2021 - DL For Early Warning Signals of Tipping Points
2021 - DL For Early Warning Signals of Tipping Points
tipping points
Thomas M. Burya,b , R. I. Sujithc , Induja Pavithrand , Marten Scheffere , Timothy M. Lentonf , Madhur Anandb ,
and Chris T. Baucha,1
a
Department of Applied Mathematics, University of Waterloo, Waterloo, ON N2L 3G1, Canada; b School of Environmental Sciences, University of Guelph,
Guelph, ON N1G 2W1, Canada; c Department of Aerospace Engineering, Indian Institute of Technology Madras, Chennai 600036, India; d Department of
Physics, Indian Institute of Technology Madras, Chennai 600036, India; e Department of Environmental Sciences, Wageningen University, 6708 PB
Wageningen, The Netherlands; and f Global Systems Institute, University of Exeter, Exeter EX4 4PY, United Kingdom
Edited by Alan Hastings, University of California, Davis, CA, and approved August 4, 2021 (received for review March 30, 2021)
Many natural systems exhibit tipping points where slowly chang- cation can lead the system into a state of oscillatory behavior via
ing environmental conditions spark a sudden shift to a new a smooth (supercritical) or abrupt (subcritical) transition.
and sometimes very different state. As the tipping point is Different bifurcation types correspond to distinct types of
approached, the dynamics of complex and varied systems sim- dynamical behavior. Moreover, other behaviors can emerge near
plify down to a limited number of possible “normal forms” that the bifurcation that are common to many normal forms. For
determine qualitative aspects of the new state that lies beyond example, all local bifurcations, that is, those where eigenvalues
the tipping point, such as whether it will oscillate or be sta- of the respective matrices cross the imaginary axis, are accom-
ble. In several of those forms, indicators like increasing lag-1 panied by critical slowing down (3, 13). This is where system
autocorrelation and variance provide generic early warning sig- dynamics become progressively less resilient to perturbations as
nals (EWS) of the tipping point by detecting how dynamics slow the transition approaches, causing dynamics to become more
down near the transition. But they do not predict the nature variable and autocorrelated. As a result, statistical indicators
of the new state. Here we develop a deep learning algorithm such as rising variance and lag-1 autocorrelation (AC) of a time
ECOLOGY
that provides EWS in systems it was not explicitly trained on, by series often precede tipping points in a variety of systems (14–
exploiting information about normal forms and scaling behav- 16). These generic early warning indicators have been found to
ior of dynamics near tipping points that are common to many precede catastrophic regime shifts in systems including epilep-
dynamical systems. The algorithm provides EWS in 268 empirical tic seizures, Earth’s paleoclimate system, and lake manipulation
and model time series from ecology, thermoacoustics, climatology, experiments (17–19).
and epidemiology with much greater sensitivity and specificity Mathematically, critical slowing down occurs when the real
than generic EWS. It can also predict the normal form that char-
MATHEMATICS
part of the dominant eigenvalue (a measure of system resilience;
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acterizes the oncoming tipping point, thus providing qualitative Box 2) diminishes and eventually passes through zero at the
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information on certain aspects of the new state. Such approaches bifurcation point. This happens for fold, Hopf, and transcritical
can help humans better prepare for, or avoid, undesirable state bifurcations, and thus critical slowing down is manifested before
transitions. The algorithm also illustrates how a universe of these three bifurcations types (16). Generic early warning indi-
possible models can be mined to recognize naturally occurring cators are intended to work across a range of different types of
tipping points. systems by detecting critical slowing down. But this strength is
dynamical systems | machine learning | bifurcation theory |
Significance
theoretical ecology | early warning signals
systems theory predicts that even very high-dimensional systems The authors declare no competing interest.y
will simplify to follow low-dimensional dynamics (10, 11). More- This article is a PNAS Direct Submission.y
over, there exist a limited number of typical bifurcations of steady This open access article is distributed under Creative Commons Attribution-NonCommercial-
states, each of which may be described by a “normal form”—a NoDerivatives License 4.0 (CC BY-NC-ND).y
canonical example capturing the dynamical features of the bifur- See online for related content such as Commentaries.y
cation (Box 1) (3). For instance, in a fold bifurcation, the system 1
To whom correspondence may be addressed. Email: [email protected]
exhibits an abrupt transition to a very different state. A trans- This article contains supporting information online at https://www.pnas.org/lookup/suppl/
critical bifurcation usually causes a smooth transition, although it doi:10.1073/pnas.2106140118/-/DCSupplemental.y
may sometimes cause an abrupt transition (12). Or, a Hopf bifur- Published September 20, 2021.
