Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are however difficult to characterize. Here, we introduce an unsupervised machine learning approach to determine the minimal set of parameters required to effectively describe the dynamics of a stochastic process. Our method builds upon an extended $\beta$-variational autoencoder architecture. By means of simulated datasets corresponding to paradigmatic diffusion models, we showcase its effectiveness in extracting the minimal relevant parameters that accurately describe these dynamics. Furthermore, the method enables the generation of new trajectories that faithfully replicate the expected stochastic behavior. Overall, our approach enables for the autonomous discovery of unknown parameters describing stochastic processes, hence enhancing our comprehension of complex phenomena across various fields.

通过无监督机器学习方法，介绍了一种确定有效描述随机过程动态的最小参数集的方法，并展示其在提取精确描述这些动态的最小相关参数方面的效果。此外，该方法可用于生成忠实地复制预期随机行为的新轨迹，从而提高我们对不同领域复杂现象的理解。

用变分自动编码器学习随机过程的最小表示