Universal Learning of Nonlinear Dynamics
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Abstract (arXiv)
We study the fundamental problem of learning a marginally stable unknown nonlinear dynamical system. We describe an algorithm for this problem, based on the technique of spectral filtering, which learns a mapping from past observations to the next based on a spectral representation of the system. Using techniques from online convex optimization, we prove vanishing prediction error for any nonlinear dynamical system that has finitely many marginally stable modes, with rates governed by a novel quantitative control-theoretic notion of learnability. The main technical component of our method is a new spectral filtering algorithm for linear dynamical systems, which incorporates past observations and applies to general noisy and marginally stable systems. This significantly generalizes the original spectral filtering algorithm to both asymmetric dynamics as well as incorporating noise correction, and is of independent interest.
Key facts. Cited by 5 papers in the map (data through 14 Oct 2026). Builds on 27 of its 50 references that are in the map. First posted on arXiv 16 Aug 2025.
Builds on
27 of 50 references.
References · 27
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15 more
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Built on by
Citing papers per year: 2025: 1; 2026: 4.
5 papers.
- 2025Research Program: Theory of Learning in Dynamical Systemscited by 5
- 2026The Power of Second Order Methods for Sequence Preconditioningcited by 1
- 2026SFO: Learning PDE Operators via Spectral Filteringcited by 0
- 2026Two-Layer Linear Auto-Regressive Models Estimate Latent Statescited by 0
- 2026Spectral Distillation: From Nonlinear Dynamics to Linear State-Space Modelscited by 0
- 2026Spectral Distillation: From Nonlinear Dynamics to Linear State-Space Models5 Aug 2026
- 2026Two-Layer Linear Auto-Regressive Models Estimate Latent States10 Jun 2026
- 2026The Power of Second Order Methods for Sequence Preconditioning8 May 2026
- 2026SFO: Learning PDE Operators via Spectral Filtering23 Jan 2026
- 2025Research Program: Theory of Learning in Dynamical Systems22 Dec 2025