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In the study of stochastic systems, the committor function describes the probability that a system starting from an initial configuration x will reach a set B before a set A. This paper introduces an efficient and interpretable algorithm for approximating the committor, called the “fast committor machine” (FCM). The FCM uses simulated trajectory data to build a kernel-based model of the committor. The kernel function is constructed to emphasize low-dimensional subspaces that optimally describe the A to B transitions. The coefficients in the kernel model are determined using randomized linear algebra, leading to a runtime that scales linearly with the number of data points. In numerical experiments involving a triple-well potential and alanine dipeptide, the FCM yields higher accuracy and trains more quickly than a neural network with the same number of parameters. The FCM is also more interpretable than the neural net. 

Stochastic dynamics, such as molecular dynamics, are important in many scientific applications. However, summarizing and analyzing the results of such simulations is often challenging due to the high dimension in which simulations are carried out and, consequently, due to the very large amount of data that are typically generated. Coarse graining is a popular technique for addressing this problem by providing compact and expressive representations. Coarse graining, however, potentially comes at the cost of accuracy, as dynamical information is, in general, lost when projecting the problem in a lower-dimensional space. This article shows how to eliminate coarse-graining error using two key ideas. First, we represent coarse-grained dynamics as a Markov renewal process. Second, we outline a data-driven, non-parametric Mori–Zwanzig approach for computing jump times of the renewal process. Numerical tests on a small protein illustrate the method.