Search arXivSearch

arXiv · 2511.06527

Efficient Approximation of Volterra Series for High-Dimensional Systems

Abstract

The identification of high-dimensional nonlinear dynamical systems via the Volterra series has significant potential, but has been severely hindered by the curse of dimensionality. Tensor Network (TN) methods such as the Modified Alternating Linear Scheme (MVMALS) have been a breakthrough for the field, offering a tractable approach by exploiting the low-rank structure in Volterra kernels. However, these techniques still encounter prohibitive computational and memory bottlenecks due to high-order polynomial scaling with respect to input dimension. To overcome this barrier, we introduce the Tensor Head Averaging (THA) algorithm, which significantly reduces complexity by constructing an ensemble of localized MVMALS models trained on small subsets of the input space. In this paper, we present a theoretical foundation for the THA algorithm. We establish observable, finite-sample bounds on the error between the THA ensemble and a full MVMALS model, and we derive an exact decomposition of the squared error. This decomposition is used to analyze the manner in which subset models implicitly compensate for omitted dynamics. We quantify this effect, and prove that correlation between the included and omitted dynamics creates an optimization incentive which drives THA's performance toward accuracy superior to a simple truncation of a full MVMALS model. THA thus offers a scalable and theoretically grounded approach for identifying previously intractable high-dimensional systems.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Navin Khoshnan, Claudia K Petritsch, Bryce-Allen Bagley. 2025-11-09. Efficient Approximation of Volterra Series for High-Dimensional Systems. https://arxiv.org/abs/2511.06527

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Analysis of Regularized Learning in Banach Spaces for Linear-functional Data

This article delves into the study of the theory of regularized learning in Banach spaces for linear-functional data. It encompasses discussions on representer theorems, pseudo-approximation theorems, and convergence theorems. Regularized learning is designed to minimize regularized empirical risks over a Banach space. The empirical risks are calculated by utilizing training data and multi-loss functions. The input training data are composed of linear functionals in a predual space of the Banach space to capture discrete local information from multimodal data and multiscale models. Through the regularized learning, approximations of the exact solution to an unidentified or uncertain original problem are globally achieved. In the convergence theorems, the convergence of the approximate solutions to the exact solution is established through the utilization of the weak* topology of the Banach space. The theorems of regularized learning are utilized in the interpretation of classical machine learning, such as support vector machines and artificial neural networks.

cs.LG

On Minimal Depth in Neural Networks

Understanding the relationship between the depth of a neural network and its representational capacity is a central problem in deep learning theory. In this work, we develop a geometric framework to analyze the expressivity of ReLU networks with the notion of depth complexity for convex polytopes. The depth of a polytope recursively quantifies the number of alternating convex hull and Minkowski sum operations required to construct it. This geometric perspective serves as a rigorous tool for deriving depth lower bounds and understanding the structural limits of deep neural architectures. We establish lower and upper bounds on the depth of polytopes, as well as tight bounds for classical families. These results yield two main consequences. First, we provide a purely geometric proof of the expressivity bound by Arora et al. (2018), confirming that $\lceil \log_2(n+1)\rceil$ hidden layers suffice to represent any continuous piecewise linear (CPWL) function. Second, we prove that, unlike general ReLU networks, convex polytopes do not admit a universal depth bound. Specifically, the depth of cyclic polytopes in dimensions $n \geq 4$ grows unboundedly with the number of vertices. This result implies that Input Convex Neural Networks (ICNNs) cannot represent all convex CPWL functions with a fixed depth, revealing a sharp separation in expressivity between ICNNs and standard ReLU networks.

cs.LG

ELEMENT: Episodic and Lifelong Exploration via Maximum Entropy

Reinforcement learning agents depend on reward signals whose density is rarely under the designer's control, and when such signals are absent, an agent must generate its own drive to explore. State entropy maximization offers a principled objective for this, but existing methods break down at scale in two ways: the intrinsic reward vanishes once a state has been visited, discouraging revisits to the very gateways that lead onward, and estimating entropy over millions of accumulated observations becomes computationally prohibitive. We address both with Episodic and Lifelong Exploration via Maximum Entropy (ELEMENT), a multiscale intrinsically motivated framework for reward-free exploration that transfers to downstream tasks. ELEMENT couples lifelong entropy maximization with a complementary episodic term acting on a faster timescale. For the episodic term, we derive average episodic state entropy, an intrinsic reward that is the exact minimizer of a tractable upper bound on the reward-decomposition objective; for the lifelong term, we propose a $k$NN graph-based estimator that keeps entropy tractable without forgetting. ELEMENT consistently outperforms state-of-the-art intrinsic reward baselines on state coverage and unsupervised pre-training. Videos, code, and supplementary material: https://sites.google.com/view/element-rl.

cs.LG