REVIEW 4 major objections 5 minor 27 references
Data-driven Koopman Operator-based Prediction and Control Using Model Averaging
T0 review · 4 major / 5 minor · reviewed 2026-08-11 · deepseek-v4-flash
Pith's one-line read Weighted Koopman ensemble beats single-model prediction and control.
desk verdict A clean but thinly evidenced model-averaging recipe for Koopman embeddings; worth reviewing, but the generalization claim is contradicted by the paper's own validation numbers. read the letter →
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
The reading
What carries the argument
The central object is the weighted linear embedding model of Equations (28)–(29), whose parameters are Bayesian-Model-Averaging-weighted sums of the ensemble members' parameters. The key mechanism is that the posterior expectation of the next embedded state, $\mathbb{E}[z_{k+1}\mid D]=\sum_i w_i(A_i z_k+B_i u_k)$, preserves the form of a single linear time-invariant system, so the averaged model still supports linear LQR and MPC designs. The feature map $g(\cdot;\theta_g)$ learned once by a neural-network base model on subset $D_1$ is shared by all ensemble members; the remaining members are obtained by closed-form EDMD fits on data subsets, and the weights $w_i$ are approximated by an AIC-type pseudo-BMA (expected log pointwise predictive density) computed on a holdout set.
What would settle it
Run the same Duffing and cartpole experiments but train the base model on a narrow slice of the state space (for example, initial conditions only in $[0,1]^2$, with the ensemble subsets drawn from the full $[-3,3]^2$ range) so that the shared $g$ is demonstrably poor outside the base region. If the weighted model still beats the single normal neural-network model on the full-range test data, the shared-feature assumption is not the limiting factor; if KMA degrades to the level of the individual EDMD fits, that would show the result hinges on having a good base feature map.
Extended reading notes
Core claim
The central claim is that a weighted linear embedding model, formed as $z_{k+1}\approx(\sum_i w_i A_i)z_k+(\sum_i w_i B_i)u_k$ and $x^{\mathrm{pred}}_{k+1}=(\sum_i w_i C_i A_i)z_k+(\sum_i w_i C_i B_i)u_k$, where the weights $w_i$ approximate posterior model evidence, is a better and more generalizable predictor of nonlinear controlled dynamics than any single Koopman-based model in the ensemble. The paper shows that applying Bayesian Model Averaging to point estimates of the embedded state and the original state collapses the ensemble back into the same linear embedding structure used for LQR and MPC, so the model-uncertainty-aware average costs no additional control-design complexity. The Duffing oscillator and cartpole experiments support the claim: KMA matches or outperforms both an EDMD model and a neural-network-trained single model in state prediction, LQR stabilization, and reference-tracking MPC, despite the base model used in KMA having a larger validation loss than the normal neural-network model, which the authors interpret as better behavior on unseen operating regimes.
Load-bearing premise
The whole method depends on the single feature map $g$ learned by the base model on the first data subset being a good enough embedding for all the operating regimes the other ensemble models are fit on; if that one map is poor outside the base training region, the later weighted-average fits cannot repair it, and the paper does not test how sensitive KMA is to this feature-map choice.
Editorial extensions
If this is right
- Because the averaged model is itself linear time-invariant, any LQR, linear MPC, or other linear controller design can be applied directly to it; controller synthesis needs no change relative to single-model Koopman approaches.
- The method turns a single expensive neural-network training into one base training plus several cheap closed-form EDMD fits, so improving generalization through ensembling does not require repeatedly solving the non-convex training problem.
- The weighted parameters remain interpretable: each ensemble member contributes according to its posterior evidence on holdout data, which gives a principled way to discard or down-weight poorly performing models.
- On the two tested systems, a model with a worse validation loss (the KMA base model) outperformed a better-fit single model in reference tracking and long-horizon prediction, indicating that validation loss on a finite data set is not a reliable proxy for closed-loop control performance.
Reading between the lines
- The success of KMA likely depends on the holdout set $D_a$ being representative of where the model will be used, since the pseudo-BMA weights are estimated on that set; a deployment distribution that shifts away from $D_a$ would require recomputing weights.
- The same parameter-averaging recipe could be applied to bilinear Koopman embeddings or to models with nonlinear decoders, since only the linear-in-the-parameters structure is used in the derivation; this is a direct extension the paper does not test.
