fractal dimensionality

Chaotic dynamical systems (DS) are ubiquitous in nature and society. Often we are interested in reconstructing such systems from observed time series for prediction or mechanistic insight, where by reconstruction we mean learning geometrical and invariant temporal properties of the system in question (like attractors). However, training reconstruction algorithms like recurrent neural networks (RNNs) on such systems by gradient-descent based techniques faces severe challenges. This is mainly due to exploding gradients caused by the exponential divergence of trajectories in chaotic systems. Moreover, for (scientific) interpretability we wish to have as low dimensional reconstructions as possible, preferably in a model which is mathematically tractable. Here we report that a surprisingly simple modification of teacher forcing leads to provably strictly all-time bounded gradients in training on chaotic systems, and, when paired with a simple architectural rearrangement of a tractable RNN design, piecewise-linear RNNs (PLRNNs), allows for faithful reconstruction in spaces of at most the dimensionality of the observed system. We show on several DS that with these amendments we can reconstruct DS better than current SOTA algorithms, in much lower dimensions. Performance differences were particularly compelling on real world data with which most other methods severely struggled. This work thus led to a simple yet powerful DS reconstruction algorithm which is highly interpretable at the same time.

For similarity search in high-dimensional vector spaces (or ‘HDVSs’), researchers have proposed a number of new methods (or adaptations of existing methods) based, in the main, on data-space partitioning. However, the performance of these methods generally degrades as dimensionality increases. Although this phenomenon—known as the ‘dimensional curse’ is well known, little or no quantitative analysis of the phenomenon is available. In this paper, we provide a detailed analysis of partitioning and clustering techniques for similarity search in HDVSs. We show formally that these methods exhibit linear complexity at high dimensionality, and that existing methods are outperformed on average by a simple sequential scan if the number of dimensions exceeds around 10. Consequently, we come up with an alternative organization based on approximations to make the unavoidable sequential scan as fast as possible. We describe a simple vector approximation scheme, called VA-file, and report on an experimental evaluation of this and of two tree-based index methods (an R*-tree and an X-tree).