Data-driven model discovery with Kolmogorov-Arnold networks

Fuente: arXiv
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Main Authors: Moradi, Mohammadamin, Panahi, Shirin, Bollt, Erik M., Lai, Ying-Cheng
Format: Preprint
Published: 2024
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author Moradi, Mohammadamin
Panahi, Shirin
Bollt, Erik M.
Lai, Ying-Cheng
author_facet Moradi, Mohammadamin
Panahi, Shirin
Bollt, Erik M.
Lai, Ying-Cheng
contents Data-driven model discovery of complex dynamical systems is typically done using sparse optimization, but it has a fundamental limitation: sparsity in that the underlying governing equations of the system contain only a small number of elementary mathematical terms. Examples where sparse optimization fails abound, such as the classic Ikeda or optical-cavity map in nonlinear dynamics and a large variety of ecosystems. Exploiting the recently articulated Kolmogorov-Arnold networks, we develop a general model-discovery framework for any dynamical systems including those that do not satisfy the sparsity condition. In particular, we demonstrate non-uniqueness in that a large number of approximate models of the system can be found which generate the same invariant set with the correct statistics such as the Lyapunov exponents and Kullback-Leibler divergence. An analogy to shadowing of numerical trajectories in chaotic systems is pointed out.
format Preprint
id arxiv_https___arxiv_org_abs_2409_15167
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Data-driven model discovery with Kolmogorov-Arnold networks
Moradi, Mohammadamin
Panahi, Shirin
Bollt, Erik M.
Lai, Ying-Cheng
Machine Learning
Dynamical Systems
Chaotic Dynamics
Data Analysis, Statistics and Probability
Data-driven model discovery of complex dynamical systems is typically done using sparse optimization, but it has a fundamental limitation: sparsity in that the underlying governing equations of the system contain only a small number of elementary mathematical terms. Examples where sparse optimization fails abound, such as the classic Ikeda or optical-cavity map in nonlinear dynamics and a large variety of ecosystems. Exploiting the recently articulated Kolmogorov-Arnold networks, we develop a general model-discovery framework for any dynamical systems including those that do not satisfy the sparsity condition. In particular, we demonstrate non-uniqueness in that a large number of approximate models of the system can be found which generate the same invariant set with the correct statistics such as the Lyapunov exponents and Kullback-Leibler divergence. An analogy to shadowing of numerical trajectories in chaotic systems is pointed out.
title Data-driven model discovery with Kolmogorov-Arnold networks
topic Machine Learning
Dynamical Systems
Chaotic Dynamics
Data Analysis, Statistics and Probability
url https://arxiv.org/abs/2409.15167