用可学习的核函数自动优化动力系统建模,提升非线性系统分析精度。
Dictionary learning for Kernel EDMD

- 基于字典学习思想,将核函数参数设为可优化变量,实现端到端学习。
- 在杜芬振子和库兰托-希瓦辛斯基方程上验证,能有效提取关键动态模式。
- 可自动筛选无关核函数,适合动力系统建模与控制领域的研究者。
通过状态空间行为研究非线性动力系统具有挑战性,一种替代方法是分析其关联的科普曼算子,将非线性问题转化为线性无穷维问题。为在有限维下近似该算子,扩展动态模态分解(EDMD)是常用算法,需选取一组函数基和系统快照以计算算子及其谱。传统方法直接设定函数基,而核方法(即kEDMD)通过核函数隐式定义函数基,但需手动选择核类型及参数。本文提出将字典学习拓展至核学习,实现对kEDMD中核参数的梯度优化。方法输入一组随机初始化的加权核函数,输出适用于逼近系统科普曼算子的最优核列表与参数。实验表明,可通过权重分析剔除冗余核函数。在杜芬振子与库兰托-希瓦辛斯基偏微分方程上的测试验证了该方法的有效性与适应性。
原文摘要 · Abstract (English)
Studying nonlinear dynamical systems through their state space behavior can be challenging, and one possible alternative is to analyze them via their associated Koopman operator. This turns the nonlinear problem into a linear, infinite-dimensional one. To approximate the operator in finite dimensions, extended dynamic mode decomposition (EDMD) is a commonly used algorithm. It requires a finite list of functionals and a set of snapshots from the system to compute an approximation of the operator and its corresponding spectrum. Instead of choosing the list of functionals directly, it can be implicitly defined via kernels, a method known as kernel extended dynamic mode decomposition (kEDMD). However, one still needs to define the kernel and choose its parameter values. In this paper, we aim to streamline this process by extending dictionary learning for EDMD to kernel learning in kEDMD. By simplifying kEDMD we show how to perform gradient-based optimization over the learnable kernel parameters, and demonstrate that this method leads to useful kernels for the original kEDMD. The focus of our work is a method that takes a weighted list of kernels with randomly initialized values as input and outputs a list of kernels and parameter values suitable for approximating the Koopman operator of the underlying system. We demonstrate that unimportant kernels can be removed from the list by analyzing the weights in the weighted sum. We evaluate the method across several experiments, including the Duffing oscillator and the Kuramoto-Sivashinsky PDE, showcasing the method's different strengths.
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