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Main Authors: Aka, Julius, Brunnemann, Johannes, Eiden, Jörg, Speerforck, Arne, Mikelsons, Lars
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2410.10174
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author Aka, Julius
Brunnemann, Johannes
Eiden, Jörg
Speerforck, Arne
Mikelsons, Lars
author_facet Aka, Julius
Brunnemann, Johannes
Eiden, Jörg
Speerforck, Arne
Mikelsons, Lars
contents Variational Autoencoders (VAEs) are a powerful framework for learning latent representations of reduced dimensionality, while Neural ODEs excel in learning transient system dynamics. This work combines the strengths of both to generate fast surrogate models with adjustable complexity reacting on time-varying inputs signals. By leveraging the VAE's dimensionality reduction using a nonhierarchical prior, our method adaptively assigns stochastic noise, naturally complementing known NeuralODE training enhancements and enabling probabilistic time series modeling. We show that standard Latent ODEs struggle with dimensionality reduction in systems with time-varying inputs. Our approach mitigates this by continuously propagating variational parameters through time, establishing fixed information channels in latent space. This results in a flexible and robust method that can learn different system complexities, e.g. deep neural networks or linear matrices. Hereby, it enables efficient approximation of the Koopman operator without the need for predefining its dimensionality. As our method balances dimensionality reduction and reconstruction accuracy, we call it Balanced Neural ODE (B-NODE). We demonstrate the effectiveness of this methods on several academic and real-world test cases, e.g. a power plant or MuJoCo data.
format Preprint
id arxiv_https___arxiv_org_abs_2410_10174
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Balanced Neural ODEs: nonlinear model order reduction and Koopman operator approximations
Aka, Julius
Brunnemann, Johannes
Eiden, Jörg
Speerforck, Arne
Mikelsons, Lars
Machine Learning
Variational Autoencoders (VAEs) are a powerful framework for learning latent representations of reduced dimensionality, while Neural ODEs excel in learning transient system dynamics. This work combines the strengths of both to generate fast surrogate models with adjustable complexity reacting on time-varying inputs signals. By leveraging the VAE's dimensionality reduction using a nonhierarchical prior, our method adaptively assigns stochastic noise, naturally complementing known NeuralODE training enhancements and enabling probabilistic time series modeling. We show that standard Latent ODEs struggle with dimensionality reduction in systems with time-varying inputs. Our approach mitigates this by continuously propagating variational parameters through time, establishing fixed information channels in latent space. This results in a flexible and robust method that can learn different system complexities, e.g. deep neural networks or linear matrices. Hereby, it enables efficient approximation of the Koopman operator without the need for predefining its dimensionality. As our method balances dimensionality reduction and reconstruction accuracy, we call it Balanced Neural ODE (B-NODE). We demonstrate the effectiveness of this methods on several academic and real-world test cases, e.g. a power plant or MuJoCo data.
title Balanced Neural ODEs: nonlinear model order reduction and Koopman operator approximations
topic Machine Learning
url https://arxiv.org/abs/2410.10174