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Collaborating Authors

 Wikner, Alexander


Stabilizing Machine Learning Prediction of Dynamics: Noise and Noise-inspired Regularization

arXiv.org Artificial Intelligence

Recent work has shown that machine learning (ML) models can be trained to accurately forecast the dynamics of unknown chaotic dynamical systems. Short-term predictions of the state evolution and long-term predictions of the statistical patterns of the dynamics (``climate'') can be produced by employing a feedback loop, whereby the model is trained to predict forward one time step, then the model output is used as input for multiple time steps. In the absence of mitigating techniques, however, this technique can result in artificially rapid error growth. In this article, we systematically examine the technique of adding noise to the ML model input during training to promote stability and improve prediction accuracy. Furthermore, we introduce Linearized Multi-Noise Training (LMNT), a regularization technique that deterministically approximates the effect of many small, independent noise realizations added to the model input during training. Our case study uses reservoir computing, a machine-learning method using recurrent neural networks, to predict the spatiotemporal chaotic Kuramoto-Sivashinsky equation. We find that reservoir computers trained with noise or with LMNT produce climate predictions that appear to be indefinitely stable and have a climate very similar to the true system, while reservoir computers trained without regularization are unstable. Compared with other regularization techniques that yield stability in some cases, we find that both short-term and climate predictions from reservoir computers trained with noise or with LMNT are substantially more accurate. Finally, we show that the deterministic aspect of our LMNT regularization facilitates fast hyperparameter tuning when compared to training with noise.


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

arXiv.org Machine Learning

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.