Goal-oriented learning of stochastic dynamical systems using error bounds on path-space observables
The governing equations of stochastic dynamical systems often become cost-prohibitive for numerical simulation at large scales. Surrogate models of the governing equations, learned from data of the high-fidelity system, are routinely used to predict key observables with greater efficiency. However, standard choices of loss function for learning the surrogate model fail to provide error guarantees in path-dependent observables, such as reaction rates of molecular dynamical systems. This paper introduces an error bound for path-space observables and employs it […]