arXiv:2603.15091math.NAcs.LG2026-03被引 7

提出可验证的柯尔莫果夫算子学习方法,解决非线性系统建模中的误差诊断与信任问题。

Trustworthy Koopman Operator Learning: Invariance Diagnostics and Error Bounds

  • 用主角分解法量化特征空间对动力学的不变性,替代传统SVD截断
  • 给出多步预测误差上界,支持可信预报与模型优化
  • 适用于混沌系统、高维数据,适合需要可靠动态建模的研究者

柯尔莫果夫算子理论为非线性动力系统提供全局线性表征,是众多数据驱动方法的基础。然而实践中,用户选定的有限维特征空间通常不满足不变性,导致闭包失败和投影误差,产生虚假特征值、误导性模式及过度自信的预测。本文解决数据驱动柯尔莫果夫方法的核心验证问题:仅用快照数据如何量化任意特征空间的不变性与投影误差,并利用这些诊断结果生成可操作保证、指导字典优化?本文提出统一的后验方法,用于判定柯尔莫果夫近似是否可信,并在不可信时进行改进。通过子空间与其柯尔莫果夫像之间的主角(principal angles)量化不变性,导出主可观测量与主角分解(PAD),作为优于传统SVD截断的动力学感知替代方案,性能显著提升。推导了柯尔莫果夫与珀伦-弗罗贝尼乌斯模式分解的多步误差上界,包含基于再生核希尔伯特空间(RKHS)的逐点保证,并辅以高斯过程期望误差代理。该工具箱实现验证性谱分析、可证预报与严谨的字典与核学习,在混沌系统、高维基准以及真实数据集(如腔流、冥王星-卡戎系统)中得到验证。

原文摘要 · Abstract (English)

Koopman operator theory provides a global linear representation of nonlinear dynamics and underpins many data-driven methods. In practice, however, finite-dimensional feature spaces induced by a user-chosen dictionary are rarely invariant, so closure failures and projection errors lead to spurious eigenvalues, misleading Koopman modes, and overconfident forecasts. This paper addresses a central validation problem in data-driven Koopman methods: how to quantify invariance and projection errors for an arbitrary feature space using only snapshot data, and how to use these diagnostics to produce actionable guarantees and guide dictionary refinement? A unified a posteriori methodology is developed for certifying when a Koopman approximation is trustworthy and improving it when it is not. Koopman invariance is quantified using principal angles between a subspace and its Koopman image, yielding principal observables and a principal angle decomposition (PAD), a dynamics-informed alternative to SVD truncation with significantly improved performance. Multi-step error bounds are derived for Koopman and Perron--Frobenius mode decompositions, including RKHS-based pointwise guarantees, and are complemented by Gaussian process expected error surrogates. The resulting toolbox enables validated spectral analysis, certified forecasting, and principled dictionary and kernel learning, demonstrated on chaotic and high-dimensional benchmarks and real-world datasets, including cavity flow and the Pluto--Charon system.

动力系统柯尔莫果夫算子误差分析可信建模

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