mlsanityData to 7 Oct 2026

Recurrent Deep Kernel Learning of Dynamical Systems

arXiv 2405.19785 ↗First posted 30 May 2024cs.LG stat.MLcited by 1

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Abstract (arXiv)

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 propose a data-driven, non-intrusive method that utilizes stochastic variational deep kernel learning (SVDKL) to discover low-dimensional latent spaces from data and a recurrent version of SVDKL for representing and predicting the evolution of latent dynamics. The proposed method is demonstrated with two challenging examples -- a double pendulum and a reaction-diffusion system. Results show that our framework is capable of (i) denoising and reconstructing measurements, (ii) learning compact representations of system states, (iii) predicting system evolution in low-dimensional latent spaces, and (iv) quantifying modeling uncertainties.

Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 23 of its 59 references that are in the map. First posted on arXiv 30 May 2024.

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23 of 59 references.

References · 23

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11 more
  1. 2022Reduced order modeling of parametrized systems through autoencoders and SINDy approach: continuation of periodic solutionscited by 29
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  6. 2021Data-driven geophysical forecasting: Simple, low-cost, and accurate baselines with kernel methodscited by 15
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  8. 2023Learning Dynamical Systems from Data: A Simple Cross-Validation Perspective, Part V: Sparse Kernel Flows for 132 Chaotic Dynamical Systemscited by 15
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