Sparse Koopman Autoencoders Identify Local Dynamical Regimes in Multibasin Systems
Organizations: Chandar Research Lab · Mila – Quebec AI Institute · Université de Montréal · University of Pennsylvania ·
Abstract
Koopman autoencoders (KAEs) seek a higher-dimensional latent representation in which nonlinear dynamics evolve linearly. However, many interesting systems have multiple basins of attraction, and both theoretical and empirical work has shown these multibasin systems cannot generally admit a single finite-dimensional global Koopman embedding under standard assumptions. We posit that encoders with a sparsity-inducing objective encouraging few active latent coefficients will provide latent supports as an inspectable basin-modeling principle for Koopman autoencoders. We use these encoders producing sparse latents in training Sparse Koopman Autoencoders (SKAEs) without basin labels or other regime annotations, and treat the learned latent supports as model-produced regime variables after training. Across a range of procedurally generated multibasin systems and chaotic flows, we show that SKAEs have superior forecasting performance compared to dense-latent KAEs. We also perform a mechanistic study that shows latent supports produced by SKAEs are both essential for the quality of the representation and useful for identifying basins on basin-interior states, whereas dense-latent KAEs collapse to an uninformative single support family. These results identify sparse latents and their corresponding supports as label-free, interpretable regime variables for Koopman learning in nonlinear systems with multiple local dynamical laws.
Figures & tables
| Forecasting MSE | Support diagnostics | |||||||
|---|---|---|---|---|---|---|---|---|
| Multibasin, 15 systems | Dysts, 10 systems | Multibasin, 15 systems | ||||||
| Model | H100 | H500 | H1000 | H100 | H2000 | H4000 | ||
| LISTA | ||||||||
| LISTA-BD | ||||||||
| LISTA-SB | ||||||||
| Sparse MLP-BD | ||||||||
| Rollout | Mean SD | Median [IQR] |
|---|---|---|
| Standard | ||
| Drop top-1 | ||
| Drop top-2 | ||
| Drop top-3 | ||
| Drop top-5 | ||
| Drop top-10 |
Appendix figures & tables19 assets
Supplementary material from the paper’s appendix.
Appendix
| Model | Encoder | Code sparsity | Latent transition |
| LISTA | LISTA, ReLU-MLP pre-code | shrinkage, | dense |
| LISTA-BD | LISTA, ReLU-MLP pre-code | shrinkage, | block-diagonal |
| LISTA-SB | LISTA, ReLU-MLP pre-code | shrinkage, | dense, off-block penalty |
| Sparse MLP | MLP, ReLU hidden and output | ReLU, | dense |
| Sparse MLP-BD | MLP, ReLU hidden and output | ReLU, | block-diagonal |
| Dense MLP | MLP, tanh hidden, linear output | none | dense |
| Multibasin | Dysts | |
| Architecture | ||
| LISTA code | coordinates, split by sign into ; decoder initialized as | coordinates, nonnegative shrinkage ; decoder initialized as |
| LISTA threshold | fixed, | learned per coordinate, initialized at , shared by the refinements |
| BD and SB blocks | one per basin, contiguous, near-equal size | two of coordinates |
| Training | ||
| Seeds | ||
| Multibasin | Dysts | |
|---|---|---|
| Training data | the windows of the neural run with the same seed | the full training split |
| Fits | one per system and seed | DMD and polynomial EDMD: one per system, so their seeds replicate only the test starts; RBF EDMD: one per system and seed |
| Selection starts | validation starts of the same seed | validation starts of a reserved seed ( ) that enters no reported result, per system |
| Selection criterion | lowest validation MSE at of the row’s own rollout, non-finite last; ties to fewer features, then the larger ridge, then the shorter period | lowest finite validation MSE at of the row’s own rollout |
| Ridge | , , , , , , , , ; added to | , , …, ; applied as for the Gram matrix of the features |
| Period (re-lifted) | , , , | , , , , , |
| Dense MLP | Dense MLP, | Sparse MLP, | |||
| (tanh hidden) | ReLU hidden | Sparse MLP §[1/15] | LISTA | ||
| Forecasting MSE | |||||
| Systems with significantly lower / higher MSE than the ReLU-hidden Dense MLP ( ) | |||||
| Cells with lower test MSE | Ratio | (b) at its own period | ||||
|---|---|---|---|---|---|---|
| Model | (b) (a) | (c) (b) | (c) (a) | (c)/(b) | (b) (a) | (c) (b) |
