Learning dynamical systems from data: a simple cross-validation perspective

DOI10.1016/J.PHYSD.2020.132817MaRDI QIDQ6344788arXivFDO

Authors B. Hamzi, Houman Owhadi

Publication date 9 July 2020

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.PHYSD.2020.132817

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Learning and adaptive systems in artificial intelligence (68T05)

arXiv classification

cs.LGmath.DSnlin.CDstat.COstat.ML

Abstract: Regressing the vector field of a dynamical system from a finite number of observed states is a natural way to learn surrogate models for such systems. We present variants of cross-validation (Kernel Flows cite{Owhadi19} and its variants based on Maximum Mean Discrepancy and Lyapunov exponents) as simple approaches for learning the kernel used in these emulators.

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