arXiv:2507.07222cs.LGcs.NA2025-07NeurIPS被引 5

提出高效学习随机动力系统奇异函数的新方法,避免数值不稳操作。

Efficient Parametric SVD of Koopman Operator for Stochastic Dynamical Systems

  • 基于低秩近似思想,避开不稳定矩阵运算
  • 在多步预测和特征分析任务中表现可靠
  • 适合需要可扩展性的复杂系统建模研究者

Koopman算子为通过线性算子理论分析非线性动力系统提供了严谨框架。近期动态模式分解(DMD)进展表明,可通过轨迹数据以数据驱动方式识别系统的主导模态。在此基础上,VAMPnet和DPNet等深度学习方法被提出,用于学习Koopman算子的前k个主奇异子空间。然而,这些方法在目标函数计算中需对经验二阶矩矩阵进行可能数值不稳定的奇异值分解和矩阵求逆等操作,导致梯度估计偏差,并限制其在大规模系统中的可扩展性。本文提出一种针对随机动力系统的可扩展、概念简洁的方法,用于学习前k个奇异函数,核心思想为低秩近似。该方法消除对不稳定的线性代数操作的需求,并可无缝集成至现代深度学习流程。实验结果表明,所学奇异子空间在下游任务如特征分析和多步预测中均具备可靠性与有效性。

原文摘要 · Abstract (English)

The Koopman operator provides a principled framework for analyzing nonlinear dynamical systems through linear operator theory. Recent advances in dynamic mode decomposition (DMD) have shown that trajectory data can be used to identify dominant modes of a system in a data-driven manner. Building on this idea, deep learning methods such as VAMPnet and DPNet have been proposed to learn the leading singular subspaces of the Koopman operator. However, these methods require backpropagation through potentially numerically unstable operations on empirical second moment matrices, such as singular value decomposition and matrix inversion, during objective computation, which can introduce biased gradient estimates and hinder scalability to large systems. In this work, we propose a scalable and conceptually simple method for learning the top-$k$ singular functions of the Koopman operator for stochastic dynamical systems based on the idea of low-rank approximation. Our approach eliminates the need for unstable linear-algebraic operations and integrates easily into modern deep learning pipelines. Empirical results demonstrate that the learned singular subspaces are both reliable and effective for downstream tasks such as eigen-analysis and multi-step prediction.

动力系统Koopman算子奇异子空间深度学习

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