arXiv:2511.06527cs.LGcs.SY2025-11

提出THA算法,高效逼近高维非线性系统的伏尔泰拉级数。

Efficient Approximation of Volterra Series for High-Dimensional Systems

  • 用局部MVMALS模型集成替代全量建模,降低计算复杂度。
  • 理论证明误差可分解,且相关性提升整体预测精度。
  • 适合处理高维非线性系统识别,兼具效率与可解释性。

通过伏尔泰拉级数识别高维非线性动态系统具有巨大潜力,但受限于维度灾难。张量网络方法如改进交替线性方案(MVMALS)利用伏尔泰拉核的低秩结构实现了可行的解决方案,但仍面临输入维度高阶多项式增长带来的计算与内存瓶颈。为此,本文提出张量头平均(THA)算法,通过在输入空间小子集上训练多个局部MVMALS模型构成集成,显著降低复杂度。论文建立了THA集合与全量MVMALS模型间误差的可观测、有限样本界,并推导出平方误差的精确分解。该分解揭示了子模型对缺失动力学的隐式补偿机制,量化表明包含与遗漏动态间的相关性产生优化激励,使THA性能优于简单截断全量模型。因此,THA为此前难以处理的高维系统识别提供了可扩展且理论坚实的方法。

原文摘要 · Abstract (English)

The identification of high-dimensional nonlinear dynamical systems via the Volterra series has significant potential, but has been severely hindered by the curse of dimensionality. Tensor Network (TN) methods such as the Modified Alternating Linear Scheme (MVMALS) have been a breakthrough for the field, offering a tractable approach by exploiting the low-rank structure in Volterra kernels. However, these techniques still encounter prohibitive computational and memory bottlenecks due to high-order polynomial scaling with respect to input dimension. To overcome this barrier, we introduce the Tensor Head Averaging (THA) algorithm, which significantly reduces complexity by constructing an ensemble of localized MVMALS models trained on small subsets of the input space. In this paper, we present a theoretical foundation for the THA algorithm. We establish observable, finite-sample bounds on the error between the THA ensemble and a full MVMALS model, and we derive an exact decomposition of the squared error. This decomposition is used to analyze the manner in which subset models implicitly compensate for omitted dynamics. We quantify this effect, and prove that correlation between the included and omitted dynamics creates an optimization incentive which drives THA's performance toward accuracy superior to a simple truncation of a full MVMALS model. THA thus offers a scalable and theoretically grounded approach for identifying previously intractable high-dimensional systems.

非线性系统张量网络伏尔泰拉级数高效建模

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