Machine learning prediction of critical transition and system collapse

Abstract

To predict a critical transition due to parameter drift without relying on a model is an outstanding problem in nonlinear dynamics and applied fields. A closely related problem is to predict whether the system is already in or if the system will be in a transient state preceding its collapse. We develop a model-free, machine-learning-based solution to both problems by exploiting reservoir computing to incorporate a parameter input channel. We demonstrate that, when the machine is trained in the normal functioning regime with a chaotic attractor (i.e., before the critical transition), the transition point can be predicted accurately. Remarkably, for a parameter drift through the critical point, the machine with the input parameter channel is able to predict not only that the system will be in a transient state, but also the distribution of the transient lifetimes and their average before the final collapse, revealing an important physical property of transient chaos.