- A natural next experiment is to compare KMA against other ensemble combination rules (plain averaging, stacking, or weights based on validation error) on the same benchmarks to isolate how much of the gain comes from Bayesian weighting versus from having multiple EDMD fits with a shared feature map.
- The paper reports only point estimates of the posterior; extending to full predictive covariance would enable uncertainty-aware MPC, which would use the same Gaussian assumptions that are already stated.
Signed reviews
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper proposes a model-averaging method for Koopman operator-based modeling of unknown nonlinear control systems. A base neural-network Koopman model is trained on a subset of the data to obtain feature maps; an ensemble of linear embedding models is then fitted on different subsets via EDMD, and Bayesian Model Averaging (BMA) weights, computed on a calibration set D_a, are used to form a weighted linear model (Eqs. (28)-(29)). The authors claim that this weighted model has better state-prediction accuracy and generalizability than a single model, and they support the claim with two numerical examples (Duffing oscillator and cartpole) covering prediction, LQR, and MPC.
Significance. If the empirical claims held, the paper would present a simple, modular way to combine multiple Koopman models into a single linear embedding model while remaining model-uncertainty aware. The derivation of the weighted model from BMA is elementary and correct, the algorithm is explicitly stated, and the idea of averaging in the embedding space is reasonable. However, the evidence for the central generalization claim is thin: only two examples, single hand-selected trajectories, no error bars or statistical analysis, and in both examples the reported validation loss of the proposed model is worse than that of the normal NN baseline. The significance is therefore conditional on a substantially strengthened empirical evaluation.
major comments (4)
- [Section V-B, Fig. 2b] The central claim that the proposed weighted model has better predictive capability and generalizability than a single model is not supported by the paper's own quantitative results. In the cartpole example, the validation loss of the proposed model is 2.82e-5, which is higher than the normal NN model's 1.16e-5, and the claimed advantage rests entirely on one hand-selected trajectory (IC 2) with no error bars, multiple seeds, or rollout statistics. The authors should report prediction errors (e.g., mean and standard deviation over many initial conditions) and establish statistical significance rather than relying on a single favorable trajectory.
- [Section V-A and Algorithm 1, Step 5] The comparison between the proposed method and the baselines is confounded by the role of the data set D_a. The normal NN and EDMD baselines are trained on the entire data set D = (∪_i D_i) ∪ D_a, while the proposed KMA uses D_a only to compute the BMA weights (Algorithm 1, Step 5). Thus D_a acts as a validation/calibration set for KMA but as a training set for the baselines, making the reported validation losses and closed-loop comparisons not apples-to-apples. The authors should either train the baselines only on ∪_i D_i and use a separate held-out test set for all methods, or clearly define and use a test set that no method has seen during any stage of training or weight computation.
- [Section IV-A, Eq. (19)] The computation of the BMA weights is under-specified, which is load-bearing because the weighted model (28)-(29) is determined entirely by these weights. The text states only that 'PyMC is used to compute w_i' but does not specify the likelihood model, the priors, or how the Gaussian assumptions in Eqs. (24)-(25) are used, nor how the integrals in Eq. (16) are approximated. Without these details, the method is not reproducible. Please provide the exact probabilistic model, the estimation procedure (e.g., the LOO approximation used), and all relevant hyperparameters.
- [Section V-A, Fig. 1e and Section V-B, Fig. 2b] The claimed superiority of the proposed model over the normal NN model is based on qualitative observations of single closed-loop or prediction trajectories. In the Duffing example, no validation loss for the actual weighted model is reported—only that of the base model—so the generalization claim for KMA is unquantified; the single MPC trajectory (Fig. 1e) is not enough to establish the advantage. The authors should provide quantitative performance metrics (e.g., tracking error, state prediction RMSE over an ensemble of initial conditions, and closed-loop cost) and, for Duffing, report the weighted model's validation loss as well.
minor comments (5)
- [Section II, Eq. (12)] There is a typo in Eq. (12): the virtual system should be written as ξ_{k+1} = A ξ_k + B u_k, not ξ_{k+1} = A ξ_{k+1} + B u_k.
