Consistent Dynamic Mode Decomposition

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of data alignment penalty terms and constitutive orthogonality constraints. Our method does not make any assumptions on the structure of the data or their size, and thus it is applicable to a wide range of problems including non-linear scenarios or extremely small observation sets. In addition, our technique is robust to noise that is independent of the dynamics and it does not require input data to be sequential. Our key idea is to introduce a regularization term for the forward and backward dynamics. The obtained minimization problem is solved efficiently using the Alternating Method of Multipliers (ADMM) which requires two Sylvester equation solves per iteration. Our numerical scheme converges empirically and is similar to a provably convergent ADMM scheme. We compare our approach to various state-of-the-art methods on several benchmark dynamical systems

A Koopman Approach to Understanding Sequence Neural Models

We introduce a new approach to understanding trained sequence neural models: the Koopman Analysis of Neural Networks (KANN) method. Motivated by the relation between time-series models and self-maps, we compute approximate Koopman operators that encode well the latent dynamics. Unlike other existing methods whose applicability is limited, our framework is global, and it has only weak constraints over the inputs. Moreover, the Koopman operator is linear, and it is related to a rich mathematical theory. Thus, we can use tools and insights from linear analysis and Koopman Theory in our study. For instance, we show that the operator eigendecomposition is instrumental in exploring the dominant features of the network. Our results extend across tasks and architectures as we demonstrate for the copy problem, and ECG classification and sentiment analysis tasks

Generative Modeling of Graphs via Joint Diffusion of Node and Edge Attributes

Graph generation is integral to various engineering and scientific disciplines. Nevertheless, existing methodologies tend to overlook the generation of edge attributes. However, we identify critical applications where edge attributes are essential, making prior methods potentially unsuitable in such contexts. Moreover, while trivial adaptations are available, empirical investigations reveal their limited efficacy as they do not properly model the interplay among graph components. To address this, we propose a joint score-based model of nodes and edges for graph generation that considers all graph components. Our approach offers two key novelties: (i) node and edge attributes are combined in an attention module that generates samples based on the two ingredients; and (ii) node, edge and adjacency information are mutually dependent during the graph diffusion process. We evaluate our method on challenging benchmarks involving real-world and synthetic datasets in which edge features are crucial. Additionally, we introduce a new synthetic dataset that incorporates edge values. Furthermore, we propose a novel application that greatly benefits from the method due to its nature: the generation of traffic scenes represented as graphs. Our method outperforms other graph generation methods, demonstrating a significant advantage in edge-related measures

Eigenvalue initialisation and regularisation for Koopman autoencoders

Regularising the parameter matrices of neural networks is ubiquitous in training deep models. Typical regularisation approaches suggest initialising weights using small random values, and to penalise weights to promote sparsity. However, these widely used techniques may be less effective in certain scenarios. Here, we study the Koopman autoencoder model which includes an encoder, a Koopman operator layer, and a decoder. These models have been designed and dedicated to tackle physics-related problems with interpretable dynamics and an ability to incorporate physics-related constraints. However, the majority of existing work employs standard regularisation practices. In our work, we take a step toward augmenting Koopman autoencoders with initialisation and penalty schemes tailored for physics-related settings. Specifically, we propose the "eigeninit" initialisation scheme that samples initial Koopman operators from specific eigenvalue distributions. In addition, we suggest the "eigenloss" penalty scheme that penalises the eigenvalues of the Koopman operator during training. We demonstrate the utility of these schemes on two synthetic data sets: a driven pendulum and flow past a cylinder; and two real-world problems: ocean surface temperatures and cyclone wind fields. We find on these datasets that eigenloss and eigeninit improves the convergence rate by up to a factor of 5, and that they reduce the cumulative long-term prediction error by up to a factor of 3. Such a finding points to the utility of incorporating similar schemes as an inductive bias in other physics-related deep learning approaches.Comment: 18 page

Consistent functional cross field design for mesh quadrangulation

International audienceWe propose a novel technique for computing consistent cross fields on a pair of triangle meshes given an input correspondence, which we use as guiding fields for approximately consistent quadrangulations. Unlike the majority of existing methods our approach does not assume that the meshes share the same connectivity or even have the same number of vertices, and furthermore does not place any restrictions on the topology (genus) of the shapes. Importantly, our method is robust with respect to small perturbations of the given correspondence, as it only relies on the transportation of real-valued functions and thus avoids the costly and error-prone estimation of the map differential. Key to this robustness is a novel formulation, which relies on the previously-proposed notion of power vectors, and we show how consistency can be enforced without pre-alignment of local basis frames, in which these power vectors are computed. We demonstrate that using the same formulation we can both compute a quadrangulation that would respect a given symmetry on the same shape or a map across a pair of shapes. We provide quantitative and qualitative comparison of our method with several baselines and show that it both provides more accurate results and allows to handle more general cases than existing techniques