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Bibliographic Details
Main Author: Cohen, Ido
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.11302
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author Cohen, Ido
author_facet Cohen, Ido
contents \emph{Koopman Regularization} is a constrained optimization-based method to learn the governing equations from sparse and corrupted samples of the vector field. \emph{Koopman Regularization} extracts a functionally independent set of Koopman Eigenfunctions from the samples. This set implements the principle of parsimony, since, even though its cardinality is finite, it restores the dynamics precisely. \emph{Koopman Regularization} formulates the Koopman Partial Differential Equation as the objective function and the condition of functional independence as the feasible region. Then, this work suggests a barrier method-based algorithm to solve this constrained optimization problem that yields promising results in denoising, generalization, and dimensionality reduction.
format Preprint
id arxiv_https___arxiv_org_abs_2403_11302
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Koopman Regularization
Cohen, Ido
Dynamical Systems
Differential Geometry
\emph{Koopman Regularization} is a constrained optimization-based method to learn the governing equations from sparse and corrupted samples of the vector field. \emph{Koopman Regularization} extracts a functionally independent set of Koopman Eigenfunctions from the samples. This set implements the principle of parsimony, since, even though its cardinality is finite, it restores the dynamics precisely. \emph{Koopman Regularization} formulates the Koopman Partial Differential Equation as the objective function and the condition of functional independence as the feasible region. Then, this work suggests a barrier method-based algorithm to solve this constrained optimization problem that yields promising results in denoising, generalization, and dimensionality reduction.
title Koopman Regularization
topic Dynamical Systems
Differential Geometry
url https://arxiv.org/abs/2403.11302