Dataset Information

Using machine learning to predict extreme events in complex systems.

ABSTRACT: Extreme events and the related anomalous statistics are ubiquitously observed in many natural systems, and the development of efficient methods to understand and accurately predict such representative features remains a grand challenge. Here, we investigate the skill of deep learning strategies in the prediction of extreme events in complex turbulent dynamical systems. Deep neural networks have been successfully applied to many imaging processing problems involving big data, and have recently shown potential for the study of dynamical systems. We propose to use a densely connected mixed-scale network model to capture the extreme events appearing in a truncated Korteweg-de Vries (tKdV) statistical framework, which creates anomalous skewed distributions consistent with recent laboratory experiments for shallow water waves across an abrupt depth change, where a remarkable statistical phase transition is generated by varying the inverse temperature parameter in the corresponding Gibbs invariant measures. The neural network is trained using data without knowing the explicit model dynamics, and the training data are only drawn from the near-Gaussian regime of the tKdV model solutions without the occurrence of large extreme values. A relative entropy loss function, together with empirical partition functions, is proposed for measuring the accuracy of the network output where the dominant structures in the turbulent field are emphasized. The optimized network is shown to gain uniformly high skill in accurately predicting the solutions in a wide variety of statistical regimes, including highly skewed extreme events. The technique is promising to be further applied to other complicated high-dimensional systems.

SUBMITTER: Qi D

PROVIDER: S-EPMC6955342 | biostudies-literature | 2020 Jan

REPOSITORIES: biostudies-literature

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Publications

Using machine learning to predict extreme events in complex systems.

Qi Di D Majda Andrew J AJ

Proceedings of the National Academy of Sciences of the United States of America 20191223 1

Extreme events and the related anomalous statistics are ubiquitously observed in many natural systems, and the development of efficient methods to understand and accurately predict such representative features remains a grand challenge. Here, we investigate the skill of deep learning strategies in the prediction of extreme events in complex turbulent dynamical systems. Deep neural networks have been successfully applied to many imaging processing problems involving big data, and have recently sh ...[more]

PMID: 31871152

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Project description:The prediction of extreme events, from avalanches and droughts to tsunamis and epidemics, depends on the formulation and analysis of relevant, complex dynamical systems. Such dynamical systems are characterized by high intrinsic dimensionality with extreme events having the form of rare transitions that are several standard deviations away from the mean. Such systems are not amenable to classical order-reduction methods through projection of the governing equations due to the large intrinsic dimensionality of the underlying attractor as well as the complexity of the transient events. Alternatively, data-driven techniques aim to quantify the dynamics of specific, critical modes by utilizing data-streams and by expanding the dimensionality of the reduced-order model using delayed coordinates. In turn, these methods have major limitations in regions of the phase space with sparse data, which is the case for extreme events. In this work, we develop a novel hybrid framework that complements an imperfect reduced order model, with data-streams that are integrated though a recurrent neural network (RNN) architecture. The reduced order model has the form of projected equations into a low-dimensional subspace that still contains important dynamical information about the system and it is expanded by a long short-term memory (LSTM) regularization. The LSTM-RNN is trained by analyzing the mismatch between the imperfect model and the data-streams, projected to the reduced-order space. The data-driven model assists the imperfect model in regions where data is available, while for locations where data is sparse the imperfect model still provides a baseline for the prediction of the system state. We assess the developed framework on two challenging prototype systems exhibiting extreme events. We show that the blended approach has improved performance compared with methods that use either data streams or the imperfect model alone. Notably the improvement is more significant in regions associated with extreme events, where data is sparse.

Dataset Information

Using machine learning to predict extreme events in complex systems.

Publications

Using machine learning to predict extreme events in complex systems.

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