# Conformal Online Learning of Deep Koopman Linear Embeddings

arXiv: https://arxiv.org/abs/2511.12760 · HTML: https://mlsanity.com/paper/2511.12760/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 25 of its 49 references that are in the map.
- First posted on arXiv 16 Nov 2025.

## Builds on (most cited first, 25 of 25)

- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantification](https://mlsanity.com/paper/2107.07511/) (2021)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Deep learning for universal linear embeddings of nonlinear dynamics](https://mlsanity.com/paper/1712.09707/) (2017)
- [Adaptive Conformal Inference Under Distribution Shift](https://mlsanity.com/paper/2106.00170/) (2021)
- [Modern Koopman Theory for Dynamical Systems](https://mlsanity.com/paper/2102.12086/) (2021)
- [Learning Koopman Invariant Subspaces for Dynamic Mode Decomposition](https://mlsanity.com/paper/1710.04340/) (2017)
- [Linearly-Recurrent Autoencoder Networks for Learning Dynamics](https://mlsanity.com/paper/1712.01378/) (2017)
- [Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control](https://mlsanity.com/paper/1611.03537/) (2016)
- [Learning Deep Neural Network Representations for Koopman Operators of Nonlinear Dynamical Systems](https://mlsanity.com/paper/1708.06850/) (2017)
- [Conformal PID Control for Time Series Prediction](https://mlsanity.com/paper/2307.16895/) (2023)
- [Improved Online Conformal Prediction via Strongly Adaptive Online Learning](https://mlsanity.com/paper/2302.07869/) (2023)
- [Learning Dynamical Systems via Koopman Operator Regression in Reproducing Kernel Hilbert Spaces](https://mlsanity.com/paper/2205.14027/) (2022)
- [Time-lagged autoencoders: Deep learning of slow collective variables for molecular kinetics](https://mlsanity.com/paper/1710.11239/) (2017)
- [Sharp Spectral Rates for Koopman Operator Learning](https://mlsanity.com/paper/2302.02004/) (2023)
- [Online Non-Convex Learning: Following the Perturbed Leader is Optimal](https://mlsanity.com/paper/1903.08110/) (2019)
- [Kernel-based approximation of the Koopman generator and Schr"odinger operator](https://mlsanity.com/paper/2005.13231/) (2020)
- [Online dynamic mode decomposition for time-varying systems](https://mlsanity.com/paper/1707.02876/) (2017)
- [Deep Koopman Learning of Nonlinear Time-Varying Systems](https://mlsanity.com/paper/2210.06272/) (2022)
- [ResKoopNet: Learning Koopman Representations for Complex Dynamics with Spectral Residuals](https://mlsanity.com/paper/2501.00701/) (2025)
- [Online Real-time Learning of Dynamical Systems from Noisy Streaming Data: A Koopman Operator Approach](https://mlsanity.com/paper/2212.05259/) (2022)
- [Online Learning of Dynamical Systems: An Operator Theoretic Approach](https://mlsanity.com/paper/1909.12520/) (2019)
- [Online Learning Koopman operator for closed-loop electrical neurostimulation in epilepsy](https://mlsanity.com/paper/2103.14321/) (2021)
- [Finite-time Koopman Identifier: A Unified Batch-online Learning Framework for Joint Learning of Koopman Structure and Parameters](https://mlsanity.com/paper/2105.05903/) (2021)
- [Online learning of Koopman operator using streaming data from different dynamical regimes](https://mlsanity.com/paper/2407.13940/) (2024)

## Abstract (arXiv)

We introduce Conformal Online Learning of Koopman embeddings (COLoKe), a novel framework for adaptively updating Koopman-invariant representations of nonlinear dynamical systems from streaming data. Our modeling approach combines deep feature learning with multistep prediction consistency in the lifted space, where the dynamics evolve linearly. To prevent overfitting, COLoKe employs a conformal-style mechanism that shifts the focus from evaluating the conformity of new states to assessing the consistency of the current Koopman model. Updates are triggered only when the current model's prediction error exceeds a dynamically calibrated threshold, allowing selective refinement of the Koopman operator and embedding. Empirical results on benchmark dynamical systems demonstrate the effectiveness of COLoKe in maintaining long-term predictive accuracy while significantly reducing unnecessary updates and avoiding overfitting.