ECOLOGY
(linear) approximation (Box 2a). As a local bifurcation is possible outcomes (fold, transcritical, Hopf, and neutral) that the
approached, λ1 → 0, which corresponds to critical slowing time series will culminate in that outcome. Therefore, a height-
down, and a flattening of the first-order approximation to the ened probability assigned to one of the outcomes compared to
potential landscape (Box 2b). This allows noise to push the the other three is taken to provide an early warning signal of that
system farther from equilibrium, where higher-order terms outcome. According to this criterion, the DL algorithm also pro-
become significant. vides early warning of a transition in the two ecological models,
MATHEMATICS
and correctly predicts the type of bifurcation in each of the three
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APPLIED
ing evidence for our first two hypotheses. Firstly, these model
equations were not used to develop our training library (although
we note that our hypothesis relies on the training library includ-
ing a representative type of dynamics from the models, such as
fold bifurcations). Secondly, the algorithm initially assigns sim-
ilar probabilities to all three transition types in the earlier part
of the time series, but, after a specific time point, the algorithm
becomes highly confident in picking one of the three bifurca-
tion types as the most probable outcome. This is consistent with
the algorithm being able to distinguish features based on higher-
order terms that are held in common between dynamical systems
exhibiting each bifurcation type, but that distinguish the bifurca-
tion types from one another. Examples of these time series for
codimension-one bifurcations in this paper.) Then, we trained the other four study systems appear in SI Appendix, Figs. S1–S10.
the CNN-LSTM algorithm on the training set to classify any These time series, however, do not address how the
given time series into one of the four categories based on the approaches might perform when faced with a neutral time series
prebifurcation portion of the simulation time series. The F1 where no transition occurs, and whether they might mistak-
score of the algorithm—a combined measure of precision (how enly generate a false positive prediction of an oncoming state
many positive classifications are true positives) and sensitiv- transition (33). Hence, we compared the performance of these
ity/recall (how many of the true positives are detected)—tested approaches with respect to both true and false positives through
against a hold-out portion of the training set was 88.2% when a receiver operator characteristics (ROC) curve. The ROC curve
training on time series of length 1,500 data points, and was 84.2% shows the ratio of true positives to false positives, as a discrim-
when training on time series of length 500 data points. ination threshold that determines whether a classifier predicts a
We evaluated the out-of-sample predictive performance of the given outcome (such as transition versus no transition) is var-
algorithm, using data from study systems that were not included ied. The area under the ROC curve determines how well the
in the training set. We tested three model systems and three classifier does with respect to both sensitivity/recall (how many
empirical systems. The model systems included a simple har- true positives are detected) and specificity (how many false pos-
vesting model consisting of a single equation that exhibits a fold itives are avoided). The AUC is one for a perfect classifier, and
bifurcation (28); a system of two equations representing a con- 0.5 for a classifier that is no better than random. For variance
sumer−resource (predator−prey) system exhibiting both Hopf and lag-1 AC, higher positive values of the Kendall τ statistic
and transcritical bifurcations (29); and a system of five equations indicate a more strongly increasing trend. Therefore, these indi-
representing the coupled dynamics of infection transmission cators were taken to predict a given outcome when the Kendall
and vaccine opinion propagation, and exhibiting a transcritical τ statistic exceeded the discrimination threshold. The DL
bifurcation (12). The three empirical datasets consisted of data algorithm was taken to predict a given outcome simply when the
Fig. 1. Trends in indicators prior to three different bifurcations in ecological models. (A–C) Trajectory (gray) and smoothing (black) of a simulation of an
ecological model going through a fold, Hopf, and transcritical bifurcation, respectively. (D–F) Lag-1 AC computed over a rolling window (arrow) of width
0.25. (G–I) Variance. (J–L) Probabilities assigned to the fold (purple), Hopf (orange), and transcritical (cyan) bifurcation by the DL algorithm. The vertical
dashed line marks the time at which the system crosses the bifurcation.
