论文标题

部分可观测时空混沌系统的无模型预测

Hardness Results for Minimizing the Covariance of Randomly Signed Sum of Vectors

论文作者

Zhang, Peng

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Given vectors $\mathbb{v}_1, \ldots, \mathbb{v}_n \in \mathbb{R}^d$ with Euclidean norm at most $1$ and $\mathbb{x}_0 \in [-1,1]^n$, our goal is to sample a random signing $\mathbb{x} \in \{\pm 1\}^n$ with $\mathbb{E}[\mathbb{x}] = \mathbb{x}_0$ such that the operator norm of the covariance of the signed sum of the vectors $\sum_{i=1}^n \mathbb{x}(i) \mathbb{v}_i$ is as small as possible. This problem arises from the algorithmic discrepancy theory and its application in the design of randomized experiments. It is known that one can sample a random signing with expectation $\mathbb{x}_0$ and the covariance operator norm at most $1$. In this paper, we prove two hardness results for this problem. First, we show it is NP-hard to distinguish a list of vectors for which there exists a random signing with expectation ${\bf 0}$ such that the operator norm is $0$ from those for which any signing with expectation ${\bf 0}$ must have the operator norm $Ω(1)$. Second, we consider $\mathbb{x}_0 \in [-1,1]^n$ whose entries are all around an arbitrarily fixed $p \in [-1,1]$. We show it is NP-hard to distinguish a list of vectors for which there exists a random signing with expectation $\mathbb{x}_0$ such that the operator norm is $0$ from those for which any signing with expectation ${\bf 0}$ must have the operator norm $Ω((1-|p|)^2)$.

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