To predict rare extreme events using deep neural networks, one encounters the so-called small data problem because even long-term observations often contain few extreme events. Here, we investigate a model-assisted framework where the training data are obtained from numerical simulations, as opposed to observations, with adequate samples from extreme events. However, to ensure the trained networks are applicable in practice, the training is not performed on the full simulation data; instead, we only use a small subset of observable quantities, which can be measured in practice. We investigate the feasibility of this model-assisted framework on three different dynamical systems (Rössler attractor, FitzHugh–Nagumo model, and a turbulent fluid flow) and three different deep neural network architectures (feedforward, long short-term memory, and reservoir computing). In each case, we study the prediction accuracy, robustness to noise, reproducibility under repeated training, and sensitivity to the type of input data. In particular, we find long short-term memory networks to be most robust to noise and to yield relatively accurate predictions, while requiring minimal fine-tuning of the hyperparameters.
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April 2022
Research Article|
April 06 2022
Model-assisted deep learning of rare extreme events from partial observations
Anna Asch;
Anna Asch
1
Department of Mathematics, Cornell University
, 310 Malott Hall, Ithaca, New York 14853, USA
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Ethan J. Brady;
Ethan J. Brady
2
Department of Mathematics, Purdue University
, 150 N. University Street, West Lafayette, Indiana 47907, USA
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Hugo Gallardo;
Hugo Gallardo
3
Department of Mechanical Engineering, The University of Texas Rio Grande Valley
, 1201 W. University Drive, Edinburg, Texas 78539, USA
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John Hood
;
John Hood
4
Department of Mathematics, Bowdoin College
, 8600 College Station Brunswick, Maine 04011, USA
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Bryan Chu
;
Bryan Chu
5
Department of Mathematics, North Carolina State University
, Raleigh, North Carolina 27695-8205, USA
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Mohammad Farazmand
Mohammad Farazmand
a)
5
Department of Mathematics, North Carolina State University
, Raleigh, North Carolina 27695-8205, USA
a)Author to whom correspondence should be addressed: [email protected]
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a)Author to whom correspondence should be addressed: [email protected]
Citation
Anna Asch, Ethan J. Brady, Hugo Gallardo, John Hood, Bryan Chu, Mohammad Farazmand; Model-assisted deep learning of rare extreme events from partial observations. Chaos 1 April 2022; 32 (4): 043112. https://doi.org/10.1063/5.0077646
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