probability assigned to that outcome exceeded the discrimination opinion, and the DL algorithm outperforms both lag-1 AC and
threshold. variance in this respect. Also, for the paleoclimate data, the DL
We compared ROC curves for the criterion of predicting any algorithm performs about as well as lag-1 AC, and both perform
transition for lag-1 AC, variance, and the DL algorithm, for eight better than variance (Fig. 2H). This may occur because the vari-
comparisons across all six study systems (Fig. 2). In support of ance actually decreases before the transition in several of the
our second hypothesis, the DL algorithm strongly outperforms empirical time series, because the sampling data does not have
lag-1 AC and variance in six of the comparisons. There are two high enough resolution, or because the system was forced too
interesting comparisons where the performance of the DL algo- quickly.
rithm is similar to that of lag-1 AC or variance. For the SEIRx In support of our third hypothesis, we note that the DL algo-
(Susceptible-Exposed-Infectious-Removed-vaccinator) coupled rithm usually predicts the correct type of bifurcation in all eight
behavior−disease model, all three classifiers are little better than comparisons (Fig. 2). An exception occurs for the thermoacous-
random in the model variable for the number of infectious per- tic system (Fig. 2G), where the frequency of the favored DL
sons (I ; Fig. 2E). This occurs due to nonnormality of the system probability for the Hopf bifurcation is only slightly higher than
associated with differing timescales for demographic and epi- for the fold bifurcation. This could be due to our down-sampling
demiological processes (34). However, the early warning signal of the data to enable the time series to be accommodated by the
is apparent in the variable x for the prevalence of provaccine DL algorithm code.
MATHEMATICS
a random coin toss.
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APPLIED
These ROC curves came from classifiers with access to 80 to previously studied in the literature on EWS of tipping points.
100% of the time series (in other words, using the last 20% of The algorithm still detects bifurcations in the empirical sys-
the time series). We also computed the ROC curves when the tems because that is what it was trained to do. However, it
three classifiers had access to 60 to 80% (the fourth quintile) of could be said that the algorithm is really predicting the type of
the time series (SI Appendix, Fig. S11). This allows us to assess bifurcation that researchers would use to describe an observed
the reliability of the approaches when they are required to pro- transition in the real-world system. This reflects the more general
vide early warning for a system that is still far from the tipping issue of how humans leave their imprint—for better or worse—
point. We observe that the DL algorithm provides early warn- on the classifications provided by supervised machine learning
ing with greater sensitivity and specificity than either lag-1 AC or algorithms (37).
variance, in all comparisons except the I variable of the SEIRx Early warning indicators generally require high-resolution
model, where they perform equally poorly. This result suggests data from a sufficiently long time series leading up to the tip-
that the DL algorithm can provide greater forewarning of com- ping point (38). This applies to DL algorithms as well as to lag-1
ing state transitions, although additional statistical tests would be AC and variance. We did not analyze how the performance of
required to show this conclusively. the DL algorithms, lag-1 AC, and variance compare as the time
series becomes shorter. Similarly, none of these approaches can
Discussion predict exactly when a transition will occur. This task lies in the
We tested our DL algorithm on data from systems that exhib- domain of time series forecasting instead of classification and is
ited critical slowing down before a local bifurcation. However, a difficult undertaking, given that stochasticity could cause a sys-
other types of transitions are possible, such as global bifurcations tem to jump prematurely to a new basin of attraction even before
that do not depend on changes to the local stability of equilibria the system has reached the tipping point (39). Also worth noting
(27). EWS of global bifurcations are more challenging to detect. is that we generated a training set based on models with two state
State transitions may also occur through codimension-two bifur- variables and second-order polynomial model equations. This
cations where two forcing parameters are varied simultaneously limits its ability to detect features such as deterministic chaos
(16, 35, 36), or bifurcations of periodic orbits (22), for which (22), which require at least three state variables (40).
EWS are more apparent. In general, DL algorithms only work We did not analyze whether the DL algorithm is using the
for the specific problems they are trained to do. In order for our higher-order terms in the normal form equations, or whether
DL algorithm to provide early warning of other such bifurcations, it is primarily relying on some other features in the data. This
we speculate that the training set would need to be expanded to could be addressed in future work by controlled tests of whether
include simulated data exhibiting those dynamics. the algorithm can distinguish supercritical and subcritical Hopf
Bifurcations are not inherent to real-world systems but rather bifurcations (which differ in the cubic term), for instance. Finally,
are a property of our mathematical model of the systems. We we note that, even though the DL algorithm can predict certain
trained the DL algorithm on data from mathematical models, qualitative features of the new regime (such as oscillations after
but we applied it to empirical data from systems that have been a Hopf bifurcation, or a stable state after a fold bifurcation), it
i=1
(25, 26). We also experimented with a residual network, functional convolu-
tional network, and recurrent neural network but found that the CNN-LSTM
architecture yielded the highest precision and recall on our training set.
