Koopman Operator Theory Based Machine Learning of Dynamical Systems
Many approaches to machine learning have struggled with applications that possess complex process dynamics. In contrast, human intelligence is adapted, and - - arguably - built to deal with complex dynamics. The current theory holds that human brain achieves that by constantly rebuilding a model of the world based on the feedback it receives. I will describe an approach to machine learning of dynamical systems based on Koopman Operator Theory (KOT) that also produces generative, predictive, context-aware models. The approach is adaptable to (feedback) control applications. KOT has deep mathematical roots and I will discuss its basic tenets. I will also present computational methods that enable lean computation. A number of examples will be discussed, including use in fluid dynamics, power grid dynamics, network security, soft robotics, and game dynamics.