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Learning dynamical systems from data: A simple cross-validation perspective, part I: Parametric kernel flows

Hamzi, Boumediene and Owhadi, Houman (2021) Learning dynamical systems from data: A simple cross-validation perspective, part I: Parametric kernel flows. Physica D, 421 . Art. No. 132817. ISSN 0167-2789. https://resolver.caltech.edu/CaltechAUTHORS:20210208-140557660

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Abstract

Regressing the vector field of a dynamical system from a finite number of observed states is a natural way to learn surrogate models for such systems. We present variants of cross-validation (Kernel Flows (Owhadi and Yoo, 2019) and its variants based on Maximum Mean Discrepancy and Lyapunov exponents) as simple approaches for learning the kernel used in these emulators.


Item Type:Article
Related URLs:
URLURL TypeDescription
https://doi.org/10.1016/j.physd.2020.132817DOIArticle
ORCID:
AuthorORCID
Hamzi, Boumediene0000-0002-9446-2614
Owhadi, Houman0000-0002-5677-1600
Additional Information:© 2020 Elsevier. Received 4 July 2020, Revised 3 December 2020, Accepted 5 December 2020, Available online 5 February 2021. B.H. thanks the European Commission for funding through the Marie Curie fellowship STALDYS-792919 (Statistical Learning for Dynamical Systems). H.O. gratefully acknowledges support by the Air Force Office of Scientific Research, USA under award number FA9550-18-1-0271 (Games for Computation and Learning). We thank Deniz Eroğlu, Yoshito Hirata, Jeroen Lamb, Edmilson Roque, Gabriele Santin and Yuzuru Sato for useful comments. The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
Funders:
Funding AgencyGrant Number
Marie Curie Fellowship792919
Air Force Office of Scientific Research (AFOSR)FA9550-18-1-0271
Subject Keywords:Learning dynamical systems; Data; Kernel methods; Kernel flows
Record Number:CaltechAUTHORS:20210208-140557660
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20210208-140557660
Official Citation:Boumediene Hamzi, Houman Owhadi, Learning dynamical systems from data: A simple cross-validation perspective, part I: Parametric kernel flows, Physica D: Nonlinear Phenomena, Volume 421, 2021, 132817, ISSN 0167-2789, https://doi.org/10.1016/j.physd.2020.132817. (https://www.sciencedirect.com/science/article/pii/S0167278920308186)
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:107955
Collection:CaltechAUTHORS
Deposited By: George Porter
Deposited On:08 Feb 2021 23:16
Last Modified:12 Mar 2021 18:07

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