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Distributional reinforcement learning (RL) has proven useful in multiple benchmarks as it enables approximating the full distribution of returns and extracts rich feedback from environment samples. The commonly used quantile regression…

Machine Learning · Computer Science 2025-05-27 Sami Jullien , Romain Deffayet , Jean-Michel Renders , Paul Groth , Maarten de Rijke

The Koopman operator framework provides a perspective that non-linear dynamics can be described through the lens of linear operators acting on function spaces. As the framework naturally yields linear embedding models, there have been…

Optimization and Control · Mathematics 2024-12-09 Daisuke Uchida , Karthik Duraisamy

In this work, we consider the problem of learning nonlinear operators that correspond to discrete-time nonlinear dynamical systems with inputs. Given an initial state and a finite input trajectory, such operators yield a finite output…

Optimization and Control · Mathematics 2024-12-25 Mircea Lazar

A systematic mathematical framework for the study of numerical algorithms would allow comparisons, facilitate conjugacy arguments, as well as enable the discovery of improved, accelerated, data-driven algorithms. Over the course of the last…

Numerical Analysis · Mathematics 2020-05-20 Felix Dietrich , Thomas N. Thiem , Ioannis G. Kevrekidis

Learning tractable linear representations of nonlinear dynamical systems via Koopman operator theory is often hindered by dictionary selection, temporal memory encoding, and numerical ill-conditioning. Inspired by Reservoir Computing (RC)…

Machine Learning · Computer Science 2026-05-07 Weibin Gu , Chen Yang , Lu Shi

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

Statistics Theory · Mathematics 2025-02-27 Marie-Christine Düker , Adam Waterbury

Developing agents that can perform complex control tasks from high-dimensional observations is a core ability of autonomous agents that requires underlying robust task control policies and adapting the underlying visual representations to…

Robotics · Computer Science 2024-09-06 Hemant Kumawat , Biswadeep Chakraborty , Saibal Mukhopadhyay

A learning method is proposed for Koopman operator-based models with the goal of improving closed-loop control behavior. A neural network-based approach is used to discover a space of observables in which nonlinear dynamics is linearly…

Optimization and Control · Mathematics 2023-03-23 Daisuke Uchida , Karthik Duraisamy

We develop a new generalization of Koopman operator theory that incorporates the effects of inputs and control. Koopman spectral analysis is a theoretical tool for the analysis of nonlinear dynamical systems. Moreover, Koopman is intimately…

Optimization and Control · Mathematics 2016-02-25 Joshua L. Proctor , Steven L. Brunton , J. Nathan Kutz

We study generalization properties of distributed algorithms in the setting of nonparametric regression over a reproducing kernel Hilbert space (RKHS). We first investigate distributed stochastic gradient methods (SGM), with mini-batches…

Machine Learning · Statistics 2018-11-06 Junhong Lin , Volkan Cevher

We focus on the distribution regression problem: regressing to vector-valued outputs from probability measures. Many important machine learning and statistical tasks fit into this framework, including multi-instance learning and point…

Statistics Theory · Mathematics 2016-10-24 Zoltan Szabo , Bharath Sriperumbudur , Barnabas Poczos , Arthur Gretton

This paper introduces a reduced order modeling technique based on Koopman operator theory that gives confidence bounds on the model's predictions. It is based on a data-driven spectral decomposition of the Koopman operator. The reduced…

Dynamical Systems · Mathematics 2025-03-31 Ryan Mohr , Maria Fonoberova , Igor Mezic

This work presents a data-driven Koopman operator-based modeling method using a model averaging technique. While the Koopman operator has been used for data-driven modeling and control of nonlinear dynamics, it is challenging to accurately…

Optimization and Control · Mathematics 2024-12-05 Daisuke Uchida , Karthik Duraisamy

This paper reports a theory of Koopman operators for a class of hybrid dynamical systems with globally asymptotically stable periodic orbits, called hybrid limit-cycling systems. We leverage smooth structures intrinsic to the hybrid…

Dynamical Systems · Mathematics 2024-11-07 Natsuki Katayama , Yoshihiko Susuki

In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace. The Koopman operator is an infinite-dimensional linear operator that evolves…

Dynamical Systems · Mathematics 2016-04-27 Steven L. Brunton , Bingni W. Brunton , Joshua L. Proctor , J. Nathan Kutz

We develop a new framework for estimating joint probability distributions using tensor product reproducing kernel Hilbert spaces (RKHS). Our framework accommodates a low-dimensional, normalized and positive model of a Radon--Nikodym…

Machine Learning · Statistics 2024-09-25 Damir Filipovic , Michael Multerer , Paul Schneider

We propose a new, nonparametric approach to estimating the value function in reinforcement learning. This approach makes use of a recently developed representation of conditional distributions as functions in a reproducing kernel Hilbert…

Machine Learning · Computer Science 2012-10-19 Steffen Grünewälder , Luca Baldassarre , Massimiliano Pontil , Arthur Gretton , Guy Lever

The field of dynamical systems is being transformed by the mathematical tools and algorithms emerging from modern computing and data science. First-principles derivations and asymptotic reductions are giving way to data-driven approaches…

Dynamical Systems · Mathematics 2021-11-02 Steven L. Brunton , Marko Budišić , Eurika Kaiser , J. Nathan Kutz

The Koopman operator induced by a dynamical system is inherently linear and provides an alternate method of studying many properties of the system, including attractor reconstruction and forecasting. Koopman eigenfunctions represent the…

Dynamical Systems · Mathematics 2020-11-26 Suddhasattwa Das , Dimitrios Giannakis

Koopman operators and transfer operators represent dynamical systems through their induced linear action on vector spaces of observables, enabling the use of operator-theoretic techniques to analyze nonlinear dynamics in state space. The…

Dynamical Systems · Mathematics 2024-06-10 Claire Valva , Dimitrios Giannakis