Manifold learning for parameter reduction (1807.08338v2)

Abstract: Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral aspects of otherwise intractable models. High model dimensionality and complexity makes symbolic, pen--and--paper model reduction tedious and impractical, a difficulty addressed by recently developed frameworks that computerize reduction. Symbolic work has the benefit, however, of identifying both reduced state variables and parameter combinations that matter most (effective parameters, "inputs"); whereas current computational reduction schemes leave the parameter reduction aspect mostly unaddressed. As the interest in mapping out and optimizing complex input--output relations keeps growing, it becomes clear that combating the curse of dimensionality also requires efficient schemes for input space exploration and reduction. Here, we explore systematic, data-driven parameter reduction by means of effective parameter identification, starting from current nonlinear manifold-learning techniques enabling state space reduction. Our approach aspires to extend the data-driven determination of effective state variables with the data-driven discovery of effective model parameters, and thus to accelerate the exploration of high-dimensional parameter spaces associated with complex models.