- [Section IV-A, Eq. (19)] The expression for elpd_i is confusing: the integral over the true distribution p_t(\tilde{q}_j) is not the quantity that is evaluated in practice, and the notation \tilde{q}_j is not defined clearly. Please rewrite Eq. (19) using the usual definition of the expected log pointwise predictive density or the LOO approximation used to compute it.
- [Section IV-A] The phrase 'posterior model evidence' for p(M_i | D) is imprecise; Eq. (15) gives the posterior model probability. The marginal likelihood in Eq. (16) is the model evidence.
- [Section V-A] The discretization used to obtain the difference equation from the continuous Duffing dynamics is not stated; the text says only that a first-order discretization is used with Δt = 0.01. Please give the explicit update formula.
- [Section V-A and V-B] The numerical setup is missing several training details needed for reproducibility: the values of the loss weights λ1 and λ2, the optimizer, learning rate, number of epochs, batch size, and random seeds. Please include these details or a pointer to released code.
Circularity Check
No significant circularity: KMA is a standard BMA-weighted ensemble whose construction is explicit and whose predictions are not used to fit the model.
full rationale
The derivation chain in Section IV is self-contained. The weighted model (28)-(29) is obtained by taking the expectation in (18) under the Gaussian assumptions (24)-(25), with weights w_i computed by pseudo-BMA (19) on a calibration subset D_a. This is a definitional statistical construction, not a circular derivation: no equation uses the evaluation targets or the reported test trajectories to define the model. The shared feature map g is learned on D_1 and then fixed, and the ensemble matrices are EDMD fits on disjoint subsets D_i; the weighted parameters are convex combinations of those fits. The claim that KMA generalizes better is an empirical assertion, and the paper's own reported validation losses (1.16e-5 vs 2.82e-5 in cartpole; 7.60e-6 vs 1.81e-5 for the base model in Duffing) actually undercut it. However, weakness of evidence or mismatch between claim and numbers is a correctness/evidence concern, not circularity. Self-citations ([6], [10], [11], [19]) are contextual references and are not load-bearing in the derivation; no uniqueness theorem or ansatz is imported from the authors' prior work to force the result. Therefore the circularity score is 0.
Assumptions & free parameters
free parameters (4)
- Loss weights lambda1, lambda2 =
not reported
- BMA weights w_i =
not reported
- Ensemble size N and subset sizes =
N=5; 100 trajectories per Di; 50 trajectories in Da
- Neural network architecture =
10 neurons, one hidden layer (Duffing); two hidden layers (cartpole)
assumptions (4)
- domain assumption The dynamics (1) is unknown, but the data set D is drawn from it and is representative of the operating conditions where the model will be used.
- domain assumption The chosen feature map g spans an approximately invariant subspace for the control dynamics, so the linear embedding model (9) is a valid surrogate.
- ad hoc to paper The conditional distributions of z_{k+1} and x_{k+1} given each model are Gaussian with common covariances Sigma_z and Sigma (Eqs. (24)-(25)).
- domain assumption AIC-type pseudo-BMA weights with LOO approximate the posterior model evidence p(M_i | D) in Eq. (15).
Cite this review
Pith. "Pith review of Data-driven Koopman Operator-based Prediction and Control Using Model Averaging." pith.science (2026). https://pith.science/paper/IOA7DZZN
@misc{pith2026241202984,
author = {Pith},
title = {Pith review of: Data-driven Koopman Operator-based Prediction and Control Using Model Averaging},
year = {2026},
howpublished = {\url{https://pith.science/paper/IOA7DZZN}},
note = {Machine review of arXiv:2412.02984}
}
read the original abstract
This work presents a data-driven Koopman operator-based modeling method using a model averaging technique. While the Koopman operator has been used for data-driven modeling and control of nonlinear dynamics, it is challenging to accurately reconstruct unknown dynamics from data and perform different decision-making tasks, mainly due to its infinite dimensionality and difficulty of finding invariant subspaces. We utilize ideas from a Bayesian inference-based model averaging technique to devise a data-driven method that first populates multiple Koopman models starting with a feature extraction using neural networks and then computes point estimates of the posterior of predicted variables. Although each model in the ensemble is not likely to be accurate enough for a wide range of operating points or unseen data, the proposed weighted linear embedding model combines the outputs of model ensemble aiming at compensating the modeling error of each model so that the overall performance will be improved.
