NAMar 13, 2020
Randomized CP Tensor DecompositionN. Benjamin Erichson, Krithika Manohar, Steven L. Brunton et al.
The CANDECOMP/PARAFAC (CP) tensor decomposition is a popular dimensionality-reduction method for multiway data. Dimensionality reduction is often sought after since many high-dimensional tensors have low intrinsic rank relative to the dimension of the ambient measurement space. However, the emergence of `big data' poses significant computational challenges for computing this fundamental tensor decomposition. By leveraging modern randomized algorithms, we demonstrate that coherent structures can be learned from a smaller representation of the tensor in a fraction of the time. Thus, this simple but powerful algorithm enables one to compute the approximate CP decomposition even for massive tensors. The approximation error can thereby be controlled via oversampling and the computation of power iterations. In addition to theoretical results, several empirical results demonstrate the performance of the proposed algorithm.
DSDec 14, 2017
Optimized Sampling for Multiscale DynamicsKrithika Manohar, Eurika Kaiser, Steven L. Brunton et al.
The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic analysis of multiscale physics. The DMD method is an ideal spatiotemporal matrix decomposition that correlates spatial features of computational or experimental data to periodic temporal behavior. DMD can be modified into a multiresolution analysis to separate complex dynamics into a hierarchy of multiresolution timescale components, where each level of the hierarchy divides dynamics into distinct background (slow) and foreground (fast) timescales. The multiresolution DMD is capable of characterizing nonlinear dynamical systems in an equation-free manner by recursively decomposing the state of the system into low-rank spatial modes and their temporal Fourier dynamics. Moreover, these multiresolution DMD modes can be used to determined sparse sampling locations which are nearly optimal for dynamic regime classification and full state reconstruction. Specifically, optimized sensors are efficiently chosen using QR column pivots of the DMD library, thus avoiding an NP-hard selection process. We demonstrate the efficacy of the method on several examples, including global sea-surface temperature data, and show that only a small number of sensors are needed for accurate global reconstructions and classification of El Niño events.
OCJun 23, 2023
Constrained optimization of sensor placement for nuclear digital twinsNiharika Karnik, Mohammad G. Abdo, Carlos E. Estrada Perez et al.
The deployment of extensive sensor arrays in nuclear reactors is infeasible due to challenging operating conditions and inherent spatial limitations. Strategically placing sensors within defined spatial constraints is essential for the reconstruction of reactor flow fields and the creation of nuclear digital twins. We develop a data-driven technique that incorporates constraints into an optimization framework for sensor placement, with the primary objective of minimizing reconstruction errors under noisy sensor measurements. The proposed greedy algorithm optimizes sensor locations over high-dimensional grids, adhering to user-specified constraints. We demonstrate the efficacy of optimized sensors by exhaustively computing all feasible configurations for a low-dimensional dynamical system. To validate our methodology, we apply the algorithm to the Out-of-Pile Testing and Instrumentation Transient Water Irradiation System (OPTI-TWIST) prototype capsule. This capsule is electrically heated to emulate the neutronics effect of the nuclear fuel. The TWIST prototype that will eventually be inserted in the Transient Reactor Test facility (TREAT) at the Idaho National Laboratory (INL), serves as a practical demonstration. The resulting sensor-based temperature reconstruction within OPTI-TWIST demonstrates minimized error, provides probabilistic bounds for noise-induced uncertainty, and establishes a foundation for communication between the digital twin and the experimental facility.
LGMar 16
OpenReservoirComputing: GPU-Accelerated Reservoir Computing in JAXJan Williams, Dima Tretiak, Steven L. Brunton et al.
OpenReservoirComputing (ORC) is a Python library for reservoir computing (RC) written in JAX (Bradbury et al. 2018) and Equinox (Kidger and Garcia 2021). JAX is a Python library for high-performance numerical computing that enables automatic differentiation, just-in-time (JIT) compilation, and GPU/TPU acceleration, while Equinox is a neural network framework for JAX. RC is a form of machine learning that functions by lifting a low-dimensional sequence or signal into a high-dimensional dynamical system and training a simple, linear readout layer from the high-dimensional dynamics back to a lower-dimensional quantity of interest. The most common application of RC is time-series forecasting, where the goal is to predict a signal's future evolution. RC has achieved state-of-the-art performance on this task, particularly when applied to chaotic dynamical systems. In addition, RC approaches can be adapted to perform classification and control tasks. ORC provides both modular components for building custom RC models and built-in models for forecasting, classification, and control. By building on JAX and Equinox, ORC offers GPU acceleration, JIT compilation, and automatic vectorization. These capabilities make prototyping new models faster and enable larger and more powerful reservoir architectures. End-to-end differentiability also enables seamless integration with other deep learning models built with Equinox.
