Mechanism-Aware Ensemble Conditioning for Data-Limited Emulation of Extreme Events
Organizations: Department of Mechanical Engineering Massachusetts Institute of Technology Cambridge, MA 02139 · Department of Applied Mathematics and Statistics, Johns Hopkins University Baltimore, MD 21218 · Department of Chemical and Biomolecular Engineering, Johns Hopkins University Baltimore, MD 21218
Abstract
Extreme events in chaotic systems are difficult to learn from short trajectories because they are controlled by transient finite-time instability rather than by frequently observed bulk dynamics. We propose a mechanism-aware conditioning plug-in framework that turns a nudged coarse ensemble into a non-intrusive sensor of local instability geometry. In the small-noise regime, the ensemble covariance aggregates the same finite-time deformation kernels that govern local instability, providing a Jacobian-free proxy for the local amplification structure around a synchronized coarse trajectory. A small FiLM module injects statistics of this ensemble geometry into an otherwise unchanged backbone while leaving the coarse simulator unchanged. We demonstrate this interface in two distinct pipelines: a Transformer-style residual-attention corrector for a controlled low-dimensional chaotic system and a probabilistic recurrent STORN corrector for topographic two-layer quasi-geostrophic (QG) flow. In the low-dimensional benchmark, ensemble covariance directions co-activate with OTD modes and FiLM conditioning improves 99th-percentile exceedance-frequency errors over an identical no-context Transformer baseline. In QG, a fixed ensemble-conditioned FiLM-STORN model trained on only time units substantially improves long-horizon rare-event statistics in the data-limited regime, including density-tail errors, exceedance frequencies, and spatial exceedance-area distributions relative to an unconditioned STORN trained on the same data; on averaged high-threshold exceedance diagnostics, it also outperforms the baseline STORN trained with times more high-resolution data. These results show that local instability geometry is not merely interpretable post hoc, but an actionable conditioning signal for data-efficient rare-event emulation.
Figures & tables
| Diagnostic | No-FiLM attention | Best FiLM setting | Best FiLM value | Reduction |
|---|---|---|---|---|
| eigvec, , | ||||
| mean/std/eigs, , |
| Method | Avg. | Avg. | ||||||
|---|---|---|---|---|---|---|---|---|
| STORN ∗ | 1000 | — | 0.00393 | 5.3454 | 0.00501 | 0.10564 | 0.01195 | 0.11726 |
| STORN | 50 | — | 0.07079 | 11.970 | 0.00589 | 0.14660 | 0.01574 | 0.12118 |
| FiLM-STORN (ours) | 50 | 0.03646 | 8.2959 | 0.00391 | 0.06874 | 0.01047 | 0.07199 |
| Diagnostic | Metric | CR | STORN | STORN | FiLM-STORN |
|---|---|---|---|---|---|
| 0.00970 | 0.00589 | 0.00501 | 0.00391 | ||
| 0.25215 | 0.14660 | 0.10564 | 0.06874 | ||
| Avg. | 0.03115 | 0.01574 | 0.01195 | 0.01047 | |
| Avg. | 0.40190 | 0.12118 | 0.11726 | 0.07199 |
Appendix figures & tables17 assets
Supplementary material from the paper’s appendix.
Appendix
| Parameter | Value / Description |
|---|---|
| Model setup | |
| State variable | |
| Coarse model | reference vector field with additional damping in the third equation |
| Physical parameters | |
| Parameter | Value / Description |
|---|---|
| Backbone | |
| Architecture | residual temporal attention corrector |
| Input state | |
| Hidden width | |
| Attention heads | |
| Attention layers | |
| Diagnostic | No-FiLM attention | Best FiLM setting | Best FiLM value | Reduction | |
|---|---|---|---|---|---|
| 5 | eigvec, , | ||||
| 5 | eigvec, , | ||||
| 150 | eigvec, , | ||||
| 150 | mean/std/eigs, , |
| Coordinate | Model | |||
|---|---|---|---|---|
| Residual attention | ||||
| FiLM attention, mean/std/eigs | ||||
| FiLM attention, eigvec | ||||
| Residual attention | ||||
| FiLM attention, mean/std/eigs | ||||
| FiLM attention, eigvec |
| Parameter | Value / Description |
|---|---|
| Model setup | |
| Spatial domain | (doubly periodic) |
| Layers | 2 |
| State variables | |
| Physical parameters | |
| Bottom drag | |
| Component | Value / Description |
|---|---|
| Data and sequence setup | |
| Grid resolution | , two layers, |
| Window length | 100, (adaptively reduced if too few windows are available, i.e. |
| ML time step | 0.1, corresponding to stride |
| Training horizons | |
| Test horizon | |
| baseline | |||||||
|---|---|---|---|---|---|---|---|
| 0.07079 | 1 | 0.036477 | 0.036453 | 0.057637 | 0.071921 | 0.78613 | |
| 2 | 0.036464 | 0.036460 | 0.074342 | 0.063390 | 0.74884 | ||
| 4 | 0.036473 | 0.051943 | 0.087202 | 0.051904 | 0.65616 | ||
| 8 | 0.036442 | 0.053113 | 0.061234 | 0.071854 | 0.72615 | ||
| 0.10011 | 1 | 0.032722 | 0.066066 | 0.087975 | 0.094977 | 0.083387 | |
| 2 | 0.063504 | 0.045316 | 0.091538 | 0.15473 | 0.13318 |
| baseline | |||||||
|---|---|---|---|---|---|---|---|
| 11.970 | 1 | 8.4110 | 8.4510 | 7.9457 | 9.5331 | 36.176 | |
| 2 | 8.3122 | 8.2959 | 7.7896 | 8.8488 | 35.336 | ||
| 4 | 8.1277 | 12.310 | 6.6458 | 11.571 | 32.948 | ||
| 8 | 8.2253 | 15.228 | 8.4209 | 11.450 | 29.796 | ||
| 13.828 | 1 | 7.5888 | 9.2690 | 11.450 | 13.215 | 12.623 | |
| 2 | 9.4531 | 5.7103 | 14.582 | 18.820 | 12.733 |
| Diagnostic | Model | ||||||
|---|---|---|---|---|---|---|---|
| CR | 0.13839 | 0.01553 | 0.00389 | 0.70602 | 0.60802 | 0.34090 | |
| STORN | 0.06560 | 0.00861 | 0.00259 | 0.02953 | 0.15682 | 0.10090 | |
| STORN | 0.04683 | 0.00766 | 0.00220 | 0.04715 | 0.20020 | 0.13932 | |
| FiLM-STORN | 0.04564 | 0.00399 | 0.00144 | 0.00202 | 0.09209 | 0.13165 | |
| CR | 0.02876 | 0.00032 | 0.72329 | 0.02798 | 0.00517 | ||
| STORN | 0.01732 | 0.00031 | 0.40766 | 0.02704 | 0.00511 |
| Diagnostic | Metric | Best ∗ | Best ∗ value | |
|---|---|---|---|---|
| 50 | 0.00202 | |||
| 50 | 0.06874 | |||
| Avg. | 50 | 0.00862 | ||
| Avg. | 50 | 0.06456 | ||
| 200 | 0.00344 | |||
| 200 | 0.07810 |