Geometric Principles for Machine Learning of Dynamical Systems

Abstract

Mathematical descriptions of dynamical systems are deeply rooted in topological spaces defined by non-Euclidean geometry. This paper proposes leveraging structure-rich geometric spaces for machine learning to achieve structural generalization when modeling physical systems from data, in contrast to embedding physics bias within model-free architectures. We consider model generalization to be a function of symmetry, invariance and uniqueness, defined as a topological mapping from state space dynamics to the parameter space. We illustrate this view through the machine learning of linear time-invariant dynamical systems, whose dynamics reside on the symmetric positive definite manifold.