Heterogeneous mixtures of dictionary functions to approximate subspace invariance in Koopman operators
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Koopman operators model nonlinear dynamics as a linear dynamic system acting on a nonlinear function as the state. This nonstandard state is often called a Koopman observable and is usually approximated numerically by a superposition of functions drawn from a dictionary. A widely used algorithm, is Extended Dynamic Mode Decomposition, where the dictionary functions are drawn from a fixed, homogeneous class of functions. Recently, deep learning combined with EDMD has been used to learn novel dictionary functions in an algorithm called deep dynamic mode decomposition (deepDMD). The learned representation both (1) accurately models and (2) scales well with the dimension of the original nonlinear system. In this paper we analyze the learned dictionaries from deepDMD and explore the theoretical basis for their strong performance. We discover a novel class of dictionary functions to approximate Koopman observables. Error analysis of these dictionary functions show they satisfy a property of subspace approximation, which we define as uniform finite approximate closure. We discover that structured mixing of heterogeneous dictionary functions drawn from different classes of nonlinear functions achieve the same accuracy and dimensional scaling as deepDMD. This mixed dictionary does so with an order of magnitude reduction in parameters, while maintaining geometric interpretability. Our results provide a hypothesis to explain the success of deep neural networks in learning numerical approximations to Koopman operators.
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