where x and y are state variables, ai and bi are parameters, and ~
p(x, y) is a
The code was written using TensorFlow 2.0 in Anaconda 2020.02. The CNN-
vector containing all polynomials in x and y up to third order,
LSTM architecture appears in Fig. 3. The algorithm was trained for 1,500
epochs with a learning rate of 0.0005, and the hyperparameters were tuned
2 2 3 2 2 3
~
p(x, y) = (1, x, y, x , xy, y , x , x y, xy , y ). through a series of grid sweeps. The same hyperparameter values were
used for training on both 500-classifier and 1,500-classifier (see previous
An individual model is generated by drawing each ai and bi from a nor- subsection).
mal distribution with zero mean and unit variance. Then, half of these The simulation output time series from the random dynamical systems
parameters are selected at random and set to zero. The parameters for the were detrended using Lowess smoothing with a span of 0.2 to obtain the
cubic terms are set to the negative of their absolute value to encourage residual time series that formed the training set. Each residual time series
models with bounded solutions. was normalized by dividing each time series data point by the average
For a DL algorithm to be effective, the training data should cover a absolute value of the residuals across the entire time series. We used a
wide representation of the possible dynamics that could occur in unseen train/validation/test split of 0.95/0.04/0.01 for both the 500- and 1,500-
data. For this reason, we generate many versions of the model in Eqs. classifiers. The test set was chosen as a small percentage because a test set of
4 and 5, each with a different set of parameter values. We continue to a few thousand time series is adequate to provide a representative estimate
generate models until a desired number of each type of bifurcation has of the precision and recall. The f1 score, precision, and recall for an ensemble
been found. For each bifurcation, we run simulations that are used as of ten 500-classifier models were 84.2%, 84.4%, and 84.2%, respectively. The
training data for the DL algorithm. In this study, we consider codimension- f1 score, precision, and recall for an ensemble of ten 1,500-classifier models
one bifurcations of steady states, including the fold, Hopf, and transcritical were 88.2%, 88.3%, and 88.3%, respectively.
bifurcation. The pitchfork bifurcation is another example; however, it only For testing the ability of the DL algorithm to provide EWS of bifurca-
occurs in models with symmetrical dynamics that are not often found in tions, we developed variants where the algorithm was trained on censored
ecological models. versions of the training time series. For the 500 (1,500) length classifier,
We generated two different training sets: one consisting of 500, 000 one variant was trained on a version of the training set where the resid-
time series of length 500 data points, and one consisting of 200, 000 time uals of the simulation time series were padded on both the left and right
series of length 1,500 data points. This was done because the time series by between 0 and 225 (725) zeroes, with the padding length chosen ran-
lengths in the three empirical and three model systems are highly vari- domly from a uniform distribution. This allowed the algorithm to train
able. The algorithm was trained separately on these two training sets (see on time series as short as 50 (50), not necessarily representing the time
next subsection), resulting in a “500-classifier” and a “1,500-classifier.” The phase just before the transition. The intention was to boost the perfor-
500-classifier was used on shorter time series, while the 1,500-classifier mance of the DL algorithm for detecting EWS features from shorter time
was used on the longer time series. For the model time series in Fig. series and from the middle sections of time series. The second variant was
1, we use the 1,500-classifier. For the ROC curves in Fig. 2, we used the trained on a version of the training set where the residuals of the simu-
500-classifier for the paleoclimate data and the ecological models, and lation time series were padded only on the left, by between 0 and 450
used the 1,500-classifier for the thermoacoustic data, anoxia data, and (1,450) zeroes, where the padding length was chosen randomly from a uni-
disease model. form distribution. This allowed the algorithm to train on time series as
Upon generation of a model, we simulate it for 10,000 time steps from short as 50 (50), representing time series of various lengths that lead up
a randomly drawn initial condition and test for convergence to an equi- to the bifurcation (except for the neutral class). As a result, the classifier
librium point. Convergence is required in order to search for bifurcations. could better detect features that emerge most strongly right before the
dS
= µN(1 − x) − µS − βSI/N + σ1 ξ1 (t),
dt
dE
= βSI/N − (σ + µ)E + σ2 ξ2 (t),
dt
dI
= σE − (γ + µ)I + σ3 ξ3 (t),
dt
dR
= µx + γI − µR + σ4 ξ4 (t),
dt
dx
= κx(1 − x)(−ω + I + δ(2x − 1)) + σ5 ξ5 (t),
dt
ECOLOGY
exposed (infected but not yet infectious) individuals, I is the number of
infectious individuals, R is the number of recovered/immune individuals, x
is the number of individuals with provaccine sentiment, µ is the per capita
birth and death rate, β is the transmission rate, σ is the per capita rate
at which exposed individuals become infectious, γ is the per capita rate
of recovery from infection, κ is the social learning rate, δ is the strength
of injunctive social norms, and ω is the perceived relative risk of vaccina-
MATHEMATICS
tion versus infection. For our simulations, we used µ = 0.02/y, β = 1.5/d
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N = 100, 000, representing a typical pediatric infectious disease (12). Simula-
tions were perturbed weekly with σi = 5 for i = 1 . . . 4, and σ5 = 5 × 10−4 .
