Stabilizing machine learning prediction of dynamics: Novel noise-inspired regularization tested with reservoir computing.
Alexander Wikner, Joseph Harvey, Michelle Girvan, Brian R Hunt, Andrew Pomerance, Thomas Antonsen, Edward Ott
Author Information
Alexander Wikner: Department of Physics, University of Maryland, 4150 Campus Dr, 20742, College Park, United States. Electronic address: awikner1@umd.edu.
Joseph Harvey: Hillsdale College, 33 E College St, 49242, Hillsdale, United States.
Michelle Girvan: Department of Physics, University of Maryland, 4150 Campus Dr, 20742, College Park, United States.
Brian R Hunt: Department of Mathematics, University of Maryland, 4176 Campus Dr, 20742, College Park, United States.
Andrew Pomerance: Potomac Research LLC, 801 N Pitt St, 22341, Alexandria, United States.
Thomas Antonsen: Department of Physics, University of Maryland, 4150 Campus Dr, 20742, College Park, United States; Department of Electrical and Computer Engineering, University of Maryland, 8223 Paint Branch Dr, 20742, College Park, United States.
Edward Ott: Department of Physics, University of Maryland, 4150 Campus Dr, 20742, College Park, United States; Department of Electrical and Computer Engineering, University of Maryland, 8223 Paint Branch Dr, 20742, College Park, United States.
Recent work has shown that machine learning (ML) models can skillfully forecast the dynamics of unknown chaotic systems. Short-term predictions of the state evolution and long-term predictions of the statistical patterns of the dynamics ("climate") can be produced by employing a feedback loop, whereby the model is trained to predict forward only one time step, then the model output is used as input for multiple time steps. In the absence of mitigating techniques, however, this feedback can result in artificially rapid error growth ("instability"). One established mitigating technique is to add noise to the ML model training input. Based on this technique, we formulate a new penalty term in the loss function for ML models with memory of past inputs that deterministically approximates the effect of many small, independent noise realizations added to the model input during training. We refer to this penalty and the resulting regularization as Linearized Multi-Noise Training (LMNT). We systematically examine the effect of LMNT, input noise, and other established regularization techniques in a case study using reservoir computing, a machine learning method using recurrent neural networks, to predict the spatiotemporal chaotic Kuramoto-Sivashinsky equation. We find that reservoir computers trained with noise or with LMNT produce climate predictions that appear to be indefinitely stable and have a climate very similar to the true system, while the short-term forecasts are substantially more accurate than those trained with other regularization techniques. Finally, we show the deterministic aspect of our LMNT regularization facilitates fast reservoir computer regularization hyperparameter tuning.