Cluster-Weighted EDMD
Abstract
Extended Dynamic Mode Decomposition (EDMD) approximates Koopman operators from data, but a single global operator is inefficient when different state-space regions exhibit distinct local dynamics. We introduce Cluster-Weighted EDMD (CW-EDMD), which jointly learns a soft phase-space partition and a per-cluster EDMD operator. Its Expectation-Maximization (EM) objective assigns each transition based on both geometric proximity and prediction residuals, so clusters specialize where local Koopman models are accurate rather than where the data are dense. On Lorenz, damped pendulum, and Duffing systems, across 36 configurations and 10 seeds, CW-EDMD improves matched-degree EDMD in one-step and 5s-rollout prediction. Across 288 paired comparisons, there are significant error reductions in 258 cases, increases in 4, and no differences in 26. Median one-step error reductions are 57x, 2.7x, and 12x on pendulum, Duffing, and Lorenz, respectively.
Cite
@article{arxiv.2607.12243,
title = {Cluster-Weighted EDMD},
author = {Lorenzo Tomaz and Judd Rosenblatt and Flavio Kicis and Thomas B. Jones and Diogo Schwerz de Lucena},
journal= {arXiv preprint arXiv:2607.12243},
year = {2026}
}
Comments
Accepted at the International Conference on Scientific Computing and Machine Learning 2026 (SCML2026)