| LISTA | 204/225 | 224/225 | 225/225 | 208/225 | 224/225 | |
| Sparse MLP | 205/225 | 225/225 | 225/225 | 208/225 | 225/225 | |
| Dense MLP | 213/225 | 192/225 | 225/225 | 223/225 | 175/225 | |
| Direct rollout | Re-encoded (reported) | ||||||
|---|---|---|---|---|---|---|---|
| Model | Window | H100 | H500 | H1000 | H100 | H500 | H1000 |
| LISTA | states | ||||||
| states | |||||||
| Sparse MLP | states | ||||||
| states | |||||||
| Dense MLP | states | ||||||
| System | Kept | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP | Dense MLP |
|---|---|---|---|---|---|---|---|
| Local-linear gates | 15 | 15 | 15 | 15 | 15 | 0 | |
| Transfer-gated local-linear | 15 | 13 | 15 | 15 | 11 | 0 | |
| Arrested spiral | 2 | 1 | 0 | 0 | 0 | 0 | |
| Asymmetric three-well | 15 | 15 | 15 | 15 | 15 | 0 | |
| High-cross three-well | 15 | 15 | 15 | 15 | 15 | 0 | |
| Hexagonal six-well | 14 | 10 | 11 | 7 | 10 | 0 |
| LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP | Dense MLP | |
|---|---|---|---|---|---|---|
| (nats) | ||||||
| Jaccard threshold | ||||||
|---|---|---|---|---|---|---|
| Model | Absolute threshold | |||||
| LISTA | ( ) | ( ) | ( ) | ( ) | ( ) | |
| ( ) | ( ) | ( ) | ( ) | ( ) | ||
| ( ) | ( ) | ( ) | ( ) | ( ) | ||
| Sparse MLP | ( ) | ( ) | ( ) | ( ) | ( ) | |
| ( ) | ( ) | ( ) | ( ) | ( ) | ||
| System | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP |
|---|---|---|---|---|---|
| Local-linear gates | |||||
| Transfer-gated local-linear | |||||
| Arrested spiral | |||||
| Asymmetric three-well | |||||
| High-cross three-well | |||||
| Hexagonal six-well |
| System | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP |
|---|---|---|---|---|---|
| Local-linear gates | |||||
| Transfer-gated local-linear | |||||
| Arrested spiral | |||||
| Asymmetric three-well | |||||
| High-cross three-well | |||||
| Hexagonal six-well |
| System | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP |
|---|---|---|---|---|---|
| Local-linear gates | |||||
| Transfer-gated local-linear | |||||
| Arrested spiral | |||||
| Asymmetric three-well | |||||
| High-cross three-well | |||||
| Hexagonal six-well |
| System | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP |
|---|---|---|---|---|---|
| Chua | |||||
| Dadras | |||||
| Dequan Li | |||||
| Hadley | |||||
| Lu–Chen–Cheng | |||||
| Qi–Chen |
| System | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP |
|---|---|---|---|---|---|
| Chua | |||||
| Dadras | |||||
| Dequan Li | |||||
| Hadley | |||||
| Lu–Chen–Cheng | |||||
| Qi–Chen |
| System | LISTA | LISTA-BD | LISTA-SB | Sparse MLP-BD | Sparse MLP |
|---|---|---|---|---|---|
| Chua | |||||
| Dadras | |||||
| Dequan Li | |||||
| Hadley | |||||
| Lu–Chen–Cheng | |||||
| Qi–Chen |
| Display name and system key | Generator family | Parameters | Initial-condition box | Basins | ||
|---|---|---|---|---|---|---|
| Local-linear gates gated_local_linear | piecewise local-linear gates | , core radius ; , in text | 2 | 0.04 | 3 | |
| Transfer-gated local-linear gated_transfer_linear | piecewise transfer gates | ; radii, widths, speeds, and templates in text | 2 | 0.04 | 3 | |
| Arrested spiral arrested_spiral | spiral capture with Gaussian traps | damping , rotation ; traps at , , , , and the origin | 2 | 0.02 | 5 | |
| Asymmetric three-well cal_asymmetric_3 | Gaussian wells with independent rotation | Table 19 | 2 | 0.03 | 3 | |
| High-cross three-well cal_high_cross_3 | Gaussian wells with stronger rotation | Table 19 | 2 | 0.03 | 3 | |
| Hexagonal six-well cal_hexagon_6 | Gaussian wells with independent rotation | Table 19 | 2 | 0.03 | 6 |
| System | |||
|---|---|---|---|
| High-cross three-well | |||
| Hexagonal six-well | |||
| Octagonal eight-well | |||
| Pentagonal five-well | |||
| Square four-well | |||
| Diamond four-well |
| Display name | System key | Dimension | Native | Stored step |
|---|---|---|---|---|
| Chua | Chua | 3 | ||
| Dadras | Dadras | 3 | ||
| Dequan Li | DequanLi | 3 | ||
| Hadley | Hadley | 3 | ||
| Lu–Chen–Cheng | LuChenCheng | 3 | ||
| Qi–Chen | QiChen | 3 |
Koopman Operator Learning
Koopman operator learning builds finite-dimensional linear models of nonlinear dynamics by finding useful observable representations from data.
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