Datafold: Data-driven Models for Point Clouds and Time Series on Manifolds

Ever increasing data availability has changed the way how data is analyzed and interpreted in many scientific fields. While the underlying complex systems remain the same, data measurements increase in both quantity and dimension. The main drivers are larger computer simulation capabilities and increasingly versatile sensors. In contrast to an equation-driven workflow, a scientist can use data-driven models to analyze a wider range of systems, including those with unknown or intractable equations. The models can be applied to a variety of data-driven scenarios, such as enriching the analysis of unknown systems or merely serve as an equation-free surrogate by providing fast, albeit approximate, responses to unseen data.

[1]  Gianluigi Rozza,et al.  PyDMD: Python Dynamic Mode Decomposition , 2018, J. Open Source Softw..

[2]  Christopher M. Bishop,et al.  Pattern Recognition and Machine Learning (Information Science and Statistics) , 2006 .

[3]  Steven L. Brunton,et al.  Discovery of Nonlinear Multiscale Systems: Sampling Strategies and Embeddings , 2018, SIAM J. Appl. Dyn. Syst..

[4]  Jürgen Schmidhuber,et al.  Long Short-Term Memory , 1997, Neural Computation.

[5]  D. Giannakis Data-driven spectral decomposition and forecasting of ergodic dynamical systems , 2015, Applied and Computational Harmonic Analysis.

[6]  Clarence W. Rowley,et al.  A Data–Driven Approximation of the Koopman Operator: Extending Dynamic Mode Decomposition , 2014, Journal of Nonlinear Science.

[7]  D. Donoho,et al.  Hessian eigenmaps: Locally linear embedding techniques for high-dimensional data , 2003, Proceedings of the National Academy of Sciences of the United States of America.

[8]  Nicolas Le Roux,et al.  Learning Eigenfunctions Links Spectral Embedding and Kernel PCA , 2004, Neural Computation.

[9]  Martín Abadi,et al.  TensorFlow: Large-Scale Machine Learning on Heterogeneous Distributed Systems , 2016, ArXiv.

[10]  Steven L. Brunton,et al.  On dynamic mode decomposition: Theory and applications , 2013, 1312.0041.

[11]  S. Brunton,et al.  Discovering governing equations from data by sparse identification of nonlinear dynamical systems , 2015, Proceedings of the National Academy of Sciences.

[12]  Steven L. Brunton,et al.  PySINDy: A Python package for the sparse identification of nonlinear dynamical systems from data , 2020, J. Open Source Softw..

[13]  Gaël Varoquaux,et al.  Scikit-learn: Machine Learning in Python , 2011, J. Mach. Learn. Res..

[14]  R. Coifman,et al.  Geometric harmonics: A novel tool for multiscale out-of-sample extension of empirical functions , 2006 .

[15]  Mikhail Belkin,et al.  Laplacian Eigenmaps for Dimensionality Reduction and Data Representation , 2003, Neural Computation.

[16]  Yuan Yu,et al.  TensorFlow: A system for large-scale machine learning , 2016, OSDI.

[17]  José R. Dorronsoro,et al.  Auto-adaptive multi-scale Laplacian Pyramids for modeling non-uniform data , 2020, Eng. Appl. Artif. Intell..

[18]  Skipper Seabold,et al.  Statsmodels: Econometric and Statistical Modeling with Python , 2010, SciPy.

[19]  Ronald R. Coifman,et al.  Heterogeneous Datasets Representation and Learning using Diffusion Maps and Laplacian Pyramids , 2012, SDM.

[20]  Stéphane Lafon,et al.  Diffusion maps , 2006 .

[21]  P. Schmid,et al.  Dynamic mode decomposition of numerical and experimental data , 2008, Journal of Fluid Mechanics.

[22]  Steven L. Brunton,et al.  Dynamic mode decomposition - data-driven modeling of complex systems , 2016 .

[23]  Ioannis G. Kevrekidis,et al.  Reduced models in chemical kinetics via nonlinear data-mining , 2013, 1307.6849.

[24]  Natalia Gimelshein,et al.  PyTorch: An Imperative Style, High-Performance Deep Learning Library , 2019, NeurIPS.

[25]  Soledad Le Clainche,et al.  Higher order dynamic mode decomposition of noisy experimental data: The flow structure of a zero-net-mass-flux jet , 2017 .