OCJan 11, 2020
Optimal Sensor and Actuator Selection using Balanced Model ReductionKrithika Manohar, J. Nathan Kutz, Steven L. Brunton
Optimal sensor and actuator selection is a central challenge in high-dimensional estimation and control. Nearly all subsequent control decisions are affected by these sensor/actuator locations, and optimal placement amounts to an intractable brute-force search among the combinatorial possibilities. In this work, we exploit balanced model reduction and greedy optimization to efficiently determine sensor and actuator selections that optimize observability and controllability. In particular, we determine locations that optimize scalar measures of observability and controllability via greedy matrix QR pivoting on the dominant modes of the direct and adjoint balancing transformations. Pivoting runtime scales linearly with the state dimension, making this method tractable for high-dimensional systems. The results are demonstrated on the linearized Ginzburg-Landau system, for which our algorithm approximates known optimal placements computed using costly gradient descent methods.
STAT-MECHJul 21, 2023
Data-Induced Interactions of Sparse Sensors Using Statistical PhysicsAndrei A. Klishin, J. Nathan Kutz, Krithika Manohar
Large-dimensional empirical data in science and engineering frequently have a low-rank structure and can be represented as a combination of just a few eigenmodes. Because of this structure, we can use just a few spatially localized sensor measurements to reconstruct the full state of a complex system. The quality of this reconstruction, especially in the presence of sensor noise, depends significantly on the spatial configuration of the sensors. Multiple algorithms based on gappy interpolation and QR factorization have been proposed to optimize sensor placement. Here, instead of an algorithm that outputs a single "optimal" sensor configuration, we take a statistical mechanics view to compute the full landscape of sensor interactions induced by the training data. The two key advances of this paper are the recasting of the sensor placement landscape in an Ising model form and a regularized reconstruction that significantly decreases reconstruction error for few sensors. In addition, we provide first uncertainty quantification of the sparse sensing reconstruction and open questions about the shape of reconstruction risk curve. Mapping out these data-induced sensor interactions allows combining them with external selection criteria and anticipating sensor replacement impacts.
SPFeb 20, 2021Code
PySensors: A Python Package for Sparse Sensor PlacementBrian M. de Silva, Krithika Manohar, Emily Clark et al.
PySensors is a Python package for selecting and placing a sparse set of sensors for classification and reconstruction tasks. Specifically, PySensors implements algorithms for data-driven sparse sensor placement optimization for reconstruction (SSPOR) and sparse sensor placement optimization for classification (SSPOC). In this work we provide a brief description of the mathematical algorithms and theory for sparse sensor optimization, along with an overview and demonstration of the features implemented in PySensors (with code examples). We also include practical advice for user and a list of potential extensions to PySensors. Software is available at https://github.com/dynamicslab/pysensors.
STAT-MECHMar 4, 2024
Statistical Mechanics of Dynamical System IdentificationAndrei A. Klishin, Joseph Bakarji, J. Nathan Kutz et al.
Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and parsimony via hyperparameter tuning. In this framework, statistical mechanics offers tools to analyze the interplay between complexity and fitness similarly to that of entropy and energy in physical systems. To establish this analogy, we define the hyperparameter optimization procedure as a two-level Bayesian inference problem that separates variable selection from coefficient inference and enables the computation of the posterior parameter distribution in closed form. Our approach provides uncertainty quantification, crucial in the low-data limit that is frequently encountered in real-world applications. A key advantage of employing statistical mechanical concepts, such as free energy and the partition function, is to connect the large data limit to thermodynamic limit and characterize the sparsity- and noise-induced phase transitions that delineate correct from incorrect identification. We thus provide a method for closed-loop inference, estimating the noise in a given model and checking if the model is tolerant to that noise amount. This perspective of sparse equation discovery is versatile and can be adapted to various other equation discovery algorithms.
SYOct 23, 2024
Reservoir computing for system identification and predictive control with limited dataJan P. Williams, J. Nathan Kutz, Krithika Manohar
Model predictive control (MPC) is an industry standard control technique that iteratively solves an open-loop optimization problem to guide a system towards a desired state or trajectory. Consequently, an accurate forward model of system dynamics is critical for the efficacy of MPC and much recent work has been aimed at the use of neural networks to act as data-driven surrogate models to enable MPC. Perhaps the most common network architecture applied to this task is the recurrent neural network (RNN) due to its natural interpretation as a dynamical system. In this work, we assess the ability of RNN variants to both learn the dynamics of benchmark control systems and serve as surrogate models for MPC. We find that echo state networks (ESNs) have a variety of benefits over competing architectures, namely reductions in computational complexity, longer valid prediction times, and reductions in cost of the MPC objective function.
