Séminaire Data de l’ENS

The geometry of dynamical systems estimated from trajectory data is a major challenge for machine learning applications. Koopman and transfer operators provide a linear representation of nonlinear dynamics through their spectral decomposition, offering a natural framework for comparison. We propose a novel approach representing each system as a distribution of its joint operator eigenvalues and spectral projectors and defining a metric between systems leveraging optimal transport. The proposed metric is invariant to the sampling frequency of trajectories. It is also computationally efficient, supported by finite-sample convergence guarantees, and enables the […]