Machine learning with data assimilation and uncertainty quantification for dynamical systems: a review

Data Assimilation (DA) and Uncertainty quantification (UQ) are extensively used in analysing and reducing error propagation in high-dimensional spatial-temporal dynamics. Typical applications span from computational fluid dynamics (CFD) to geoscience and climate systems. Recently, much effort has been given in combining DA, UQ and machine learning (ML) techniques. These research efforts seek to address some critical challenges in high-dimensional dynamical systems, including but not limited to dynamical system identification, reduced order surrogate modelling, error covariance specification and model error correction. A large number of developed techniques and methodologies exhibit a broad applicability across numerous domains, resulting in the necessity for a comprehensive guide. This paper provides the first overview of the state-of-the-art researches in this interdisciplinary field, covering a wide range of applications. This review aims at ML scientists who attempt to apply DA and UQ techniques to improve the accuracy and the interpretability of their models, but also at DA and UQ experts who intend to integrate cutting-edge ML approaches to their systems. Therefore, this article has a special focus on how ML methods can overcome the existing limits of DA and UQ, and vice versa. Some exciting perspectives of this rapidly developing research field are also discussed.

Egret Swarm Optimization Algorithm: An Evolutionary Computation Approach for Model Free Optimization

A novel meta-heuristic algorithm, Egret Swarm Optimization Algorithm (ESOA), is proposed in this paper, which is inspired by two egret species' (Great Egret and Snowy Egret) hunting behavior. ESOA consists of three primary components: Sit-And-Wait Strategy, Aggressive Strategy as well as Discriminant Conditions. The performance of ESOA on 36 benchmark functions as well as 2 engineering problems are compared with Particle Swarm Optimization (PSO), Genetic Algorithm (GA), Differential Evolution (DE), Grey Wolf Optimizer (GWO), and Harris Hawks Optimization (HHO). The result proves the superior effectiveness and robustness of ESOA. The source code used in this work can be retrieved from https://github.com/Knightsll/Egret_Swarm_Optimization_Algorithm; https://ww2.mathworks.cn/matlabcentral/fileexchange/115595-egret-swarm-optimization-algorithm-esoa.