Figures
Reference graph
Works this paper leans on
- [1]
-
[2]
S. L. Brunton and J. N. Kutz, Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control . Cambridge University Press, 2019
2019
-
[3]
Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control,
M. Korda and I. Mezi ´c, “Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control,” Auto- matica, vol. 93, pp. 149–160, 2018
2018
-
[4]
Robust tube- based model predictive control with Koopman operators,
X. Zhang, W. Pan, R. Scattolini, S. Yu, and X. Xu, “Robust tube- based model predictive control with Koopman operators,” Automatica, vol. 137, p. 110114, 2022
work page 2022
-
[5]
DeSKO: Stability- assured robust control with a deep stochastic Koopman operator,
M. Han, J. Euler-Rolle, and R. K. Katzschmann, “DeSKO: Stability- assured robust control with a deep stochastic Koopman operator,” in The Tenth International Conference on Learning Representations, ICLR, 2022
work page 2022
-
[6]
Data-driven Koopman controller synthesis based on the extended H2 norm characterization,
D. Uchida, A. Yamashita, and H. Asama, “Data-driven Koopman controller synthesis based on the extended H2 norm characterization,” IEEE Control Systems Letters , vol. 5, no. 5, pp. 1795–1800, 2021
work page 2021
-
[7]
S. H. Son, A. Narasingam, and J. Sang-Il Kwon, “Handling plant-model mismatch in Koopman Lyapunov-based model pre- dictive control via offset-free control framework,” arXiv e-prints , p. arXiv:2010.07239, 2020
work page Pith review arXiv 2010
-
[8]
Finite- data error bounds for Koopman-based prediction and control,
F. N ¨uske, S. Peitz, F. Philipp, M. Schaller, and K. Worthmann, “Finite- data error bounds for Koopman-based prediction and control,” Journal of Nonlinear Science , vol. 33, no. 14, 2022
work page 2022
Show all 27 references
-
[9]
Koopman-based feedback design with stability guarantees,
R. Str ¨asser, M. Schaller, K. Worthmann, J. Berberich, and F. Allg¨ower, “Koopman-based feedback design with stability guarantees,” arXiv e- prints, p. arXiv:2312.01441, 2023
2023 arXiv
-
[10]
Control-aware learning of Koopman embedding models,
D. Uchida and K. Duraisamy, “Control-aware learning of Koopman embedding models,” in 2023 American Control Conference (ACC) , pp. 941–948, 2023
2023
-
[11]
Extracting Koopman Operators for Pre- diction and Control of Non-linear Dynamics Using Two-stage Learn- ing and Oblique Projections,
D. Uchida and K. Duraisamy, “Extracting Koopman Operators for Pre- diction and Control of Non-linear Dynamics Using Two-stage Learn- ing and Oblique Projections,” arXiv e-prints , p. arXiv:2308.13051, 2023
2023 arXiv
-
[12]
Ensemble learning: A survey,
O. Sagi and L. Rokach, “Ensemble learning: A survey,” WIREs Data Mining and Knowledge Discovery , vol. 8, no. 4, p. e1249, 2018
2018
-
[13]
Ensemble approaches for regression: A survey,
J. a. Mendes-Moreira, C. Soares, A. M. Jorge, and J. F. D. Sousa, “Ensemble approaches for regression: A survey,” ACM Comput. Surv., vol. 45, no. 1, 2012
2012
-
[14]
Bayesian model averag- ing: A systematic review and conceptual classification,
T. M. Fragoso, W. Bertoli, and F. Louzada, “Bayesian model averag- ing: A systematic review and conceptual classification,” International Statistical Review, vol. 86, no. 1, pp. 1–28, 2018
2018
-
[15]
A data driven approximation of the Koopman operator: Extending dynamic mode de- composition,
M. Williams, I. Kevrekidis, and C. Rowley, “A data driven approximation of the Koopman operator: Extending dynamic mode de- composition,” Journal of Nonlinear Science , vol. 25, no. 6, pp. 1307– 1346, 2015
2015
-
[16]
Global bilinearization and controllabil- ity of control-affine nonlinear systems: A Koopman spectral approach,
