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DySLIM: Dynamics Stable Learning by Invariant Measure for Chaotic Systems

ICML 2024 · Probabilistic and scientific modeling › Dynamical systems · approach: Latent dynamics models · 4 citations (OpenAlex)

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Proposes DySLIM, a regularization term that matches the invariant measure (via MMD) of a learned chaotic-system surrogate to the true attractor measure, added to standard 1-step, curriculum, or pushforward losses.

Problem

Autoregressive surrogate models of chaotic dissipative systems become unstable over long rollouts: they blow up or converge to wrong attractors and yield inaccurate long-term statistics, even when short-term trajectory matching is good.

Approach

Treat learning as a constrained problem that preserves the system's invariant measure, relax it to a regularized loss, and estimate the measure mismatch with a sample-based MMD (rational quadratic kernel mixture) between true and rolled-out states, in both unconditional and conditional forms, added to any existing multi-step objective.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add DySLIM regularization to 1-step (ablation)1-step model · Kolmogorov FlowMELR: 2.77 -> 1.84Helped
Add DySLIM regularization to 1-step (ablation)1-step model · Kolmogorov FlowMELRw: 0.44 -> 0.85Hurt
Add DySLIM regularization to 1-step (ablation)1-step model · Kolmogorov FlowcovRMSE: 7.93 -> 7.30Helped
Add DySLIM regularization to 1-step (ablation)1-step model · Kolmogorov FlowWass1: 16.2 -> 5.55Helped
Add DySLIM regularization to 1-step (ablation)1-step model · Kolmogorov FlowTCM: 5.39 -> 2.45Helped
Add DySLIM regularization to curriculum training (ablation)Curr model · Kolmogorov FlowMELR: 5.35 -> 1.64Helped
Add DySLIM regularization to curriculum training (ablation)Curr model · Kolmogorov FlowMELRw: 0.95 -> 0.45Helped
Add DySLIM regularization to curriculum training (ablation)Curr model · Kolmogorov FlowcovRMSE: 8.13 -> 6.95Helped
Add DySLIM regularization to curriculum training (ablation)Curr model · Kolmogorov FlowWass1: 9.66 -> 4.76Helped
Add DySLIM regularization to curriculum training (ablation)Curr model · Kolmogorov FlowTCM: 3.50 -> 2.83Helped
Add DySLIM regularization to pushforward training (ablation)Pfwd model · Kolmogorov FlowMELR: 3.19 -> 2.46Helped
Add DySLIM regularization to pushforward training (ablation)Pfwd model · Kolmogorov FlowMELRw: 0.53 -> 0.53No clear effect

Surprising findings

Limitations

Experimental setup

Datasets: Lorenz 63 simulated trajectories Kuramoto-Sivashinsky simulated trajectories Kolmogorov flow simulated trajectories

Benchmarks: Lorenz 63 Kuramoto-Sivashinsky Kolmogorov flow

Metrics: cosine similarity Sinkhorn divergence MELR MELRw covRMSE Wasserstein-1 time correlation metric

Baselines: 1-step objective Curriculum training Pushforward trick Sinkhorn-divergence regularization

Builds on: pushforward trick curriculum training maximum mean discrepancy Sinkhorn divergence

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