Kernel Sum of Squares for data adapted kernel learning of dynamical systems from data: a global optimization approach
File(s)2408.06465v1.pdf (1.35 MB)
Accepted version
Author(s)
Lengyel, Daniel
Hamzi, Boumediene
Owhadi, Houman
Parpas, Panos
Type
Journal Article
Abstract
This paper examines the application of the Kernel Sum of Squares (KSOS) method for enhancing kernel learning from data, particularly in the context of dynamical systems. Traditional kernel-based methods, despite their theoretical soundness and numerical efficiency, frequently struggle with selecting optimal base kernels and parameter tuning, especially with gradient-based methods prone to local optima. KSOS mitigates these issues by leveraging a global optimization framework with kernel-based surrogate functions, thereby achieving more reliable and precise learning of dynamical systems. Through comprehensive numerical experiments on the Logistic Map, Henon Map, and Lorentz System, KSOS is shown to consistently outperform gradient descent in minimizing the relative-p metric and improving kernel accuracy. These results highlight KSOS’s effectiveness in predicting the behavior of chaotic dynamical systems, demonstrating its capability to adapt kernels to underlying dynamics and enhance the robustness and predictive power of kernel-based approaches, making it a valuable asset for time series analysis in various scientific fields.
Date Issued
2025-08-01
Date Acceptance
2025-04-14
Citation
Physica D: Nonlinear Phenomena, 2025, 478
ISSN
0167-2789
Publisher
Elsevier
Journal / Book Title
Physica D: Nonlinear Phenomena
Volume
478
Copyright Statement
Copyright © 2025 Published by Elsevier B.V. This is the author’s accepted manuscript made available under a CC-BY licence in accordance with Imperial’s Research Publications Open Access policy (www.imperial.ac.uk/oa-policy)
License URL
Publication Status
Published
Article Number
134693
Date Publish Online
2025-05-12