A Monte Carlo Approach to Koopman Direct Encoding and Its Application to the Learning of Neural-Network Observables

This letter presents a computational method, called Bootstrapped Koopman Direct Encoding (B-KDE) that allows us to approximate the Koopman operator with high accuracy by combining Koopman Direct Encoding (KDE) with a deep neural network. Deep learning has been applied to the Koopman operator method for finding an effective set of observable functions. Training the network, however, inevitably faces difficulties such as local minima, unless enormous computational efforts are made. Incorporating KDE can solve or alleviate this problem, producing an order of magnitude more accurate prediction. KDE converts the state transition function of a nonlinear system to a linear model in the lifted space of observables that are generated by deep learning. The combined KDE-deep model achieves higher accuracy than that of the deep learning alone. In B-KDE, the combined model is further trained until it reaches a plateau, and this computation is alternated between the neural network learning and the KDE computation. The result of the MSE loss implies that the neural network may get rid of local minima or at least find a smaller local minimum, and further improve the prediction accuracy. The KDE computation however, entails an effective algorithm for computing the inner products of observables and the nonlinear functions of the governing dynamics. Here, a computational method based on the Quasi-Monte Carlo integration is presented. The method is applied to a three-cable suspension robot, which exhibits complex switched nonlinear dynamics due to slack in each cable. The prediction accuracy is compared against its traditional counterparts.