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Learning Invariant Subspaces of Koopman Operators--Part 2: Heterogeneous Dictionary Mixing to Approximate Subspace Invariance

arXiv 2212.07365 ↗First posted 14 Dec 2022eess.SY cs.LG cs.SYcited by 0

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Abstract (arXiv)

This work builds on the models and concepts presented in part 1 to learn approximate dictionary representations of Koopman operators from data. Part I of this paper presented a methodology for arguing the subspace invariance of a Koopman dictionary. This methodology was demonstrated on the state-inclusive logistic lifting (SILL) basis. This is an affine basis augmented with conjunctive logistic functions. The SILL dictionary's nonlinear functions are homogeneous, a norm in data-driven dictionary learning of Koopman operators. In this paper, we discover that structured mixing of heterogeneous dictionary functions drawn from different classes of nonlinear functions achieve the same accuracy and dimensional scaling as the deep-learning-based deepDMD algorithm. We specifically show this by building a heterogeneous dictionary comprised of SILL functions and conjunctive radial basis functions (RBFs). This mixed dictionary achieves the same accuracy and dimensional scaling as deepDMD with an order of magnitude reduction in parameters, while maintaining geometric interpretability. These results strengthen the viability of dictionary-based Koopman models to solving high-dimensional nonlinear learning problems.

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References · 7

  1. 2014Adam: A Method for Stochastic Optimizationcited by 36,960
  2. 2017Deep learning for universal linear embeddings of nonlinear dynamicscited by 491
  3. 2017Learning Koopman Invariant Subspaces for Dynamic Mode Decompositioncited by 156
  4. 2017Linearly-Recurrent Autoencoder Networks for Learning Dynamicscited by 142
  5. 2017Time-lagged autoencoders: Deep learning of slow collective variables for molecular kineticscited by 64
  6. 2016Generalizing Koopman Theory to allow for inputs and controlcited by 49
  7. 2017A Class of Logistic Functions for Approximating State-Inclusive Koopman Operatorscited by 6

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