{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-framework-for-machine-learning-of-model","title":"A Framework for Machine Learning of Model Error in Dynamical Systems","arxiv_id":"2107.06658","date":"2021-07-14","proceeding":null,"authors":["Matthew E. Levine","Andrew M. Stuart"],"abstract":"The development of data-informed predictive models for dynamical systems is of widespread interest in many disciplines. We present a unifying framework for blending mechanistic and machine-learning approaches to identify dynamical systems from noisily and partially observed data. We compare pure data-driven learning with hybrid models which incorporate imperfect domain knowledge. Our formulation is agnostic to the chosen machine learning model, is presented in both continuous- and discrete-time settings, and is compatible both with model errors that exhibit substantial memory and errors that are memoryless. First, we study memoryless linear (w.r.t. parametric-dependence) model error from a learning theory perspective, defining excess risk and generalization error. For ergodic continuous-time systems, we prove that both excess risk and generalization error are bounded above by terms that diminish with the square-root of T, the time-interval over which training data is specified. Secondly, we study scenarios that benefit from modeling with memory, proving universal approximation theorems for two classes of continuous-time recurrent neural networks (RNNs): both can learn memory-dependent model error. In addition, we connect one class of RNNs to reservoir computing, thereby relating learning of memory-dependent error to recent work on supervised learning between Banach spaces using random features. Numerical results are presented (Lorenz '63, Lorenz '96 Multiscale systems) to compare purely data-driven and hybrid approaches, finding hybrid methods less data-hungry and more parametrically efficient. Finally, we demonstrate numerically how data assimilation can be leveraged to learn hidden dynamics from noisy, partially-observed data, and illustrate challenges in representing memory by this approach, and in the training of such models.","url_abs":"https://arxiv.org/abs/2107.06658v3","url_pdf":"https://arxiv.org/pdf/2107.06658v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-framework-for-machine-learning-of-model","repo_url":"https://github.com/pinakm9/deeprfm","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[{"task_slug":"machine-learning","task_name":"BIG-bench Machine Learning"},{"task_slug":"learning-theory","task_name":"Learning Theory"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2107.06658","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}