Learning dynamical systems from data: a simple cross-validation perspective

Boumediene Hamzi, Houman Owhadi

Published 2020-07-09Version 1

Regressing the vector field of a dynamical system from a finite number of observed states is a natural way to learn surrogate models for such systems. We present variants of cross-validation (Kernel Flows \cite{Owhadi19} and its variants based on Maximum Mean Discrepancy and Lyapunov exponents) as simple approaches for learning the kernel used in these emulators.