Tree-based Learning for High-Fidelity Prediction of Chaos

Fuente: arXiv
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Auteurs principaux: Giammarese, Adam, Rana, Kamal, Bollt, Erik M., Malik, Nishant
Format: Preprint
Publié: 2024
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author Giammarese, Adam
Rana, Kamal
Bollt, Erik M.
Malik, Nishant
author_facet Giammarese, Adam
Rana, Kamal
Bollt, Erik M.
Malik, Nishant
contents Model-free forecasting of the temporal evolution of chaotic systems is crucial but challenging. Existing solutions require hyperparameter tuning, significantly hindering their wider adoption. In this work, we introduce a tree-based approach not requiring hyperparameter tuning: TreeDOX. It uses time delay overembedding as explicit short-term memory and Extra-Trees Regressors to perform feature reduction and forecasting. We demonstrate the state-of-the-art performance of TreeDOX using the Henon map, Lorenz and Kuramoto-Sivashinsky systems, and the real-world Southern Oscillation Index.
format Preprint
id arxiv_https___arxiv_org_abs_2403_13836
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Tree-based Learning for High-Fidelity Prediction of Chaos
Giammarese, Adam
Rana, Kamal
Bollt, Erik M.
Malik, Nishant
Machine Learning
Dynamical Systems
Chaotic Dynamics
Data Analysis, Statistics and Probability
Model-free forecasting of the temporal evolution of chaotic systems is crucial but challenging. Existing solutions require hyperparameter tuning, significantly hindering their wider adoption. In this work, we introduce a tree-based approach not requiring hyperparameter tuning: TreeDOX. It uses time delay overembedding as explicit short-term memory and Extra-Trees Regressors to perform feature reduction and forecasting. We demonstrate the state-of-the-art performance of TreeDOX using the Henon map, Lorenz and Kuramoto-Sivashinsky systems, and the real-world Southern Oscillation Index.
title Tree-based Learning for High-Fidelity Prediction of Chaos
topic Machine Learning
Dynamical Systems
Chaotic Dynamics
Data Analysis, Statistics and Probability
url https://arxiv.org/abs/2403.13836