Supervised machine learning to estimate instabilities in chaotic systems: Estimation of local Lyapunov exponents

In chaotic dynamical systems such as the weather, prediction errors grow faster in some situations than in others. Real-time knowledge about the error growth could enable strategies to adjust the modelling and forecasting infrastructure on-the-fly to increase accuracy or reduce computation time. One could, e.g., change the ensemble size, or the distribution and type of target observations. Local Lyapunov exponents are known indicators of the rate at which very small prediction errors grow over a finite time interval. However, their computation is very expensive: it requires maintaining and evolving a tangent linear model, orthogonalisation algorithms and storing large matrices. In this feasibility study, we investigate the accuracy of supervised machine learning in estimating the current local Lyapunov exponents, from input of current and recent time steps of the system trajectory, as an alternative to the classical method. Thus machine learning is not used here to emulate a physical model or some of its components, but non intrusively as a complementary tool. We test four popular supervised learning algorithms: regression trees, multilayer perceptrons, convolutional neural networks and long short-term memory networks. Experiments are conducted on two low-dimensional chaotic systems of ordinary differential equations, the R\"ossler and the Lorenz 63 models. We find that on average the machine learning algorithms predict the stable local Lyapunov exponent accurately, the unstable exponent reasonably accurately, and the neutral exponent only somewhat accurately. We show that greater prediction accuracy is associated with local homogeneity of the local Lyapunov exponents on the system attractor. Importantly, the situations in which (forecast) errors grow fastest are not necessarily the same as those where it is more difficult to predict local Lyapunov exponents with machine learning.
Comment: 37 pages, 10 Figures