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Course Correcting Koopman Representations

ICLR 2024 · Probabilistic and scientific modeling › Dynamical systems · approach: Switching and law-discovery dynamics · 1 citations (OpenAlex)

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Proposes Periodic Reencoding, an inference-time mechanism for Koopman autoencoders that decodes and re-encodes the latent state every k steps, to curb long-horizon drift and latent trajectory crossings on dynamical systems and D4RL locomotion.

Problem

Long-horizon future state prediction with Koopman autoencoders: latent-space unrolls drift and produce self-intersecting trajectories and cannot capture switching dynamics between fixed points.

Approach

Instead of unrolling the linear latent dynamics for the full horizon, periodically decode and re-encode the state (every k steps or Δt in continuous time) at inference, applying local linear Koopman dynamics with course correction; training uses multi-step alignment, reconstruction and prediction losses with a bilinear-discretized continuous Koopman operator.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use periodic reencoding at inference instead of no reencoding (ablation)Koopman Autoencoder · Pendulum, 100 stepsMSE: 0.0512 -> 0.0042Helped
Use periodic reencoding at inference instead of no reencoding (ablation)Koopman Autoencoder · Duffing Oscillator, 100 stepsMSE: 0.1152 -> 0.0112Helped
Use periodic reencoding at inference instead of no reencoding (ablation)Koopman Autoencoder · Lotka-Volterra, 100 stepsMSE: 0.0113 -> 0.0072Helped
Use periodic reencoding at inference instead of no reencoding (ablation)Koopman Autoencoder · Parabolic Attractor, 100 stepsMSE: 0.0205 -> 0.0292Hurt
Use periodic reencoding at inference instead of no reencoding (ablation)Koopman Autoencoder · Hopper-v2 state prediction, 300 stepsMSE: 0.250 ± 0.05 -> 0.079 ± 0.03Helped
Use a nonlinear rather than linear decoder (ablation)Koopman Autoencoder with periodic reencoding · Hopper-v2 expert, 300 stepsMSE: 0.079 ± 0.03 -> 0.012 ± 0.00Helped
Use nonlinear rather than linear latent dynamics with periodic reencoding and a linear decoder (ablation)Koopman Autoencoder · Pendulum, 100 stepsMSE: 0.0042 -> 0.0025Helped
Use nonlinear rather than linear latent dynamics with periodic reencoding and a linear decoder (ablation)Koopman Autoencoder · Duffing Oscillator, 100 stepsMSE: 0.0112 -> 0.0022Helped
Use nonlinear rather than linear latent dynamics with periodic reencoding and a linear decoder (ablation)Koopman Autoencoder · Lotka-Volterra, 100 stepsMSE: 0.0072 -> 0.0040Helped
Use nonlinear rather than linear latent dynamics with periodic reencoding and a linear decoder (ablation)Koopman Autoencoder · Parabolic Attractor, 100 stepsMSE: 0.0292 -> 0.0496Hurt
Add a prediction loss during training (ablation)Koopman Autoencoder for dynamical systems · Dynamical systems benchmarksprediction performanceHurt
Normalize observations and actions as preprocessing (ablation)Koopman Autoencoder · D4RL state predictionprediction performanceHurt

Surprising findings

Limitations

Experimental setup

Datasets: D4RL Hopper-v2 D4RL HalfCheetah-v2 D4RL Walker2d-v2 simulated dynamical systems (Parabolic Attractor, Duffing, Lotka-Volterra, Pendulum, Lorenz'63)

Benchmarks: D4RL Parabolic Attractor Duffing Oscillator Lotka-Volterra Pendulum Lorenz'63

Metrics: mean squared error total reward until termination

Baselines: Koopman autoencoder without reencoding reencoding at every step nonlinear latent dynamics MLP multi-step MLP behavior cloning

Builds on: Dynamic Mode Decomposition extended DMD Koopman autoencoders S4

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