Fig. 3. CNN-LSTM architecture. On account of the large timescale difference in vital dynamics and infec-
tion processes, the system is nonnormal (34). We note that S + E + I + R = 1,
and therefore, since R can be obtained as R = 1 − S − E − I, the model is
four-dimensional. The forcing parameter ω was gradually forced from 0 to
bifurcation. Ten trained models of each variant were ensembled by tak- 100. As perceived vaccine risk increases along the (1, 0, 0, 0, 1) branch corre-
ing their average prediction at each point to generate all of our reported sponding to full vaccine coverage, the model has a transcritical bifurcation
results. at ω = δ (12), which leads to a critical transition corresponding to a drop
in the proportion of individuals with provaccine sentiment and a return of
Theoretical Models Used for Testing. We use models of low and intermediate
endemic infection.
complexity to test the DL classifier. Models are simulated using the Euler
Maruyama method with a step size of 0.01 unless otherwise stated. To test
Empirical Systems Used for Testing. We use three different sources of
detection of a fold bifurcation, we use May’s harvesting model (28) with
empirical data to test the DL classifier.
additive white noise. This is given by
1) The first source is sedimentary archives from the Mediterranean Sea (46).
These provide high-resolution reconstructions of oxygen dynamics in the
dx x x2
= rx 1− −h 2 + σξ(t), eastern Mediterranean Sea. Rapid transitions between oxic and anoxic
dt k s + x2 states occurred regularly in this region in the geological past. A recent
study has shown that EWS exist prior to the transitions (31). The data con-
where x is biomass of some population, k is its carrying capacity, h sist of output from three cores that, together, span eight anoxic events.
is the harvesting rate, s characterizes the nonlinear dependence of har- Variables include molybdenum (Mo) and uranium (U), proxies for anoxic
vesting output on current biomass, r is the intrinsic per capita growth and suboxic conditions, respectively, giving us a total of 26 time series for
rate of the population, σ is the noise amplitude, and ξ(t) is a Gaus- anoxic events (some are captured by multiple cores). The sampling rate
sian white noise process. We use parameter values r = 1, k = 1, s = 0.1, provides ∼10- to 50-y resolution depending on the core, with an almost
h ∈ [0.15, 0.27], and σ = 0.01. In this configuration, a fold bifurcation regular spacing between data points. We perform the same data prepro-
occurs at h = 0.26. The parameter h is kept fixed at its lower bound for cessing as Hennekam et al. (31). Interpolation is not done, as most data
null simulations and is increased linearly to its upper bound in forced points are equidistant, and it can give rise to aliasing effects that strongly
simulations. affect variance and AC. Data 10 ky prior to each transition are analyzed
To test the Hopf and transcritical bifurcations, we use the for EWS. Null time series of the same length are generated from an AR
Rozenzweig−MacArthur consumer−resource model (29) with additive (1) (autoregressive lag 1) process fit to the initial 20% of the data. Resid-
white noise. This is given by uals are obtained from smoothing the data with a Gaussian kernel with
a bandwidth of 900 y, and EWS are computed using a rolling window
of 0.5.
dx x axy
= rx 1− − + σ1 ξ1 (t), 2) The second source is thermoacoustic instability. Thermoacoustic systems
dt k 1 + ahx often exhibit a critical transition to a state of self-sustained large-
dy eaxy amplitude oscillations in the system variables, known as thermoacoustic
= − my + σ2 ξ2 (t),
dt 1 + ahx instability. The establishment of a positive feedback between the heat
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