Browsing by Author "Mardt, Andreas"

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    Deep learning to decompose macromolecules into independent Markovian domains
    (Springer Nature, 2022) Mardt, Andreas; Hempel, Tim; Clementi, Cecilia; Noé, Frank; Center for Theoretical Biological Physics
    The increasing interest in modeling the dynamics of ever larger proteins has revealed a fundamental problem with models that describe the molecular system as being in a global configuration state. This notion limits our ability to gather sufficient statistics of state probabilities or state-to-state transitions because for large molecular systems the number of metastable states grows exponentially with size. In this manuscript, we approach this challenge by introducing a method that combines our recent progress on independent Markov decomposition (IMD) with VAMPnets, a deep learning approach to Markov modeling. We establish a training objective that quantifies how well a given decomposition of the molecular system into independent subdomains with Markovian dynamics approximates the overall dynamics. By constructing an end-to-end learning framework, the decomposition into such subdomains and their individual Markov state models are simultaneously learned, providing a data-efficient and easily interpretable summary of the complex system dynamics. While learning the dynamical coupling between Markovian subdomains is still an open issue, the present results are a significant step towards learning Ising models of large molecular complexes from simulation data.
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    Deeptime: a Python library for machine learning dynamical models from time series data
    (IOP Publishing, 2021) Hoffmann, Moritz; Scherer, Martin; Hempel, Tim; Mardt, Andreas; Silva, Brian de; Husic, Brooke E.; Klus, Stefan; Wu, Hao; Kutz, Nathan; Brunton, Steven L.; Noé, Frank
    Generation and analysis of time-series data is relevant to many quantitative fields ranging from economics to fluid mechanics. In the physical sciences, structures such as metastable and coherent sets, slow relaxation processes, collective variables, dominant transition pathways or manifolds and channels of probability flow can be of great importance for understanding and characterizing the kinetic, thermodynamic and mechanistic properties of the system. Deeptime is a general purpose Python library offering various tools to estimate dynamical models based on time-series data including conventional linear learning methods, such as Markov state models (MSMs), Hidden Markov Models and Koopman models, as well as kernel and deep learning approaches such as VAMPnets and deep MSMs. The library is largely compatible with scikit-learn, having a range of Estimator classes for these different models, but in contrast to scikit-learn also provides deep Model classes, e.g. in the case of an MSM, which provide a multitude of analysis methods to compute interesting thermodynamic, kinetic and dynamical quantities, such as free energies, relaxation times and transition paths. The library is designed for ease of use but also easily maintainable and extensible code. In this paper we introduce the main features and structure of the deeptime software. Deeptime can be found under https://deeptime-ml.github.io/.