable across diverse fields, from biology to economics, providing a new approach to understanding the complexities of the world around us.

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Why is it important?

As Whitehead once said, "Civilization advances by extending the number of important operations we can perform without thinking about them." The invention of calculators to automate arithmetic exemplifies such progress. In this vein, automating the discovery of hidden relationships in data could fundamentally transform and simplify the resolution of complex problems across scientific and non-scientific domains. Traditional data analysis methods, such as regression and causal inference, often struggle with the complexities of real-world data, which can include unknown dependencies among a large number of variables. These methods typically require assumptions like sparsity or controlled data sampling, which limit their applicability. Our method overcomes these limitations by offering a flexible, efficient solution capable of handling large datasets with many variables without relying on such assumptions.

Perspectives

In our experiments, we successfully identified the equations of motion for a mechanical system by merely observing its evolution, partially reconstructed a large system of chemical reactions, uncovered relationships between genes through a protein-signaling network, and analyzed dependencies in France’s COVID-19 data. Given its broad applicability, we hope this tool will aid researchers in various fields to analyze their data and uncover the underlying equations that connect them.

Houman Owhadi
California Institute of Technology

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This page is a summary of: Codiscovering graphical structure and functional relationships within data: A Gaussian Process framework for connecting the dots, Proceedings of the National Academy of Sciences, August 2024, Proceedings of the National Academy of Sciences,
DOI: 10.1073/pnas.2403449121.
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