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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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16324864 · Jun 202019922001200920172026
48 results for Koopman autoencoder

Novel autoencoder method approximates Koopman operator in low dimensions.

problem Challenges in approximating finite Koopman operators using data-driven methods.
method Mori-Zwanzig autoencoder (MZ-AE) for robust Koopman operator approximation.
result Improved predictive capability and robust long-term statistical performance.

This paper describes a method for learning low-dimensional approximations of nonlinear dynamical systems, based on neural-network approximations of the underlying Koopman operator. Extended Dynamic Mode Decomposition (EDMD) provides a useful data-driven approximation of the Koopman operator for analyzing dynamical syst…

2017-12-04abs ↗pdf ↗

Balanced Neural ODEs combine VAEs and Neural ODEs for efficient time series modeling.

problem Efficiently modeling systems with time-varying inputs and varying complexity.
method Combines VAEs for dimensionality reduction and Neural ODEs for dynamics, using variational parameters to adaptively learn.
result Balanced Neural ODEs (B-NODE) efficiently approximate Koopman operator without predefined dimensionality.

New algorithm learns Koopman operator online, with complexity control and convergence guarantees.

problem Online learning of Koopman operator for general nonlinear systems.
method Sparse online learning via stochastic approximation, RKHS action, CME operator.
result Provably convergent algorithm with finite-time guarantees in mis-specified setting.

SKOLR uses linear RNNs to approximate Koopman operators for time-series forecasting.

problem Nonlinear dynamical system analysis and time-series forecasting with infinite-dimensional Koopman operators.
method Established a connection between Koopman operator approximation and linear RNNs, integrating learnable spectral decomposition and MLP.
result SKOLR delivers exceptional performance in various forecasting benchmarks and dynamical systems.

Paper learns Koopman operator from sparse data, escaping function space constraints.

problem Learning Koopman operator from non-closed function spaces.
method Operator stochastic approximation algorithm using conditional mean embeddings (CME).
result Online sparse learning algorithm with trajectory-based sampling guarantees.

COLoKe adapts Koopman embeddings online, reducing overfitting and improving long-term predictions.

problem Online adaptation of Koopman embeddings to avoid overfitting and maintain long-term predictive accuracy.
method Combines deep feature learning with multistep prediction consistency in a lifted space, using a conformal-style mechanism for selective updates.
result Empirically effective in reducing overfitting and maintaining long-term predictive accuracy.

Kernel Dynamic Mode Decomposition reconstructs dynamical systems using Laplacian kernel.

problem Reconstructing spatial-temporal dynamics of complex systems.
method Kernel Dynamic Mode Decomposition with Laplacian kernel.
result Laplacian kernel allows for the closability of Koopman operators in RKHS, enabling reconstruction.

This study provides a new mathematical structure for Koopman eigenfunctions.

problem Understanding and representing nonlinear dynamics as linear.
method Theoretical, analytical, and numerical approaches to Koopman eigenfunction space.
result Equivalence of minimal generating set and maximal independent set, defining conditions for independence.

A new autoencoder combines deep learning with SVD to reduce model complexity.

problem Overcoming the Kolmogorov barrier in high-dimensional systems.
method Learnable weighted hybrid autoencoder combining SVD and deep learning.
result Empirically, the model exhibits a sharpness thousands of times smaller than other models.

Researchers develop a method to control nonlinear systems with Koopman operator regression.

problem Controlling nonlinear systems with finite action spaces.
method Koopman operator regression for dynamics estimation and model predictive control for control.
result The method yields a linear switching predictive model for control.

Spectral decomposition of the Koopman operator is attracting attention as a tool for the analysis of nonlinear dynamical systems. Dynamic mode decomposition is a popular numerical algorithm for Koopman spectral analysis; however, we often need to prepare nonlinear observables manually according to the underlying dynami…

2017-10-12abs ↗pdf ↗

Proposes a Koopman operator method for time-dependent reliability analysis of nonlinear systems.

problem Challenges in time-dependent reliability analysis of nonlinear dynamical systems.
method Koopman operator approach for transforming nonlinear systems into linear ones, combined with deep learning for intrinsic coordinates.
result Robust and generalizable approach for time-dependent reliability analysis, superior to purely data-driven methods.

A new model uses Toeplitz matrices to analyze time-series data transitions.

problem Analyzing transitions in time-series data from nonautonomous systems.
method Deep Koopman-layered models with learnable Toeplitz matrices, leveraging Toeplitz matrices' universal property.
result The model demonstrates universality and generalization, outperforming existing methods.

