Weighted Birkhoff Averages Accelerate Data-Driven Methods
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arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866911466780622848 |
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| author | Bou-Sakr-El-Tayar, Maria Bramburger, Jason J. Colbrook, Matthew J. |
| author_facet | Bou-Sakr-El-Tayar, Maria Bramburger, Jason J. Colbrook, Matthew J. |
| contents | Many data-driven algorithms in dynamical systems rely on ergodic averages that converge painfully slowly. One simple idea changes this: taper the ends. Weighted Birkhoff averages can converge much faster (sometimes superpolynomially, even exponentially) and can be incorporated seamlessly into existing methods. We demonstrate this with five weighted algorithms: weighted Dynamic Mode Decomposition (wtDMD), weighted Extended DMD (wtEDMD), weighted Sparse Identification of Nonlinear Dynamics (wtSINDy), weighted spectral measure estimation, and weighted diffusion forecasting. Across examples ranging from fluid flows to El Niño data, the message is clear: weighting costs nothing, is easy to implement, and often delivers markedly better results from the same data. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_17772 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Weighted Birkhoff Averages Accelerate Data-Driven Methods Bou-Sakr-El-Tayar, Maria Bramburger, Jason J. Colbrook, Matthew J. Dynamical Systems Machine Learning Chaotic Dynamics Many data-driven algorithms in dynamical systems rely on ergodic averages that converge painfully slowly. One simple idea changes this: taper the ends. Weighted Birkhoff averages can converge much faster (sometimes superpolynomially, even exponentially) and can be incorporated seamlessly into existing methods. We demonstrate this with five weighted algorithms: weighted Dynamic Mode Decomposition (wtDMD), weighted Extended DMD (wtEDMD), weighted Sparse Identification of Nonlinear Dynamics (wtSINDy), weighted spectral measure estimation, and weighted diffusion forecasting. Across examples ranging from fluid flows to El Niño data, the message is clear: weighting costs nothing, is easy to implement, and often delivers markedly better results from the same data. |
| title | Weighted Birkhoff Averages Accelerate Data-Driven Methods |
| topic | Dynamical Systems Machine Learning Chaotic Dynamics |
| url | https://arxiv.org/abs/2511.17772 |