Non-intrusive model combination for learning dynamical systems

Abstract

In data-driven modelling of complex dynamic processes, it is often desirable to combine different classes of models to enhance performance. Examples include coupled models of different fidelities, or hybrid models based on physical knowledge and data-driven strategies. A key limitation of the broad adoption of model combination in applications is intrusiveness: training combined models typically requires significant modifications to the learning algorithm implementations, which may often be already well-developed and optimized for individual model spaces. In this work, we propose an iterative, non-intrusive methodology to combine two model spaces to learn dynamics from data. We show that this can be understood, at least in the linear setting, as finding the optimal solution in the direct sum of the two hypothesis spaces, while leveraging only the projection operators in each individual space. Hence, the proposed algorithm can be viewed as iterative projections, for which we can obtain estimates on its convergence properties. To highlight the extensive applicability of our framework, we conduct numerical experiments in various problem settings, with particular emphasis on various hybrid models based on the Koopman operator approach.