Learning Orthonormal Bases for Function Spaces
For researchers in functional data analysis and scientific computing, this provides a novel way to learn data-adaptive orthonormal bases, but the approach is incremental as it builds on existing manifold and ODE concepts.
The paper introduces a neural network-based framework to learn orthonormal bases for function spaces by parameterizing paths on the orthogonal group via ODEs with finite-rank generators, proving universality that rank-2 generators suffice to approximate any target basis. The method is demonstrated on tasks such as learning principal components, eigenfunctions, and dynamic modes.
Infinite-dimensional orthonormal basis expansions play a central role in representing and computing with function spaces due to their favorable linear algebraic properties. However, common bases such as Fourier or wavelets are fixed and do not adapt to the structure of a given problem or dataset. In this paper, we aim to represent these bases with neural networks and optimize them. Our key idea is that any target infinite-dimensional orthonormal basis can be viewed either as a point on the Lie manifold of the orthogonal group, or equivalently, as the endpoint of a continuous path on that manifold that connects a reference basis, e.g. Fourier, to that target. Paths on the Lie manifold satisfy ordinary differential equations (ODEs) governed by skew-adjoint integral operators. Using neural networks to define finite-rank generators of such ODEs allows us to parameterize and optimize orthonormal bases in function space. While relying on finite-rank generators to model infinite operators might seem restrictive, we prove a universality result: even with a rank-2 generator, the integrated solutions of the ODE are dense in the orthogonal group under the appropriate operator topology. In other words, for any target orthonormal basis, there exists a path originating from a reference basis and driven by finite-rank generators that gets arbitrarily close to that target basis. We demonstrate the flexibility of our framework by transforming the Fourier basis into the principal components of a functional dataset, eigenfunctions of linear operators, or dynamic modes of energy-preserving physical simulations.