8000 Add kernel method · Issue #1 · cwrowley/dmdtools · GitHub
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cwrowley opened this issue Apr 13, 2015 · 1 comment
Open

Add kernel method #1

cwrowley opened this issue Apr 13, 2015 · 1 comment

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@cwrowley
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It would be nice to add kernel DMD as an option, for instance to standard DMD or streaming (or potentially TLS). One possibility would be something like:

sdmd = StreamingDMD(kernel=10)

for a kernel (1 + x'y)^{10}, or

sdmd = StreamingDMD(kernel=f)

for a user-defined kernel f(x,y). Any thoughts?
@mowill
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mowill commented Jun 15, 2015

Kernel DMD with batch data has been added to the main branch and the Scikit-learn-based interface.

Streaming and kernel are difficult to combine because streaming assumes # snapshots >> size of state space while kernel assumes #snapshots << size of state space. We may be able to find a clever way to combine them, but I can't think of it at the moment!

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