Learning solution operator of dynamical systems with diffusion maps kernel ridge regression

Fuente: arXiv
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Autores principales: Song, Jiwoo, Huang, Daning, Harlim, John
Formato: Preprint
Publicado: 2025
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author Song, Jiwoo
Huang, Daning
Harlim, John
author_facet Song, Jiwoo
Huang, Daning
Harlim, John
contents In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the proposed Diffusion Maps Kernel Ridge Regression (DM-KRR) method implicitly adapts to the intrinsic geometry of the system's invariant set, without requiring explicit manifold reconstruction or attractor modeling, procedures that often limit predictive performance. Across a broad range of systems, including smooth manifolds, chaotic attractors, and high-dimensional spatiotemporal flows, DM-KRR consistently outperforms state-of-the-art random feature, neural-network and operator-learning methods in both accuracy and data efficiency. These findings underscore that long-term predictive skill depends not only on model expressiveness, but critically on respecting the geometric constraints encoded in the data through dynamically consistent model selection. Together, simplicity, geometry awareness, and strong empirical performance point to a promising path for reliable and efficient learning of complex dynamical systems.
format Preprint
id arxiv_https___arxiv_org_abs_2512_17203
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Learning solution operator of dynamical systems with diffusion maps kernel ridge regression
Song, Jiwoo
Huang, Daning
Harlim, John
Machine Learning
Numerical Analysis
In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the proposed Diffusion Maps Kernel Ridge Regression (DM-KRR) method implicitly adapts to the intrinsic geometry of the system's invariant set, without requiring explicit manifold reconstruction or attractor modeling, procedures that often limit predictive performance. Across a broad range of systems, including smooth manifolds, chaotic attractors, and high-dimensional spatiotemporal flows, DM-KRR consistently outperforms state-of-the-art random feature, neural-network and operator-learning methods in both accuracy and data efficiency. These findings underscore that long-term predictive skill depends not only on model expressiveness, but critically on respecting the geometric constraints encoded in the data through dynamically consistent model selection. Together, simplicity, geometry awareness, and strong empirical performance point to a promising path for reliable and efficient learning of complex dynamical systems.
title Learning solution operator of dynamical systems with diffusion maps kernel ridge regression
topic Machine Learning
Numerical Analysis
url https://arxiv.org/abs/2512.17203