通过二阶几何监督,让模型更准确地学习混沌系统长期动态。
Learning Chaotic Dynamics through Second-Order Geometric Supervision

- 用随机扰动的雅可比对比,隐式实现二阶一致性约束。
- 在洛伦兹63和96系统中,显著改善长期统计与吸引子形状。
- 计算成本仅O(d²),适合高维混沌系统建模,适合研究复杂动力学者。
从数据学习混沌动力系统不仅需要短期预测准确,还需保持吸引子几何结构与不变统计特性。轨迹(零阶)和雅可比(一阶)匹配虽能约束向量场的值与切线结构,却无法控制场偏离切平面的方式。模型可能在监督点上局部准确,但整体弯曲方向不同,导致漂移至虚假吸引子并扭曲长期统计。本文表明,强制二阶一致性可缓解此类问题,但完整海森矩阵计算在高维下不可行。提出模型约束的随机雅可比匹配方法,在随机扰动输入下比较真实与学习向量场的雅可比。泰勒展开显示,期望损失分解为名义雅可比不匹配项与噪声方差缩放的海森不匹配项,以O(d²)代价隐式实现二阶一致性,无需显式构造O(d³)海森张量。仅需雅可比评估,该方法可扩展至高维场景。数值实验验证其鲁棒性:在洛伦兹63系统中,一阶方法在最小时间监督下产生灾难性李雅普诺夫指数异常,而二阶方法消除此问题并正确恢复吸引子;在耦合洛伦兹96系统中,外力扰动超出F=18后,仅二阶方法能保持不变测度与李雅普诺夫谱。在两类系统上,随机雅可比匹配性能接近显式海森匹配,但成本远低于后者。
原文摘要 · Abstract (English)
Learning chaotic dynamical systems from data requires more than short-term predictive accuracy: the learned model must preserve the attractor geometry and its invariant statistics. Trajectory (zero-order) and Jacobian (first-order) matching supervise the values and tangent structure of the vector field, but neither constrains how the field bends away from its tangent plane. A model can thus match values and tangents at the supervised states yet curve differently from the truth, remaining locally accurate while drifting toward spurious attractors and distorting long-time statistics. We show that enforcing second-order consistency mitigates these failures, but forming the full Hessian is prohibitive in high dimensions. We propose model-constrained randomized Jacobian matching, which compares the Jacobians of the true and learned vector fields at randomly perturbed inputs. A Taylor expansion shows that the expected randomized Jacobian loss decomposes into the nominal Jacobian mismatch plus a Hessian mismatch scaled by the noise variance, implicitly enforcing second-order consistency at $\mathcal{O}(d^2)$ cost without forming the $\mathcal{O}(d^3)$ Hessian tensor. Using only Jacobian evaluations, the method scales to high dimensions where explicit Hessian matching does not. Numerical experiments confirm that second-order methods are robust. For Lorenz~63, first-order methods produce catastrophic Lyapunov-exponent outliers under minimal temporal supervision, which second-order methods eliminate while recovering the correct attractor. For coupled Lorenz~96, an out-of-distribution forcing sweep separates the methods: all agree up to $F=16$, but beyond $F=18$ only second-order methods preserve the invariant measure and Lyapunov spectrum. On both systems, randomized Jacobian matching performs comparably to explicit Hessian matching at much lower cost.
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