HCMar 5, 2024
Data-Driven Ergonomic Risk Assessment of Complex Hand-intensive Manufacturing ProcessesAnand Krishnan, Xingjian Yang, Utsav Seth et al.
Hand-intensive manufacturing processes, such as composite layup and textile draping, require significant human dexterity to accommodate task complexity. These strenuous hand motions often lead to musculoskeletal disorders and rehabilitation surgeries. We develop a data-driven ergonomic risk assessment system with a special focus on hand and finger activity to better identify and address ergonomic issues related to hand-intensive manufacturing processes. The system comprises a multi-modal sensor testbed to collect and synchronize operator upper body pose, hand pose and applied forces; a Biometric Assessment of Complete Hand (BACH) formulation to measure high-fidelity hand and finger risks; and industry-standard risk scores associated with upper body posture, RULA, and hand activity, HAL. Our findings demonstrate that BACH captures injurious activity with a higher granularity in comparison to the existing metrics. Machine learning models are also used to automate RULA and HAL scoring, and generalize well to unseen participants. Our assessment system, therefore, provides ergonomic interpretability of the manufacturing processes studied, and could be used to mitigate risks through minor workplace optimization and posture corrections.
LGOct 17, 2025
Online Kernel Dynamic Mode Decomposition for Streaming Time Series Forecasting with Adaptive WindowingChristopher Salazar, Krithika Manohar, Ashis G. Banerjee
Real-time forecasting from streaming data poses critical challenges: handling non-stationary dynamics, operating under strict computational limits, and adapting rapidly without catastrophic forgetting. However, many existing approaches face trade-offs between accuracy, adaptability, and efficiency, particularly when deployed in constrained computing environments. We introduce WORK-DMD (Windowed Online Random Kernel Dynamic Mode Decomposition), a method that combines Random Fourier Features with online Dynamic Mode Decomposition to capture nonlinear dynamics through explicit feature mapping, while preserving fixed computational cost and competitive predictive accuracy across evolving data. WORK-DMD employs Sherman-Morrison updates within rolling windows, enabling continuous adaptation to evolving dynamics from only current data, eliminating the need for lengthy training or large storage requirements for historical data. Experiments on benchmark datasets across several domains show that WORK-DMD achieves higher accuracy than several state-of-the-art online forecasting methods, while requiring only a single pass through the data and demonstrating particularly strong performance in short-term forecasting. Our results show that combining kernel evaluations with adaptive matrix updates achieves strong predictive performance with minimal data requirements. This sample efficiency offers a practical alternative to deep learning for streaming forecasting applications.
LGAug 24, 2020
Data-Driven Aerospace Engineering: Reframing the Industry with Machine LearningSteven L. Brunton, J. Nathan Kutz, Krithika Manohar et al.
Data science, and machine learning in particular, is rapidly transforming the scientific and industrial landscapes. The aerospace industry is poised to capitalize on big data and machine learning, which excels at solving the types of multi-objective, constrained optimization problems that arise in aircraft design and manufacturing. Indeed, emerging methods in machine learning may be thought of as data-driven optimization techniques that are ideal for high-dimensional, non-convex, and constrained, multi-objective optimization problems, and that improve with increasing volumes of data. In this review, we will explore the opportunities and challenges of integrating data-driven science and engineering into the aerospace industry. Importantly, we will focus on the critical need for interpretable, generalizeable, explainable, and certifiable machine learning techniques for safety-critical applications. This review will include a retrospective, an assessment of the current state-of-the-art, and a roadmap looking forward. Recent algorithmic and technological trends will be explored in the context of critical challenges in aerospace design, manufacturing, verification, validation, and services. In addition, we will explore this landscape through several case studies in the aerospace industry. This document is the result of close collaboration between UW and Boeing to summarize past efforts and outline future opportunities.
STMay 13, 2020
Kernel Analog Forecasting: Multiscale Test ProblemsDmitry Burov, Dimitrios Giannakis, Krithika Manohar et al.
Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions made, and the manner in which they should be interpreted, depends crucially on the extent to which the variables chosen for prediction are Markovian, or approximately Markovian. Multiscale systems provide a framework in which this issue can be analyzed. In this work kernel analog forecasting methods are studied from the perspective of data generated by multiscale dynamical systems. The problems chosen exhibit a variety of different Markovian closures, using both averaging and homogenization; furthermore, settings where scale-separation is not present and the predicted variables are non-Markovian, are also considered. The studies provide guidance for the interpretation of data-driven prediction methods when used in practice.
