新闻 · arXiv cs.LG

Cluster-Weighted EDMD

Extended Dynamic Mode Decomposition (EDMD) approximates Koopman operators from data, but a single global operator is inefficient when different state-space regions exhibit distinct local dynamics. We introduce Cluster-Weighted EDMD (CW-EDMD), which jointly learns a soft phase-space partition and a per-cluster EDMD operator. Its Expectation-Maximization (EM) objective assigns each transition based on both geometric proximity and prediction residuals, so clusters specialize where local Koopman…