Saved in:
Bibliographic Details
Main Authors: Yang, Yiming, Cheng, Xiaoyuan, Giles, Daniel, Cheng, Sibo, He, Yi, Xue, Xiao, Chen, Boli, Hu, Yukun
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2501.13312
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866912427156701184
author Yang, Yiming
Cheng, Xiaoyuan
Giles, Daniel
Cheng, Sibo
He, Yi
Xue, Xiao
Chen, Boli
Hu, Yukun
author_facet Yang, Yiming
Cheng, Xiaoyuan
Giles, Daniel
Cheng, Sibo
He, Yi
Xue, Xiao
Chen, Boli
Hu, Yukun
contents Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it faces high computational costs in complex nonlinear systems and depends on imperfect state-observation mappings. Deep learning (DL) offers more expressive approximators, while integrating DL models into 4D-Var is challenging due to their nonlinearities and lack of theoretical guarantees in assimilation results. In this paper, we propose Tensor-Var, a novel framework that integrates kernel conditional mean embedding (CME) with 4D-Var to linearize nonlinear dynamics, achieving convex optimization in a learned feature space. Moreover, our method provides a new perspective for solving 4D-Var in a linear way, offering theoretical guarantees of consistent assimilation results between the original and feature spaces. To handle large-scale problems, we propose a method to learn deep features using neural networks within the Tensor-Var framework. Experiments on chaotic systems and global weather prediction with real-time observations show that Tensor-Var outperforms conventional and DL hybrid 4D-Var baselines in accuracy while achieving a 10- to 20-fold speed improvement.
format Preprint
id arxiv_https___arxiv_org_abs_2501_13312
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Tensor-Var: Efficient Four-Dimensional Variational Data Assimilation
Yang, Yiming
Cheng, Xiaoyuan
Giles, Daniel
Cheng, Sibo
He, Yi
Xue, Xiao
Chen, Boli
Hu, Yukun
Machine Learning
Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it faces high computational costs in complex nonlinear systems and depends on imperfect state-observation mappings. Deep learning (DL) offers more expressive approximators, while integrating DL models into 4D-Var is challenging due to their nonlinearities and lack of theoretical guarantees in assimilation results. In this paper, we propose Tensor-Var, a novel framework that integrates kernel conditional mean embedding (CME) with 4D-Var to linearize nonlinear dynamics, achieving convex optimization in a learned feature space. Moreover, our method provides a new perspective for solving 4D-Var in a linear way, offering theoretical guarantees of consistent assimilation results between the original and feature spaces. To handle large-scale problems, we propose a method to learn deep features using neural networks within the Tensor-Var framework. Experiments on chaotic systems and global weather prediction with real-time observations show that Tensor-Var outperforms conventional and DL hybrid 4D-Var baselines in accuracy while achieving a 10- to 20-fold speed improvement.
title Tensor-Var: Efficient Four-Dimensional Variational Data Assimilation
topic Machine Learning
url https://arxiv.org/abs/2501.13312