MLApr 1, 2018
Sparse Principal Component Analysis via Variable ProjectionN. Benjamin Erichson, Peng Zheng, Krithika Manohar et al.
Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating between distinct time scales. We demonstrate a robust and scalable SPCA algorithm by formulating it as a value-function optimization problem. This viewpoint leads to a flexible and computationally efficient algorithm. Further, we can leverage randomized methods from linear algebra to extend the approach to the large-scale (big data) setting. Our proposed innovation also allows for a robust SPCA formulation which obtains meaningful sparse principal components in spite of grossly corrupted input data. The proposed algorithms are demonstrated using both synthetic and real world data, and show exceptional computational efficiency and diagnostic performance.
MLNov 24, 2017
Predicting shim gaps in aircraft assembly with machine learning and sparse sensingKrithika Manohar, Thomas Hogan, Jim Buttrick et al.
A modern aircraft may require on the order of thousands of custom shims to fill gaps between structural components in the airframe that arise due to manufacturing tolerances adding up across large structures. These shims are necessary to eliminate gaps, maintain structural performance, and minimize pull-down forces required to bring the aircraft into engineering nominal configuration for peak aerodynamic efficiency. Gap filling is a time-consuming process, involving either expensive by-hand inspection or computations on vast quantities of measurement data from increasingly sophisticated metrology equipment. Either case amounts to significant delays in production, with much of the time spent in the critical path of aircraft assembly. This work presents an alternative strategy for predictive shimming, based on machine learning and sparse sensing to first learn gap distributions from historical data, and then design optimized sparse sensing strategies to streamline data collection and processing. This new approach is based on the assumption that patterns exist in shim distributions across aircraft, which may be mined and used to reduce the burden of data collection and processing in future aircraft. Specifically, robust principal component analysis is used to extract low-dimensional patterns in the gap measurements while rejecting outliers. Next, optimized sparse sensors are obtained that are most informative about the dimensions of a new aircraft in these low-dimensional principal components. We demonstrate the success of the proposed approach, called PIXel Identification Despite Uncertainty in Sensor Technology (PIXI-DUST), on historical production data from 54 representative Boeing commercial aircraft. Our algorithm successfully predicts $99\%$ of shim gaps within the desired measurement tolerance using $3\%$ of the laser scan points typically required; all results are cross-validated.
OCAug 18, 2017
Data-Driven Sparse Sensor Placement for ReconstructionKrithika Manohar, Bingni W. Brunton, J. Nathan Kutz et al.
Optimal sensor placement is a central challenge in the design, prediction, estimation, and control of high-dimensional systems. High-dimensional states can often leverage a latent low-dimensional representation, and this inherent compressibility enables sparse sensing. This article explores optimized sensor placement for signal reconstruction based on a tailored library of features extracted from training data. Sparse point sensors are discovered using the singular value decomposition and QR pivoting, which are two ubiquitous matrix computations that underpin modern linear dimensionality reduction. Sparse sensing in a tailored basis is contrasted with compressed sensing, a universal signal recovery method in which an unknown signal is reconstructed via a sparse representation in a universal basis. Although compressed sensing can recover a wider class of signals, we demonstrate the benefits of exploiting known patterns in data with optimized sensing. In particular, drastic reductions in the required number of sensors and improved reconstruction are observed in examples ranging from facial images to fluid vorticity fields. Principled sensor placement may be critically enabling when sensors are costly and provides faster state estimation for low-latency, high-bandwidth control. MATLAB code is provided for all examples.
MLJan 12, 2017
Sparse-TDA: Sparse Realization of Topological Data Analysis for Multi-Way ClassificationWei Guo, Krithika Manohar, Steven L. Brunton et al.
Topological data analysis (TDA) has emerged as one of the most promising techniques to reconstruct the unknown shapes of high-dimensional spaces from observed data samples. TDA, thus, yields key shape descriptors in the form of persistent topological features that can be used for any supervised or unsupervised learning task, including multi-way classification. Sparse sampling, on the other hand, provides a highly efficient technique to reconstruct signals in the spatial-temporal domain from just a few carefully-chosen samples. Here, we present a new method, referred to as the Sparse-TDA algorithm, that combines favorable aspects of the two techniques. This combination is realized by selecting an optimal set of sparse pixel samples from the persistent features generated by a vector-based TDA algorithm. These sparse samples are selected from a low-rank matrix representation of persistent features using QR pivoting. We show that the Sparse-TDA method demonstrates promising performance on three benchmark problems related to human posture recognition and image texture classification.