The Institute for Research in Electronics and Applied Physics, University of Maryland, College Park, Maryland 26742, USA.
Chaos. 2023 Feb;33(2):023143. doi: 10.1063/5.0131787.
The ability of machine learning (ML) models to "extrapolate" to situations outside of the range spanned by their training data is crucial for predicting the long-term behavior of non-stationary dynamical systems (e.g., prediction of terrestrial climate change), since the future trajectories of such systems may (perhaps after crossing a tipping point) explore regions of state space which were not explored in past time-series measurements used as training data. We investigate the extent to which ML methods can yield useful results by extrapolation of such training data in the task of forecasting non-stationary dynamics, as well as conditions under which such methods fail. In general, we find that ML can be surprisingly effective even in situations that might appear to be extremely challenging, but do (as one would expect) fail when "too much" extrapolation is required. For the latter case, we show that good results can potentially be obtained by combining the ML approach with an available inaccurate conventional model based on scientific knowledge.
机器学习 (ML) 模型“外推”到其训练数据范围之外的情况的能力对于预测非平稳动力系统的长期行为至关重要(例如,陆地气候变化的预测),因为此类系统的未来轨迹可能(也许在越过一个临界点之后)探索过去用作训练数据的时间序列测量中未探索过的状态空间区域。我们研究了 ML 方法在预测非平稳动力学的任务中通过对这种训练数据的外推可以产生有用结果的程度,以及这些方法失败的条件。一般来说,我们发现即使在那些看起来极具挑战性的情况下,ML 也可以惊人地有效,但在需要“过多”外推的情况下确实会失败。对于后者,我们表明,通过将 ML 方法与基于科学知识的现有不准确传统模型相结合,可能会得到良好的结果。