Combining Machine Learning with Knowledge-Based Modeling for Scalable Forecasting and Subgrid-Scale Closure of Large, Complex, Spatiotemporal Systems

Abstract: We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous system states and an imperfect model of the full system dynamics. Specifically, we attempt to utilize machine learning as the essential tool for integrating the use of past data into predictions. In order to facilitate scalability to the common scenario of interest where the spatiotemporally chaotic system is very large and complex, we propose combining two approaches:(i) a parallel machine learning prediction scheme; and (ii) a hybrid technique, for a composite prediction system composed of a knowledge-based component and a machine-learning-based component. We demonstrate that not only can this method combining (i) and (ii) be scaled to give excellent performance for very large systems, but also that the length of time series data needed to train our multiple, parallel machine learning components is dramatically less than that necessary without parallelization. Furthermore, considering cases where computational realization of the knowledge-based component does not resolve subgrid-scale processes, our scheme is able to use training data to incorporate the effect of the unresolved short-scale dynamics upon the resolved longer-scale dynamics ("subgrid-scale closure").