A Spectral-Grassmann Wasserstein metric for operator representations of dynamical systems

The geometry of dynamical systems estimated from trajectory data is a major chal- lenge for machine learning applications. Koopman and transfer operators provide a linear representation of nonlinear dynamics through their spectral decomposition, offering a natural framework for comparison. We propose a novel approach that represents each system as a distribution over its joint operator eigenvalues and spectral projectors and defines a metric between systems leveraging optimal trans- port. The proposed metric is invariant to the sampling frequency of trajectories. It is also computationally efficient, supported by finite-sample convergence guarantees, and enables the computation of Fréchet means, providing interpolation between dynamical systems. Experiments on simulated and real-world datasets show that our approach consistently outperforms standard operator-based distances in machine learning applications, including dimensionality reduction and classification, and provides meaningful interpolation between dynamical systems.

CC-BY-4.0