When are dynamical systems learned from time series data statistically accurate?
从时间序列学习的动力系统何时具有统计准确性?
Conventional notions of generalization often fail to describe the ability of learned models to capture meaningful information from dynamical data. A neural network that learns complex dynamics with a small test error may still fail to reproduce its \emph{physical} behavior, including associated statistical moments and Lyapunov exponents. To address this gap, we propose an ergodic theoretic approach to generalization of complex dynamical models learned from time series data.…