D. Goswami and D. A. Paley, “Global bilinearization and controllabil- ity of control-affine nonlinear systems: A Koopman spectral approach,” in 2017 IEEE 56th Annual Conference on Decision and Control (CDC), pp. 6107–6112, 2017
2017
-
[17]
Advantages of bilinear Koopman realizations for the modeling and control of systems with unknown dynamics,
D. Bruder, X. Fu, and R. Vasudevan, “Advantages of bilinear Koopman realizations for the modeling and control of systems with unknown dynamics,” IEEE Robotics and Automation Letters , vol. 6, no. 3, pp. 4369–4376, 2021
2021
-
[18]
Modeling Nonlinear Control Systems via Koopman Control Family: Universal Forms and Subspace Invariance Proximity,
M. Haseli and J. Cort ´es, “Modeling Nonlinear Control Systems via Koopman Control Family: Universal Forms and Subspace Invariance Proximity,” arXiv e-prints, p. arXiv:2307.15368, 2023
2023 arXiv
-
[19]
Physics-informed probabilistic learning of linear embeddings of nonlinear dynamics with guaranteed stability,
S. Pan and K. Duraisamy, “Physics-informed probabilistic learning of linear embeddings of nonlinear dynamics with guaranteed stability,” SIAM Journal on Applied Dynamical Systems , vol. 19, no. 1, pp. 480– 509, 2020
2020
-
[20]
Learning Koopman invariant subspaces for dynamic mode decomposition,
N. Takeishi, Y . Kawahara, and T. Yairi, “Learning Koopman invariant subspaces for dynamic mode decomposition,” Advances in Neural Information Processing Systems , vol. 30, pp. 1130–1140, 12 2017
2017
-
[21]
Deep learning of Koopman repre- sentation for control,
Y . Han, W. Hao, and U. Vaidya, “Deep learning of Koopman repre- sentation for control,” in 2020 59th IEEE Conference on Decision and Control (CDC), pp. 1890–1895, 2020
2020
-
[22]
Using Bayesian model averaging to calibrate forecast ensembles,
A. E. Raftery, T. Gneiting, F. Balabdaoui, and M. Polakowski, “Using Bayesian model averaging to calibrate forecast ensembles,” Monthly Weather Review, vol. 133, no. 5, pp. 1155–1174, 2005
2005
-
[23]
Multi-model ensemble hydrologic prediction using Bayesian model averaging,
Q. Duan, N. K. Ajami, X. Gao, and S. Sorooshian, “Multi-model ensemble hydrologic prediction using Bayesian model averaging,” Advances in Water Resources , vol. 30, no. 5, pp. 1371–1386, 2007
2007
-
[24]
Application of bayesian model averaging in modeling long-term wind speed distributions,
G. Li and J. Shi, “Application of bayesian model averaging in modeling long-term wind speed distributions,” Renewable Energy , vol. 35, no. 6, pp. 1192–1202, 2010
2010
-
[25]
Using Stack- ing to Average Bayesian Predictive Distributions (with Discussion),
Y . Yao, A. Vehtari, D. Simpson, and A. Gelman, “Using Stack- ing to Average Bayesian Predictive Distributions (with Discussion),” Bayesian Analysis, vol. 13, no. 3, pp. 917 – 1007, 2018
2018
-
[26]
Bayesian model averaging for mortality forecasting using leave-future-out validation,
K. Barigou, P.-O. Goffard, S. Loisel, and Y . Salhi, “Bayesian model averaging for mortality forecasting using leave-future-out validation,” International Journal of Forecasting, vol. 39, no. 2, pp. 674–690, 2023
2023
-
[27]
PyMC: A modern and com- prehensive probabilistic programming framework in Python,
O. Abril-Pla, V . Andreani, C. Carroll, L. Dong, C. Fonnesbeck, M. Kochurov, R. Kumar, J. Lao, C. Luhmann, O. Martin, M. Osthege, R. Vieira, T. Wiecki, and R. Zinkov, “PyMC: A modern and com- prehensive probabilistic programming framework in Python,” PeerJ Computer Science, vo...
2023
Reviewed August 11, 2026 · model on record in the stance chip above.
Discussion (0). Continue with ORCID to comment.