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arxiv 2212.01418 v1 pith:CSZZBQUX submitted 2022-12-02 cs.LG cs.NAmath.NA

Operator inference with roll outs for learning reduced models from scarce and low-quality data

classification cs.LG cs.NAmath.NA
keywords datainferenceoperatoroutsrolllearningtrainingdata-driven
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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Data-driven modeling has become a key building block in computational science and engineering. However, data that are available in science and engineering are typically scarce, often polluted with noise and affected by measurement errors and other perturbations, which makes learning the dynamics of systems challenging. In this work, we propose to combine data-driven modeling via operator inference with the dynamic training via roll outs of neural ordinary differential equations. Operator inference with roll outs inherits interpretability, scalability, and structure preservation of traditional operator inference while leveraging the dynamic training via roll outs over multiple time steps to increase stability and robustness for learning from low-quality and noisy data. Numerical experiments with data describing shallow water waves and surface quasi-geostrophic dynamics demonstrate that operator inference with roll outs provides predictive models from training trajectories even if data are sampled sparsely in time and polluted with noise of up to 10%.

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