Hugging Face Trending Papers

Cluster-Weighted EDMD

Extended Dynamic Mode Decomposition (EDMD) approximates Koopman operators from data, but a single global operator is inefficient when different state-space regions exhibit distinct local dynamics. We introduce Cluster-Weighted EDMD (CW-EDMD), which jointly learns a soft phase-space partition and a per-cluster EDMD operator.

arXiv Machine Learning
Jul 15

Cluster-Weighted EDMD

arXiv:2607. 12243v1 Announce Type: new Abstract: Extended Dynamic Mode Decomposition (EDMD) approximates Koopman operators from data, but a single global operator is inefficient when different state-space regions exhibit distinct local dynamics.

By Lorenzo Tomaz, Judd Rosenblatt, Flavio Kicis, Thomas B. Jones, Diogo Schwerz de Lucena
arXiv Machine Learning
Sep 25

Functional dynamic mode decomposition: Learning infinite-dimensional systems from data

The paper introduces Functional Dynamic Mode Decomposition (fDMD), extending traditional DMD to infinite-dimensional systems by learning finite-rank operators from functional data such as observables, densities, or wavefunctions. It demonstrates that conventional DMD algorithms are special cases of fDMD and illustrates the approach with examples involving Koopman, Perron‑Frobenius, and Koopman‑von Neumann operators for graphons, ODEs, and SDEs.

By Stefan Klus, Eirini Ioannou
arXiv Machine Learning
Aug 28

Data-driven Koopman mode approximation: A neural power iteration algorithm

This paper introduces a data‑driven neural power‑iteration algorithm for approximating the dominant eigenfunctions (modes) of the Koopman operator in nonlinear dynamical systems. By avoiding explicit construction of the operator’s projection, the method sidesteps the curse of dimensionality that plagues expressive neural templates. The authors provide theoretical convergence guarantees tied to sample size and network width, and demonstrate through numerical experiments that the approach yields accurate, smooth mode approximations without the drawbacks of traditional techniques such as extended dynamic mode decomposition.

By Guillaume O. Berger, Rapha\"el M. Jungers
arXiv AI
Sep 17

Principled Koopman Representations with Kalman Inference for Efficient Time-Series Prediction

The paper introduces K$^2$SVD, a method that learns the leading singular functions of the Koopman operator by optimizing a Hilbert-Schmidt objective, producing a low‑rank, interpretable Koopman representation with a compact latent space. In this space, temporal evolution is modeled with a linear Gaussian state‑space model and inference is performed via Kalman filtering to reduce noise accumulation in multi‑step predictions. Experiments demonstrate that K$^2$SVD outperforms state‑of‑the‑art methods on multiple datasets, achieving faster prediction speeds and lower computational cost.

By Ruiquan Li, Yuheng Bu