Model proposes neural network for continuous time dynamics with inductive biases.

problem Training neural networks for small datasets with nonlinear dynamics.
method Inductive biases on decay rates and frequencies using Koopman operator theory.
result Higher forecasting performance with single short training sequence.

New method identifies key genes affecting phenotypes in biological systems.

problem Identifying genes that drive specific phenotypes in complex biological systems.
method Data-driven observability decomposition using Koopman operators.
result Koopman operator representation identifies genes that drive phenotypes.

Koopman mode analysis applied to neural networks for training optimization.

problem Optimizing neural network training, identifying issues, and speeding up learning.
method Koopman operator analysis of neural network dynamics.
result Spectral analysis of Koopman operator aids in determining network depth, initialization quality, and training termination.

This paper improves Koopman operator approximations by pruning subspaces in RKHS.

problem Improving predictive accuracy of Koopman operator approximations.
method Computes principal angles and vectors in RKHS to prune subspaces.
result Validated approach enhances Koopman operator approximations for large datasets.

TK-GCN forecasts spatiotemporal dynamics using Koopman-enhanced graph convolutional networks.

problem Forecasting complex spatiotemporal dynamics over irregular domains.
method Two-stage framework: Koopman-enhanced Graph Convolutional Network (K-GCN) for spatial encoding and Transformer for temporal modeling.
result TK-GCN outperforms state-of-the-art methods in spatiotemporal cardiac dynamics forecasting.

New methods avoid spectral pollution in transfer operators for accurate analysis.

problem Spectral pollution in finite-dimensional approximations of transfer operators.
method Algorithms for computing spectral properties of transfer operators without spectral pollution.
result Accurate spectral estimation across various applications, including protein folding models.

Data-driven control of robotic systems using Koopman operators with error bounds.

problem Real-time control of nonlinear robotic systems with unknown dynamics.
method Constructing a Koopman operator-based linear representation using higher-order derivatives of nonlinear dynamics, with error bounds derived from Taylor series accuracy analysis.
result The Koopman model provides marginally better performance than competing nonlinear modeling methods and can be efficiently controlled using linear control design tools.

ISOKANN learns collective variables and effective dynamics for metastable transitions.

problem Understanding metastable transitions in complex molecular systems.
method Integrates Koopman operators with neural networks to extract CVs and effective dynamics.
result Reconstructs coarse-grained kinetics and reproduces transition times across barriers.

Noise-robust Koopman operator framework for control with improved stability and performance.

problem Developing a stable and noise-robust Koopman operator for control tasks.
method Proposes a learning framework using Hankel matrix and neural network approximations for system dynamics, ensuring long-term stability and noise robustness.
result Demonstrates improved model performance and noise robustness in control tasks compared to existing methods.

Meta-learning for Koopman spectral analysis with short time-series data.

problem Lack of long time-series for training embedding functions in Koopman spectral analysis.
method Meta-learning approach using bidirectional LSTM and neural network to estimate embedding functions from short time-series.
result The proposed method achieves better performance in eigenvalue estimation and future prediction compared to existing methods.

The paper proposes a method to improve Koopman operator estimation using indicator functions.

problem Difficulty in identifying good observables for Koopman operator expansion.
method Clustering procedure based on Hidden Markov Model (HMM) to infer surrogate observables.
result Inferred indicator functions significantly improve estimation of Koopman operator eigenvalues and transition timescales.

New method speeds up learning of complex dynamical systems.

problem Efficiently learning large-scale dynamical systems from finite data.
method Random projections (sketching) to boost kernel-based Koopman operator estimators.
result The proposed estimators maintain accuracy while significantly reducing computation time.

Paper uses Koopman operator and Nyström method for efficient nonlinear control.

problem Control of nonlinear dynamical systems.
method Combines Koopman operator framework with Nyström approximation for kernel methods.
result Theoretical guarantees on the convergence rates of the approximated Riccati operator and regulator objective.

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

Unified framework for constructing kernels for transport equations and Koopman eigenfunctions.

problem Constructing kernels for transport equations and Koopman eigenfunctions.
method Three methods: variational principle, Green's function, and resolvent operator.
result Kernels constructed via these methods are identical under mild assumptions.

Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear coordinate transformations with data-driven methods. Recently, researchers have pro…

2019-10-18abs ↗pdf ↗