论文标题

部分可观测时空混沌系统的无模型预测

Double Diffusion Maps and their Latent Harmonics for Scientific Computations in Latent Space

论文作者

Evangelou, Nikolaos, Dietrich, Felix, Chiavazzo, Eliodoro, Lehmberg, Daniel, Meila, Marina, Kevrekidis, Ioannis G.

论文摘要

我们引入了一种数据驱动的方法,通过多种学习来构建减少动力学模型。使用扩散图(一种流形学习技术)在时间序列数据上发现了减少的潜在空间。这些潜在坐标上的第二轮扩散图允许近似还原动力学模型。第二轮使映射潜在空间协调回到完整的环境空间(所谓的提升);它还可以根据减少坐标的全面状态功能的近似。在我们的工作中,我们通过在环境空间和潜在空间之间来回走动,开发和测试三种不同减少的数值模拟方法,或者通过潜在空间进行预先映射以及即时进行集成。通过(a)通过NyStröm扩展公式对完整模拟的潜在空间观察,或通过(b)通过(b)通过潜在的环境谐波,通过(a)通过(b)通过潜在的谐波来验证数据驱动的潜在空间仿真结果,通过(a)通过NyStröm扩展公式对完整仿真的潜在空间观察进行验证。潜在空间建模通常涉及额外的正则化,以偏爱空间的某些特性,而不是其他空间,然后将映射回到环境空间中,然后主要独立于这些属性构建。在这里,我们使用相同的数据驱动方法来构建潜在空间,然后映射回环境空间。

We introduce a data-driven approach to building reduced dynamical models through manifold learning; the reduced latent space is discovered using Diffusion Maps (a manifold learning technique) on time series data. A second round of Diffusion Maps on those latent coordinates allows the approximation of the reduced dynamical models. This second round enables mapping the latent space coordinates back to the full ambient space (what is called lifting); it also enables the approximation of full state functions of interest in terms of the reduced coordinates. In our work, we develop and test three different reduced numerical simulation methodologies, either through pre-tabulation in the latent space and integration on the fly or by going back and forth between the ambient space and the latent space. The data-driven latent space simulation results, based on the three different approaches, are validated through (a) the latent space observation of the full simulation through the Nyström Extension formula, or through (b) lifting the reduced trajectory back to the full ambient space, via Latent Harmonics. Latent space modeling often involves additional regularization to favor certain properties of the space over others, and the mapping back to the ambient space is then constructed mostly independently from these properties; here, we use the same data-driven approach to construct the latent space and then map back to the ambient space.

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