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Jaideep Pathak

Publications and source records attributed to Jaideep Pathak.

22 records · Page 2Linked to original sources

Combining Machine Learning with Knowledge-Based Modeling for Scalable Forecasting and Subgrid-Scale Closure of Large, Complex, Spatiotemporal Systems

We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous system states and an imperfect model of the full system dynamics. Specifically, we attempt to utilize machine learning as the essential tool for integrating the use of past data into predictions. In order to facilitate scalability to the common scenario of interest where the spatiotemporally chaotic system is very large and complex, we propose combining two approaches:(i) a parallel machine learning prediction scheme; and (ii) a hybrid technique, for a composite prediction system composed of a knowledge-based component and a machine-learning-based component. We demonstrate that not only can this method combining (i) and (ii) be scaled to give excellent performance for very large systems, but also that the length of time series data needed to train our multiple, parallel machine learning components is dramatically less than that necessary without parallelization. Furthermore, considering cases where computational realization of the knowledge-based component does not resolve subgrid-scale processes, our scheme is able to use training data to incorporate the effect of the unresolved short-scale dynamics upon the resolved longer-scale dynamics ("subgrid-scale closure").

cs.LG

Using Machine Learning to Assess Short Term Causal Dependence and Infer Network Links

We introduce and test a general machine-learning-based technique for the inference of short term causal dependence between state variables of an unknown dynamical system from time series measurements of its state variables. Our technique leverages the results of a machine learning process for short time prediction to achieve our goal. The basic idea is to use the machine learning to estimate the elements of the Jacobian matrix of the dynamical flow along an orbit. The type of machine learning that we employ is reservoir computing. We present numerical tests on link inference of a network of interacting dynamical nodes. It is seen that dynamical noise can greatly enhance the effectiveness of our technique, while observational noise degrades the effectiveness. We believe that the competition between these two opposing types of noise will be the key factor determining the success of causal inference in many of the most important application situations.

nlin.AO

Hybrid Forecasting of Chaotic Processes: Using Machine Learning in Conjunction with a Knowledge-Based Model

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have demonstrated promising results for forecasting chaotic systems purely from past time series measurements of system state variables (training data), without prior knowledge of the system dynamics. The motivation for this paper is the potential of machine learning for filling in the gaps in our underlying mechanistic knowledge that cause widely-used knowledge-based models to be inaccurate. Thus we here propose a general method that leverages the advantages of these two approaches by combining a knowledge-based model and a machine learning technique to build a hybrid forecasting scheme. Potential applications for such an approach are numerous (e.g., improving weather forecasting). We demonstrate and test the utility of this approach using a particular illustrative version of a machine learning known as reservoir computing, and we apply the resulting hybrid forecaster to a low-dimensional chaotic system, as well as to a high-dimensional spatiotemporal chaotic system. These tests yield extremely promising results in that our hybrid technique is able to accurately predict for a much longer period of time than either its machine-learning component or its model-based component alone.

cs.LG

Using Machine Learning to Replicate Chaotic Attractors and Calculate Lyapunov Exponents from Data

We use recent advances in the machine learning area known as 'reservoir computing' to formulate a method for model-free estimation from data of the Lyapunov exponents of a chaotic process. The technique uses a limited time series of measurements as input to a high-dimensional dynamical system called a 'reservoir'. After the reservoir's response to the data is recorded, linear regression is used to learn a large set of parameters, called the 'output weights'. The learned output weights are then used to form a modified autonomous reservoir designed to be capable of producing arbitrarily long time series whose ergodic properties approximate those of the input signal. When successful, we say that the autonomous reservoir reproduces the attractor's 'climate'. Since the reservoir equations and output weights are known, we can compute derivatives needed to determine the Lyapunov exponents of the autonomous reservoir, which we then use as estimates of the Lyapunov exponents for the original input generating system. We illustrate the effectiveness of our technique with two examples, the Lorenz system, and the Kuramoto-Sivashinsky (KS) equation. In particular, we use the Lorenz system to show that achieving climate reproduction may require tuning of the reservoir parameters. For the case of the KS equation, we note that as the system's spatial size is increased, the number of Lyapunov exponents increases, thus yielding a challenging test of our method, which we find the method successfully passes.

nlin.CD