Learning Multi-type heterogeneous interacting particle systems

Abstract: We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging non-convex mixed-integer optimization problem, which we address through a novel three-stage approach. First, we leverage shared structure across agent interactions to recover a low-rank embedding of the system parameters via matrix sensing. Second, we identify discrete interaction types by clustering within the learned embedding. Third, we recover the network weight matrix and kernel coefficients through matrix factorization and a post-processing refinement. We provide theoretical guarantees with estimation error bounds under a Restricted Isometry Property (RIP) assumption and establish conditions for the exact recovery of interaction types based on cluster separability. Numerical experiments on synthetic datasets, including heterogeneous predator-prey systems, demonstrate that our method yields an accurate reconstruction of the underlying dynamics and is robust to noise.