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Published on: July 3, 2020
Tree-based learning for high-fidelity prediction of chaos.
Adam Giammarese1, Kamal Rana2, Erik M Bollt3,4
1School of Mathematics and Statistics, Rochester Institute of Technology, Rochester, NY, 14623, USA. amg2889@rit.edu.
This study introduces a simpler machine learning method for forecasting chaotic systems, like climate patterns. It automates hyperparameter tuning, reducing computational needs and improving prediction accuracy.
Area of Science:
- * Computational Science and Engineering
- * Machine Learning and Artificial Intelligence
- * Complex Systems Dynamics
Background:
- * Forecasting chaotic systems is crucial for climate, finance, and biomedical applications.
- * Current methods like Reservoir Computing (RC) and Long-Short-Term Memory (LSTM) demand extensive hyperparameter tuning and computational resources.
- * This necessitates more efficient and accessible prediction techniques.
Purpose of the Study:
- * To develop a computationally simpler regression tree ensemble method for predicting chaotic system dynamics.
- * To introduce an automated heuristic procedure for hyperparameter prescription, eliminating manual tuning.
- * To demonstrate the proposed method's effectiveness on benchmark tasks and real-world climate data.
Main Methods:
- * Utilized a regression tree ensemble approach for time-series prediction.
- * Developed a novel heuristic procedure for automated hyperparameter selection based on statistical data analysis.
- * Conducted numerical experiments and evaluated performance on benchmark chaotic systems and the Southern Oscillation Index.
Main Results:
- * The proposed regression tree ensemble method offers a computationally efficient alternative to existing techniques.
- * The automated hyperparameter prescription procedure successfully eliminated the need for manual tuning.
- * Achieved state-of-the-art performance, particularly on the noisy Southern Oscillation Index climate time series with limited data.
Conclusions:
- * The developed regression tree ensemble technique provides an effective and computationally simpler approach for forecasting chaotic systems.
- * Automated hyperparameter prescription significantly enhances usability and reduces resource requirements.
- * The method demonstrates strong potential for real-world applications, including climate prediction.
