arXiv subjects

Anthony Frion

Publications and source records attributed to Anthony Frion.

7 recordsLinked to original sources

arXiv2026

ADDA: a Modular Framework for Representing, Simulating and Assimilating Dynamics with End-to-end Differentiability

Data assimilation (DA) is an essential tool for prediction and understanding in the geosciences. DA combines simulation programs representing scientific knowledge with observations that constrain system dynamics, resulting in analyses and forecasts that incorporate both knowledge and data. DA tasks can be addressed with a diverse toolset, including variational, ensemble and learning-based methods. In particular, many recent works have proposed using automatic differentiation tools for variational, learning-based or hybrid methods. However, comprehensive comparisons across algorithms and dynamical systems remain challenging, due to the incompatibility of simulation and assimilation codes, inflexible handling of spatial and temporal discretizations, specialization of DA methods to specific simulations, and limited support for automatic differentiation and parallel computation in simulations. To address this challenge, we introduce Automatic Differentiation for Data Assimilation (ADDA), a software framework for defining and working with system states, simulations, observation schemes and DA methods. ADDA provides a powerful and flexible set of base classes for representing dynamical systems and observation operators, with support for collocated and staggered grids, unstructured meshes, Lagrangian state variables and irregular or continuous-time observations. Parallel processing and differentiability are first-class features, with support for batch axes and automatic differentiation throughout. ADDA is implemented in PyTorch library, but supports DA for JAX-based computation of dynamics and their gradients. To demonstrate its features, we further provide differentiable, ADDA-compatible implementations of 10 dynamical systems of various dimensionalities and scales, from which we design multiple illustrative DA examples. All of our code is publicly available at https://github.com/m-dml/ADDA.

cs.MS↗

arXiv2025

Uncertainty-aware data assimilation through variational inference

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing deterministic machine learning approach, we propose a variational inference-based extension in which the predicted state follows a multivariate Gaussian distribution. Using the chaotic Lorenz-96 dynamics as a testing ground, we show that our new model enables to obtain nearly perfectly calibrated predictions, and can be integrated in a wider variational data assimilation pipeline in order to achieve greater benefit from increasing lengths of data assimilation windows. Our code is available at https://github.com/anthony-frion/Stochastic_CODA.

cs.LG↗

arXiv2025

Augmented Invertible Koopman Autoencoder for long-term time series forecasting

Following the introduction of Dynamic Mode Decomposition and its numerous extensions, many neural autoencoder-based implementations of the Koopman operator have recently been proposed. This class of methods appears to be of interest for modeling dynamical systems, either through direct long-term prediction of the evolution of the state or as a powerful embedding for downstream methods. In particular, a recent line of work has developed invertible Koopman autoencoders (IKAEs), which provide an exact reconstruction of the input state thanks to their analytically invertible encoder, based on coupling layer normalizing flow models. We identify that the conservation of the dimension imposed by the normalizing flows is a limitation for the IKAE models, and thus we propose to augment the latent state with a second, non-invertible encoder network. This results in our new model: the Augmented Invertible Koopman AutoEncoder (AIKAE). We demonstrate the relevance of the AIKAE through a series of long-term time series forecasting experiments, on satellite image time series as well as on a benchmark involving predictions based on a large lookback window of observations.

cs.LG↗

arXiv2024

Koopman Ensembles for Probabilistic Time Series Forecasting

In the context of an increasing popularity of data-driven models to represent dynamical systems, many machine learning-based implementations of the Koopman operator have recently been proposed. However, the vast majority of those works are limited to deterministic predictions, while the knowledge of uncertainty is critical in fields like meteorology and climatology. In this work, we investigate the training of ensembles of models to produce stochastic outputs. We show through experiments on real remote sensing image time series that ensembles of independently trained models are highly overconfident and that using a training criterion that explicitly encourages the members to produce predictions with high inter-model variances greatly improves the uncertainty quantification of the ensembles.

cs.LG↗

arXiv2023

Neural Koopman prior for data assimilation

With the increasing availability of large scale datasets, computational power and tools like automatic differentiation and expressive neural network architectures, sequential data are now often treated in a data-driven way, with a dynamical model trained from the observation data. While neural networks are often seen as uninterpretable black-box architectures, they can still benefit from physical priors on the data and from mathematical knowledge. In this paper, we use a neural network architecture which leverages the long-known Koopman operator theory to embed dynamical systems in latent spaces where their dynamics can be described linearly, enabling a number of appealing features. We introduce methods that enable to train such a model for long-term continuous reconstruction, even in difficult contexts where the data comes in irregularly-sampled time series. The potential for self-supervised learning is also demonstrated, as we show the promising use of trained dynamical models as priors for variational data assimilation techniques, with applications to e.g. time series interpolation and forecasting.

cs.LG↗

arXiv2023

Learning Sentinel-2 reflectance dynamics for data-driven assimilation and forecasting

Over the last few years, massive amounts of satellite multispectral and hyperspectral images covering the Earth's surface have been made publicly available for scientific purpose, for example through the European Copernicus project. Simultaneously, the development of self-supervised learning (SSL) methods has sparked great interest in the remote sensing community, enabling to learn latent representations from unlabeled data to help treating downstream tasks for which there is few annotated examples, such as interpolation, forecasting or unmixing. Following this line, we train a deep learning model inspired from the Koopman operator theory to model long-term reflectance dynamics in an unsupervised way. We show that this trained model, being differentiable, can be used as a prior for data assimilation in a straightforward way. Our datasets, which are composed of Sentinel-2 multispectral image time series, are publicly released with several levels of treatment.

eess.IV↗

arXiv2023

Leveraging Neural Koopman Operators to Learn Continuous Representations of Dynamical Systems from Scarce Data

Over the last few years, several works have proposed deep learning architectures to learn dynamical systems from observation data with no or little knowledge of the underlying physics. A line of work relies on learning representations where the dynamics of the underlying phenomenon can be described by a linear operator, based on the Koopman operator theory. However, despite being able to provide reliable long-term predictions for some dynamical systems in ideal situations, the methods proposed so far have limitations, such as requiring to discretize intrinsically continuous dynamical systems, leading to data loss, especially when handling incomplete or sparsely sampled data. Here, we propose a new deep Koopman framework that represents dynamics in an intrinsically continuous way, leading to better performance on limited training data, as exemplified on several datasets arising from dynamical systems.

cs.LG↗