arXiv:2601.12161math.NAcs.LG2026-01被引 1

Streaming OpInf 实现大规模系统模型降维的在线学习,内存占用减少99%以上。

Streaming Operator Inference for Model Reduction of Large-Scale Dynamical Systems

  • 采用增量SVD和递归最小二乘法处理数据流,实现渐进式降维建模。
  • 在湍流通道流动测试中实现超过31,000倍降维,预测速度提升数个数量级。
  • 适合实时更新的大型动态系统仿真,如气候模拟与工程流体计算。

基于投影的模型降维通过从高维数据中构建低维代理模型,实现复杂动态系统的高效仿真。运算符推理(OpInf)方法通过两步非侵入式过程学习此类降维代理模型:首先利用奇异值分解(SVD)构造低维基来压缩数据,然后求解线性最小二乘(LS)问题,推断出该压缩空间中支配动力学的缩减算子,无需访问底层代码或完整模型算子。传统OpInf作为批处理方法,同时处理全部数据,限制了其在大规模应用中的部署,因数据集过大无法一次性加载至内存,且难以支持在线计算中新数据的模型更新。为此,本文提出流式OpInf,从顺序到达的数据流中学习降维模型。该方法采用增量SVD进行自适应基构造,结合递归LS实现算子的流式更新,无需存储完整数据集,同时支持在线模型适应。我们系统研究不同流式数值线性代数算法组合的影响,分析并验证其有效性。在基准问题及大规模湍流通道流上的实验表明,流式OpInf在精度上媲美批处理版的同时,内存需求降低超99%,实现超过31,000倍降维,预测速度提升数个数量级。

原文摘要 · Abstract (English)

Projection-based model reduction enables efficient simulation of complex dynamical systems by constructing low-dimensional surrogate models from high-dimensional data. The Operator Inference (OpInf) approach learns such reduced surrogate models through a two-step process: constructing a low-dimensional basis via Singular Value Decomposition (SVD) to compress the data, then solving a linear least-squares (LS) problem to infer reduced operators that govern the dynamics in this compressed space, all without access to the underlying code or full model operators, i.e., non-intrusively. Traditional OpInf operates as a batch learning method, where both the SVD and LS steps process all data simultaneously. This poses a barrier to deployment of the approach on large-scale applications where dataset sizes prevent the loading of all data into memory at once. Additionally, the traditional batch approach does not naturally allow model updates using new data acquired during online computation. To address these limitations, we propose Streaming OpInf, which learns reduced models from sequentially arriving data streams. Our approach employs incremental SVD for adaptive basis construction and recursive LS for streaming operator updates, eliminating the need to store complete data sets while enabling online model adaptation. The approach can flexibly combine different choices of streaming algorithms for numerical linear algebra: we systematically explore the impact of these choices both analytically and numerically to identify effective combinations for accurate reduced model learning. Numerical experiments on benchmark problems and a large-scale turbulent channel flow demonstrate that Streaming OpInf achieves accuracy comparable to batch OpInf while reducing memory requirements by over 99% and enabling dimension reductions exceeding 31,000x, resulting in orders-of-magnitude faster predictions.

模型降维流式计算动态系统降维加速

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