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Computer Science > Machine Learning
Title: Tree-based Learning for High-Fidelity Prediction of Chaos
(Submitted on 12 Mar 2024)
Abstract: Model-free forecasting of the temporal evolution of chaotic systems is crucial but challenging. Existing solutions require hyperparameter tuning, significantly hindering their wider adoption. In this work, we introduce a tree-based approach not requiring hyperparameter tuning: TreeDOX. It uses time delay overembedding as explicit short-term memory and Extra-Trees Regressors to perform feature reduction and forecasting. We demonstrate the state-of-the-art performance of TreeDOX using the Henon map, Lorenz and Kuramoto-Sivashinsky systems, and the real-world Southern Oscillation Index.
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