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Empirical observation of high dimensional phenomena, such as the double descent behaviour, has attracted a lot of interest in understanding classical techniques such as kernel methods, and their implications to explain generalization…

We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…

Machine Learning · Computer Science 2009-09-08 Francis Bach

Reduced modeling in high-dimensional reproducing kernel Hilbert spaces offers the opportunity to approximate efficiently non-linear dynamics. In this work, we devise an algorithm based on low rank constraint optimization and kernel-based…

Machine Learning · Computer Science 2020-02-23 Patrick Heas , Cedric Herzet , Benoit Combes

The discovery of governing differential equations from data is an open frontier in machine learning. The sparse identification of nonlinear dynamics (SINDy) \citep{brunton_discovering_2016} framework enables data-driven discovery of…

Machine Learning · Computer Science 2023-10-10 Mozes Jacobs , Bingni W. Brunton , Steven L. Brunton , J. Nathan Kutz , Ryan V. Raut

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

System identification, the process of deriving mathematical models of dynamical systems from observed input-output data, has undergone a paradigm shift with the advent of learning-based methods. Addressing the intricate challenges of…

Machine Learning · Computer Science 2024-12-17 Arunabh Singh , Joyjit Mukherjee

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant…

Numerical Analysis · Mathematics 2021-09-15 Jan Heiland , Benjamin Unger

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional…

Machine Learning · Statistics 2014-10-29 Niklas Wahlström , Thomas B. Schön , Marc Peter Deisenroth

Digital twins require computationally-efficient reduced-order models (ROMs) that can accurately describe complex dynamics of physical assets. However, constructing ROMs from noisy high-dimensional data is challenging. In this work, we…

Machine Learning · Computer Science 2024-11-12 Nicolò Botteghi , Paolo Motta , Andrea Manzoni , Paolo Zunino , Mengwu Guo

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the…

Machine Learning · Computer Science 2025-12-30 Jiwoo Song , Daning Huang , John Harlim

A key challenge to nonlocal models is the analytical complexity of deriving them from first principles, and frequently their use is justified a posteriori. In this work we extract nonlocal models from data, circumventing these challenges…

Optimization and Control · Mathematics 2020-12-30 Huaiqian You , Yue Yu , Nathaniel Trask , Mamikon Gulian , Marta D'Elia

Model inference for dynamical systems aims to estimate the future behaviour of a system from observations. Purely model-free statistical methods, such as Artificial Neural Networks, tend to perform poorly for such tasks. They are therefore…

Machine Learning · Computer Science 2019-08-07 David K. E. Green , Filip Rindler

Accurate and efficient plasma models are essential to understand and control experimental devices. Existing magnetohydrodynamic or kinetic models are nonlinear, computationally intensive, and can be difficult to interpret, while often only…

Plasma Physics · Physics 2020-03-04 Alan A. Kaptanoglu , Kyle D. Morgan , Chris J. Hansen , Steven L. Brunton

Effectively controlling systems governed by Partial Differential Equations (PDEs) is crucial in several fields of Applied Sciences and Engineering. These systems usually yield significant challenges to conventional control schemes due to…

Machine Learning · Computer Science 2024-11-07 Florian Wolf , Nicolò Botteghi , Urban Fasel , Andrea Manzoni

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2018-04-18 Lorenzo Boninsegna , Feliks Nüske , Cecilia Clementi

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,…

Dynamical Systems · Mathematics 2026-04-29 Erik Lien Bolager , Boumediene Hamzi , Houman Owhadi , Ioannis G. Kevrekidis , Felix Dietrich

The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…

Dynamical Systems · Mathematics 2023-09-15 Ali Forootani , Pawan Goyal , Peter Benner

First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured…

Machine Learning · Computer Science 2019-09-19 Kadierdan Kaheman , Eurika Kaiser , Benjamin Strom , J. Nathan Kutz , Steven L. Brunton

Simulating dynamics of open quantum systems is sometimes a significant challenge, despite the availability of various exact or approximate methods. Particularly when dealing with complex systems, the huge computational cost will largely…

Quantum Physics · Physics 2023-08-04 Wei Liu , Zi-Hao Chen , Yu Su , Yao Wang , Wenjie Dou