Paper Detail
Sean Hill, Felix X. -F. Ye
Stochastic dynamical systems with slow or metastable behavior evolve, on long time scales, on an unknown low-dimensional manifold in high-dimensional ambient space. Building a reduced simulator from short-burst ambient ensembles is a long-standing problem: local-chart methods like ATLAS suffer from exponential landmark scaling and per-step reprojection, while autoencoder alternatives leave tangent-bundle geometry poorly constrained, and the errors propagate into the learned drift and diffusion. We observe that the ambient covariance~$Λ$ already encodes coordinate-invariant tangent-space information, its range spanning the tangent bundle. Using this, we construct a tangent-bundle penalty and an inverse-consistency penalty for a three-stage pipeline (chart learning, latent drift, latent diffusion) that learns a single nonlinear chart and the latent SDE. The penalties induce a function-space metric, the $ρ$-metric, strictly weaker than the Sobolev $H^1$ norm yet achieving the same chart-quality generalization rate up to logarithmic factors. For the drift, we derive an encoder-pullback target via Itô's formula on the learned encoder and prove a bias decomposition showing the standard decoder-side formula carries systematic error for any imperfect chart. Under a $W^{2,\infty}$ chart-convergence assumption, chart-level error propagates controllably to weak convergence of the ambient dynamics and to convergence of radial mean first-passage times. Experiments on four surfaces embedded in up to $201$ ambient dimensions reduce radial MFPT error by $50$--$70\%$ under rotation dynamics and achieve the lowest inter-well MFPT error on most surface--transition pairs under metastable Müller--Brown Langevin dynamics, while reducing end-to-end ambient coefficient errors by up to an order of magnitude relative to an unregularized autoencoder.
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@article{hill2026geometric,
title = {Geometric regularization of autoencoders via observed stochastic dynamics},
author = {Sean Hill and Felix X. -F. Ye},
year = {2026},
abstract = {Stochastic dynamical systems with slow or metastable behavior evolve, on long time scales, on an unknown low-dimensional manifold in high-dimensional ambient space. Building a reduced simulator from short-burst ambient ensembles is a long-standing problem: local-chart methods like ATLAS suffer from exponential landmark scaling and per-step reprojection, while autoencoder alternatives leave tangent-bundle geometry poorly constrained, and the errors propagate into the learned drift and diffusion. },
url = {https://arxiv.org/abs/2604.16282},
keywords = {cs.LG, math.DS, math.PR},
eprint = {2604.16282},
archiveprefix = {arXiv},
}
{}